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EBLU vs. WTTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EBLU and WTTR is 0.28, 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.


-0.50.00.51.00.3

Performance

EBLU vs. WTTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecofin Global Water ESG Fund (EBLU) and Select Energy Services, Inc. (WTTR). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
26.31%
EBLU
WTTR

Key characteristics

Sharpe Ratio

EBLU:

0.88

WTTR:

1.63

Sortino Ratio

EBLU:

1.28

WTTR:

2.74

Omega Ratio

EBLU:

1.15

WTTR:

1.33

Calmar Ratio

EBLU:

0.81

WTTR:

1.08

Martin Ratio

EBLU:

4.45

WTTR:

11.54

Ulcer Index

EBLU:

2.82%

WTTR:

6.22%

Daily Std Dev

EBLU:

14.33%

WTTR:

43.98%

Max Drawdown

EBLU:

-37.58%

WTTR:

-89.49%

Current Drawdown

EBLU:

-6.28%

WTTR:

-37.76%

Returns By Period

In the year-to-date period, EBLU achieves a 9.92% return, which is significantly lower than WTTR's 72.26% return.


EBLU

YTD

9.92%

1M

-1.55%

6M

3.21%

1Y

11.91%

5Y*

7.92%

10Y*

N/A

WTTR

YTD

72.26%

1M

-9.46%

6M

27.06%

1Y

71.81%

5Y*

7.88%

10Y*

N/A

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Risk-Adjusted Performance

EBLU vs. WTTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Water ESG Fund (EBLU) and Select Energy Services, Inc. (WTTR). 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 EBLU, currently valued at 0.84, compared to the broader market0.002.004.000.841.63
The chart of Sortino ratio for EBLU, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.001.232.74
The chart of Omega ratio for EBLU, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.33
The chart of Calmar ratio for EBLU, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.771.08
The chart of Martin ratio for EBLU, currently valued at 4.14, compared to the broader market0.0020.0040.0060.0080.00100.004.1411.54
EBLU
WTTR

The current EBLU Sharpe Ratio is 0.88, which is lower than the WTTR Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of EBLU and WTTR, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.84
1.63
EBLU
WTTR

Dividends

EBLU vs. WTTR - Dividend Comparison

EBLU's dividend yield for the trailing twelve months is around 1.19%, less than WTTR's 1.96% yield.


TTM2023202220212020201920182017
EBLU
Ecofin Global Water ESG Fund
1.19%1.46%0.00%1.55%1.42%1.58%1.35%0.20%
WTTR
Select Energy Services, Inc.
1.96%2.77%0.54%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EBLU vs. WTTR - Drawdown Comparison

The maximum EBLU drawdown since its inception was -37.58%, smaller than the maximum WTTR drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for EBLU and WTTR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.28%
-37.76%
EBLU
WTTR

Volatility

EBLU vs. WTTR - Volatility Comparison

The current volatility for Ecofin Global Water ESG Fund (EBLU) is 4.97%, while Select Energy Services, Inc. (WTTR) has a volatility of 9.92%. This indicates that EBLU experiences smaller price fluctuations and is considered to be less risky than WTTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
4.97%
9.92%
EBLU
WTTR
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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.

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