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CIB vs. EC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.19%
-29.18%
CIB
EC

Returns By Period

In the year-to-date period, CIB achieves a 15.53% return, which is significantly higher than EC's -21.96% return. Over the past 10 years, CIB has outperformed EC with an annualized return of -0.31%, while EC has yielded a comparatively lower -2.90% annualized return.


CIB

YTD

15.53%

1M

-0.97%

6M

-7.19%

1Y

33.60%

5Y (annualized)

-1.53%

10Y (annualized)

-0.31%

EC

YTD

-21.96%

1M

-0.85%

6M

-29.19%

1Y

-17.78%

5Y (annualized)

-3.11%

10Y (annualized)

-2.90%

Fundamentals


CIBEC
Market Cap$7.81B$15.34B
EPS$5.61$1.74
PE Ratio5.664.29
PEG Ratio1.650.30
Total Revenue (TTM)$30.86T$95.71T
Gross Profit (TTM)$30.61T$31.17T
EBITDA (TTM)$590.62B$27.75T

Key characteristics


CIBEC
Sharpe Ratio1.33-0.51
Sortino Ratio1.93-0.58
Omega Ratio1.230.93
Calmar Ratio0.87-0.20
Martin Ratio4.36-0.96
Ulcer Index7.88%15.12%
Daily Std Dev25.97%28.00%
Max Drawdown-93.43%-90.16%
Current Drawdown-18.00%-68.08%

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Correlation

-0.50.00.51.00.5

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.

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 1.33, compared to the broader market-4.00-2.000.002.004.001.33-0.51
The chart of Sortino ratio for CIB, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.93-0.58
The chart of Omega ratio for CIB, currently valued at 1.23, compared to the broader market0.501.001.502.001.230.93
The chart of Calmar ratio for CIB, currently valued at 0.87, compared to the broader market0.002.004.006.000.87-0.20
The chart of Martin ratio for CIB, currently valued at 4.36, compared to the broader market-10.000.0010.0020.0030.004.36-0.96
CIB
EC

The current CIB Sharpe Ratio is 1.33, which is higher than the EC Sharpe Ratio of -0.51. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.33
-0.51
CIB
EC

Dividends

CIB vs. EC - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 10.79%, less than EC's 32.19% yield.


TTM20232022202120202019201820172016201520142013
CIB
Bancolombia S.A.
10.79%10.92%10.68%0.87%2.99%2.41%3.62%3.23%3.21%4.81%3.19%3.29%
EC
Ecopetrol S.A.
32.19%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%JuneJulyAugustSeptemberOctoberNovember
-18.00%
-68.08%
CIB
EC

Volatility

CIB vs. EC - Volatility Comparison

Bancolombia S.A. (CIB) has a higher volatility of 9.75% compared to Ecopetrol S.A. (EC) at 9.06%. This indicates that CIB's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
9.75%
9.06%
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