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CIB vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIB vs. IXC - Performance Comparison

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

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Returns By Period

In the year-to-date period, CIB achieves a 15.74% return, which is significantly lower than IXC's 32.12% return. Over the past 10 years, CIB has outperformed IXC with an annualized return of 15.00%, while IXC has yielded a comparatively lower 10.08% annualized return.


CIB

1D
0.11%
1M
9.89%
YTD
15.74%
6M
14.32%
1Y
68.93%
3Y*
55.70%
5Y*
29.64%
10Y*
15.00%

IXC

1D
-0.07%
1M
-1.98%
YTD
32.12%
6M
29.58%
1Y
50.36%
3Y*
19.06%
5Y*
19.62%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIB vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIB
Bancolombia S.A.
15.74%124.16%13.78%22.08%-0.31%-20.69%-22.31%47.45%-0.72%11.41%
IXC
iShares Global Energy ETF
32.12%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between CIB and IXC is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2001

0.40

Over the past year, the correlation between CIB and IXC has dropped to 0.05 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

CIB vs. IXC — Risk / Return Rank

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

CIB
CIB Risk / Return Rank: 8585
Overall Rank
CIB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CIB Sortino Ratio Rank: 8787
Sortino Ratio Rank
CIB Omega Ratio Rank: 8686
Omega Ratio Rank
CIB Calmar Ratio Rank: 8282
Calmar Ratio Rank
CIB Martin Ratio Rank: 8282
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8181
Overall Rank
IXC Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
IXC Omega Ratio Rank: 7575
Omega Ratio Rank
IXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
IXC Martin Ratio Rank: 8181
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.

CIB vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) and iShares Global Energy ETF (IXC). 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.


CIBIXCDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

2.89

5.24

-2.34

Martin ratioReturn relative to average drawdown

7.24

15.73

-8.49

CIB vs. IXC - Sharpe Ratio Comparison

The current CIB Sharpe Ratio is 2.18, which is comparable to the IXC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of CIB and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CIBIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

2.71

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.84

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.38

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.32

-0.07

Drawdowns

CIB vs. IXC - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.77%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for CIB and IXC.


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Drawdown Indicators


CIBIXCDifference

Max Drawdown

Largest peak-to-trough decline

-93.77%

-67.88%

-25.89%

Max Drawdown (1Y)

Largest decline over 1 year

-23.95%

-9.66%

-14.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.95%

-19.06%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-46.85%

-24.93%

-21.92%

Max Drawdown (10Y)

Largest decline over 10 years

-70.38%

-64.16%

-6.22%

Current Drawdown

Current decline from peak

-12.91%

-4.91%

-8.00%

Average Drawdown

Average peak-to-trough decline

-32.63%

-17.48%

-15.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.55%

3.21%

+6.34%

Volatility

CIB vs. IXC - Volatility Comparison

Bancolombia S.A. (CIB) has a higher volatility of 12.72% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that CIB's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIBIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.72%

7.50%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

26.31%

15.38%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

31.72%

18.73%

+12.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.68%

23.50%

+9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.74%

26.85%

+8.89%

Dividends

CIB vs. IXC - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 1.68%, less than IXC's 2.79% yield.


PositionTTM20252024202320222021202020192018201720162015
CIB
Bancolombia S.A.
1.68%6.90%10.96%10.92%10.68%0.87%4.01%2.41%3.62%3.21%3.21%4.49%
IXC
iShares Global Energy ETF
2.79%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


CIB and IXC have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIB has higher volatility (12.72%) compared to IXC (7.50%). In terms of maximum drawdown, CIB dropped -93.77% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (2.71 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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