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

Correlation

The correlation between EBLU and WTTR is 0.66, 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.


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.

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Key characteristics

Sharpe Ratio

EBLU:

0.27

WTTR:

-0.13

Sortino Ratio

EBLU:

0.61

WTTR:

0.23

Omega Ratio

EBLU:

1.07

WTTR:

1.03

Calmar Ratio

EBLU:

0.38

WTTR:

-0.07

Martin Ratio

EBLU:

1.17

WTTR:

-0.25

Ulcer Index

EBLU:

4.93%

WTTR:

18.86%

Daily Std Dev

EBLU:

17.70%

WTTR:

51.13%

Max Drawdown

EBLU:

-37.58%

WTTR:

-89.49%

Current Drawdown

EBLU:

-1.71%

WTTR:

-57.32%

Returns By Period

In the year-to-date period, EBLU achieves a 6.21% return, which is significantly higher than WTTR's -34.07% return.


EBLU

YTD

6.21%

1M

7.10%

6M

-0.35%

1Y

4.41%

5Y*

13.68%

10Y*

N/A

WTTR

YTD

-34.07%

1M

7.59%

6M

-36.00%

1Y

-6.80%

5Y*

15.14%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EBLU vs. WTTR — Risk-Adjusted Performance Rank

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

EBLU
The Risk-Adjusted Performance Rank of EBLU is 4242
Overall Rank
The Sharpe Ratio Rank of EBLU is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of EBLU is 4242
Sortino Ratio Rank
The Omega Ratio Rank of EBLU is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EBLU is 5050
Calmar Ratio Rank
The Martin Ratio Rank of EBLU is 4444
Martin Ratio Rank

WTTR
The Risk-Adjusted Performance Rank of WTTR is 4242
Overall Rank
The Sharpe Ratio Rank of WTTR is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of WTTR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of WTTR is 4242
Omega Ratio Rank
The Calmar Ratio Rank of WTTR is 4343
Calmar Ratio Rank
The Martin Ratio Rank of WTTR is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current EBLU Sharpe Ratio is 0.27, which is higher than the WTTR Sharpe Ratio of -0.13. 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.


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Dividends

EBLU vs. WTTR - Dividend Comparison

EBLU's dividend yield for the trailing twelve months is around 1.26%, less than WTTR's 3.14% yield.


TTM20242023202220212020201920182017
EBLU
Ecofin Global Water ESG Fund
1.26%1.34%1.46%0.00%1.55%1.42%1.58%1.35%0.20%
WTTR
Select Energy Services, Inc.
3.14%1.89%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.


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Volatility

EBLU vs. WTTR - Volatility Comparison

The current volatility for Ecofin Global Water ESG Fund (EBLU) is 6.04%, while Select Energy Services, Inc. (WTTR) has a volatility of 19.24%. 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.


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