EC vs. AVUV
EC (Ecopetrol S.A.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, EC returned 21.26%/yr vs 10.98%/yr for AVUV. At a 0.47 correlation, their price movements are largely independent.
Performance
EC vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, EC achieves a 63.84% return, which is significantly higher than AVUV's 19.40% return.
EC
- 1D
- 0.39%
- 1M
- 10.14%
- YTD
- 63.84%
- 6M
- 63.19%
- 1Y
- 101.46%
- 3Y*
- 40.74%
- 5Y*
- 21.26%
- 10Y*
- 16.46%
AVUV
- 1D
- 1.22%
- 1M
- 1.07%
- YTD
- 19.40%
- 6M
- 18.69%
- 1Y
- 39.30%
- 3Y*
- 20.42%
- 5Y*
- 10.98%
- 10Y*
- —
EC vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 63.84% | 58.65% | -24.25% | 41.83% | -5.04% | 0.57% | -29.31% | 18.45% |
AVUV Avantis US Small Cap Value ETF | 19.40% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.50% |
Correlation
The correlation between EC and AVUV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.47 |
Over the past year, the correlation between EC and AVUV has dropped to 0.11 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
EC vs. AVUV — Risk / Return Rank
EC
AVUV
EC vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Avantis US Small Cap Value ETF (AVUV). 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.
| EC | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 7.73 | 4.97 | +2.77 |
| Martin ratioReturn relative to average drawdown | 17.90 | 14.75 | +3.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EC | AVUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 2.26 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.49 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.57 | -0.42 |
Drawdowns
EC vs. AVUV - Drawdown Comparison
The maximum EC drawdown since its inception was -90.16%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for EC and AVUV.
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Drawdown Indicators
| EC | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.16% | -49.42% | -40.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -7.95% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -38.00% | -28.79% | -9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -28.79% | -19.81% |
Max Drawdown (10Y)Largest decline over 10 years | -73.36% | — | — |
Current DrawdownCurrent decline from peak | -20.77% | 0.00% | -20.77% |
Average DrawdownAverage peak-to-trough decline | -51.22% | -7.95% | -43.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 2.67% | +3.02% |
Volatility
EC vs. AVUV - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 17.02% compared to Avantis US Small Cap Value ETF (AVUV) at 4.04%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EC | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.02% | 4.04% | +12.98% |
Volatility (6M)Calculated over the trailing 6-month period | 30.49% | 11.39% | +19.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 17.52% | +19.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.66% | 22.74% | +14.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.80% | 28.29% | +12.51% |
Dividends
EC vs. AVUV - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 7.55%, more than AVUV's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.28% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
EC Ecopetrol S.A. | 7.55% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
Frequently Asked Questions
EC and AVUV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (17.02%) compared to AVUV (4.04%). In terms of maximum drawdown, EC dropped -90.16% vs AVUV's -49.42%.
EC currently has the higher Sharpe Ratio (2.73 vs 2.26), 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.
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