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ZEO vs. ENCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZEO vs. ENCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zeo Energy Corp (ZEO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). The values are adjusted to include any dividend payments, if applicable.

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ZEO vs. ENCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZEO
Zeo Energy Corp
-47.34%-68.22%-69.54%8.90%4.23%0.71%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
20.36%18.55%8.12%8.13%31.87%5.81%
Different Trading Currencies

ZEO is traded in USD, while ENCC.TO is traded in CAD. To make them comparable, the ENCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZEO achieves a -47.34% return, which is significantly lower than ENCC.TO's 20.36% return.


ZEO

1D
-1.37%
1M
-53.33%
YTD
-47.34%
6M
-57.48%
1Y
-61.99%
3Y*
-62.05%
5Y*
10Y*

ENCC.TO

1D
-1.69%
1M
5.41%
YTD
20.36%
6M
23.33%
1Y
34.86%
3Y*
19.88%
5Y*
24.50%
10Y*
8.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ZEO vs. ENCC.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZEO
ZEO Risk / Return Rank: 2424
Overall Rank
ZEO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ZEO Sortino Ratio Rank: 3232
Sortino Ratio Rank
ZEO Omega Ratio Rank: 3131
Omega Ratio Rank
ZEO Calmar Ratio Rank: 1414
Calmar Ratio Rank
ZEO Martin Ratio Rank: 1717
Martin Ratio Rank

ENCC.TO
ENCC.TO Risk / Return Rank: 8282
Overall Rank
ENCC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ENCC.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
ENCC.TO Omega Ratio Rank: 9090
Omega Ratio Rank
ENCC.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
ENCC.TO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZEO vs. ENCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zeo Energy Corp (ZEO) and Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ZEOENCC.TODifference

Sharpe ratio

Return per unit of total volatility

-0.37

1.88

-2.25

Sortino ratio

Return per unit of downside risk

0.09

2.39

-2.30

Omega ratio

Gain probability vs. loss probability

1.01

1.39

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.78

2.13

-2.91

Martin ratio

Return relative to average drawdown

-1.23

10.30

-11.53

ZEO vs. ENCC.TO - Sharpe Ratio Comparison

The current ZEO Sharpe Ratio is -0.37, which is lower than the ENCC.TO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ZEO and ENCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZEOENCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

1.88

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

0.00

-0.37

Correlation

The correlation between ZEO and ENCC.TO is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ZEO vs. ENCC.TO - Dividend Comparison

ZEO has not paid dividends to shareholders, while ENCC.TO's dividend yield for the trailing twelve months is around 10.46%.


TTM20252024202320222021202020192018201720162015
ZEO
Zeo Energy Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENCC.TO
Global X Canadian Oil and Gas Equity Covered Call ETF
10.46%13.62%14.58%14.87%12.55%4.23%5.10%6.09%8.35%6.92%4.77%15.15%

Drawdowns

ZEO vs. ENCC.TO - Drawdown Comparison

The maximum ZEO drawdown since its inception was -95.02%, roughly equal to the maximum ENCC.TO drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for ZEO and ENCC.TO.


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Drawdown Indicators


ZEOENCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-95.02%

-89.91%

-5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-83.27%

-16.61%

-66.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-82.16%

Current Drawdown

Current decline from peak

-95.02%

-1.87%

-93.15%

Average Drawdown

Average peak-to-trough decline

-39.30%

-40.25%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.39%

4.13%

+48.26%

Volatility

ZEO vs. ENCC.TO - Volatility Comparison

Zeo Energy Corp (ZEO) has a higher volatility of 18.59% compared to Global X Canadian Oil and Gas Equity Covered Call ETF (ENCC.TO) at 3.26%. This indicates that ZEO's price experiences larger fluctuations and is considered to be riskier than ENCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZEOENCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

18.59%

3.26%

+15.33%

Volatility (6M)

Calculated over the trailing 6-month period

71.72%

10.64%

+61.08%

Volatility (1Y)

Calculated over the trailing 1-year period

165.99%

18.68%

+147.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

129.94%

26.44%

+103.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.94%

32.28%

+97.66%