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

Key characteristics


DHTEC
YTD Return9.46%-27.70%
1Y Return-2.60%-23.08%
3Y Return (Ann)25.28%-5.06%
5Y Return (Ann)17.55%-5.34%
10Y Return (Ann)12.76%-3.79%
Sharpe Ratio-0.10-0.88
Sortino Ratio0.08-1.18
Omega Ratio1.010.86
Calmar Ratio-0.04-0.35
Martin Ratio-0.39-1.80
Ulcer Index7.71%13.54%
Daily Std Dev30.79%27.64%
Max Drawdown-97.12%-90.16%
Current Drawdown-82.56%-70.43%

Fundamentals


DHTEC
Market Cap$1.63B$15.64B
EPS$0.98$1.72
PE Ratio10.324.42
PEG Ratio3.770.30
Total Revenue (TTM)$447.18M$95.71T
Gross Profit (TTM)$170.94M$31.17T
EBITDA (TTM)$161.29M$34.92T

Correlation

-0.50.00.51.00.3

The correlation between DHT and EC is 0.30, 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.

Performance

DHT vs. EC - Performance Comparison

In the year-to-date period, DHT achieves a 9.46% return, which is significantly higher than EC's -27.70% return. Over the past 10 years, DHT has outperformed EC with an annualized return of 12.76%, while EC has yielded a comparatively lower -3.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-12.67%
-31.27%
DHT
EC

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Risk-Adjusted Performance

DHT vs. EC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DHT Holdings, Inc. (DHT) 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.


DHT
Sharpe ratio
The chart of Sharpe ratio for DHT, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.10
Sortino ratio
The chart of Sortino ratio for DHT, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08
Omega ratio
The chart of Omega ratio for DHT, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for DHT, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04
Martin ratio
The chart of Martin ratio for DHT, currently valued at -0.39, compared to the broader market-10.000.0010.0020.0030.00-0.39
EC
Sharpe ratio
The chart of Sharpe ratio for EC, currently valued at -0.88, compared to the broader market-4.00-2.000.002.00-0.88
Sortino ratio
The chart of Sortino ratio for EC, currently valued at -1.18, compared to the broader market-4.00-2.000.002.004.00-1.18
Omega ratio
The chart of Omega ratio for EC, currently valued at 0.86, compared to the broader market0.501.001.502.000.86
Calmar ratio
The chart of Calmar ratio for EC, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35
Martin ratio
The chart of Martin ratio for EC, currently valued at -1.80, compared to the broader market-10.000.0010.0020.0030.00-1.80

DHT vs. EC - Sharpe Ratio Comparison

The current DHT Sharpe Ratio is -0.10, which is higher than the EC Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of DHT 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
-0.10
-0.88
DHT
EC

Dividends

DHT vs. EC - Dividend Comparison

DHT's dividend yield for the trailing twelve months is around 9.67%, less than EC's 34.74% yield.


TTM20232022202120202019201820172016201520142013
DHT
DHT Holdings, Inc.
9.67%11.72%1.35%2.50%25.81%2.42%2.04%5.57%17.15%6.55%1.09%1.17%
EC
Ecopetrol S.A.
34.74%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%8.34%

Drawdowns

DHT vs. EC - Drawdown Comparison

The maximum DHT drawdown since its inception was -97.12%, which is greater than EC's maximum drawdown of -90.16%. Use the drawdown chart below to compare losses from any high point for DHT and EC. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-64.63%
-70.43%
DHT
EC

Volatility

DHT vs. EC - Volatility Comparison

DHT Holdings, Inc. (DHT) has a higher volatility of 8.35% compared to Ecopetrol S.A. (EC) at 6.95%. This indicates that DHT'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%12.00%JuneJulyAugustSeptemberOctoberNovember
8.35%
6.95%
DHT
EC

Financials

DHT vs. EC - Financials Comparison

This section allows you to compare key financial metrics between DHT Holdings, Inc. 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