PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CIB vs. EC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CIB and EC is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CIB vs. EC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancolombia S.A. (CIB) and Ecopetrol S.A. (EC). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.22%
-32.04%
CIB
EC

Key characteristics

Sharpe Ratio

CIB:

0.88

EC:

-0.92

Sortino Ratio

CIB:

1.36

EC:

-1.25

Omega Ratio

CIB:

1.16

EC:

0.85

Calmar Ratio

CIB:

0.69

EC:

-0.36

Martin Ratio

CIB:

2.76

EC:

-1.43

Ulcer Index

CIB:

8.19%

EC:

18.00%

Daily Std Dev

CIB:

25.68%

EC:

28.19%

Max Drawdown

CIB:

-93.43%

EC:

-90.16%

Current Drawdown

CIB:

-18.97%

EC:

-70.12%

Fundamentals

Market Cap

CIB:

$8.05B

EC:

$16.22B

EPS

CIB:

$5.84

EC:

$1.93

PE Ratio

CIB:

5.57

EC:

4.09

PEG Ratio

CIB:

1.65

EC:

0.30

Total Revenue (TTM)

CIB:

$30.86T

EC:

$130.32T

Gross Profit (TTM)

CIB:

$30.61T

EC:

$43.13T

EBITDA (TTM)

CIB:

$590.62B

EC:

$37.06T

Returns By Period

In the year-to-date period, CIB achieves a 13.32% return, which is significantly higher than EC's -26.93% return. Over the past 10 years, CIB has outperformed EC with an annualized return of 0.93%, while EC has yielded a comparatively lower -0.13% annualized return.


CIB

YTD

13.32%

1M

-3.82%

6M

4.22%

1Y

20.68%

5Y*

-3.35%

10Y*

0.93%

EC

YTD

-26.93%

1M

-5.45%

6M

-32.04%

1Y

-27.05%

5Y*

-6.35%

10Y*

-0.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CIB vs. EC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) and Ecopetrol S.A. (EC). 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.


Sharpe ratio
The chart of Sharpe ratio for CIB, currently valued at 0.88, compared to the broader market-4.00-2.000.002.000.88-0.92
The chart of Sortino ratio for CIB, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.36-1.25
The chart of Omega ratio for CIB, currently valued at 1.16, compared to the broader market0.501.001.502.001.160.85
The chart of Calmar ratio for CIB, currently valued at 0.69, compared to the broader market0.002.004.006.000.69-0.36
The chart of Martin ratio for CIB, currently valued at 2.76, compared to the broader market-5.000.005.0010.0015.0020.0025.002.76-1.43
CIB
EC

The current CIB Sharpe Ratio is 0.88, which is higher than the EC Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of CIB and EC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.88
-0.92
CIB
EC

Dividends

CIB vs. EC - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 11.00%, less than EC's 21.22% yield.


TTM20232022202120202019201820172016201520142013
CIB
Bancolombia S.A.
11.00%10.92%10.68%0.87%3.38%2.41%3.62%3.23%3.21%4.81%3.19%3.29%
EC
Ecopetrol S.A.
21.22%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%8.34%

Drawdowns

CIB vs. EC - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.43%, roughly equal to the maximum EC drawdown of -90.16%. Use the drawdown chart below to compare losses from any high point for CIB and EC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.97%
-70.12%
CIB
EC

Volatility

CIB vs. EC - Volatility Comparison

The current volatility for Bancolombia S.A. (CIB) is 6.03%, while Ecopetrol S.A. (EC) has a volatility of 8.56%. This indicates that CIB experiences smaller price fluctuations and is considered to be less risky than EC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.03%
8.56%
CIB
EC

Financials

CIB vs. EC - Financials Comparison

This section allows you to compare key financial metrics between Bancolombia S.A. and Ecopetrol S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab