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 22.09%/yr vs 13.16%/yr for AVUV. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
EC vs. AVUV - Performance Comparison
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Returns By Period
In the year-to-date period, EC achieves a 75.68% return, which is significantly higher than AVUV's 23.62% return.
EC
- 1D
- -1.58%
- 1M
- 14.08%
- 6M
- 40.04%
- YTD
- 75.68%
- 1Y
- 112.34%
- 3Y*
- 36.49%
- 5Y*
- 22.09%
- 10Y*
- 19.54%
- ALL TIME*
- 6.71%
AVUV
- 1D
- 0.03%
- 1M
- 1.43%
- 6M
- 15.37%
- YTD
- 23.62%
- 1Y
- 40.65%
- 3Y*
- 16.14%
- 5Y*
- 13.16%
- 10Y*
- —
- ALL TIME*
- 16.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $143.14M | $148.43M | $155.85M | |
| $34.19M | $36.57M | $44.75M |
EC vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 75.68% | 58.65% | -24.25% | 41.83% | -5.04% | 0.57% | -29.31% | 19.07% |
AVUV Avantis US Small Cap Value ETF | 23.62% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between EC and AVUV is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.47 |
Over the past year, the correlation between EC and AVUV has dropped to 0.09 - 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EC | AVUV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 7.81 | 4.74 | +3.06 |
| Martin ratioReturn relative to average drawdown | 18.87 | 14.98 | +3.89 |
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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 | -14.11% | -7.95% | -6.16% |
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 | -15.05% | -0.72% | -14.33% |
Average DrawdownAverage peak-to-trough decline | -50.95% | -7.78% | -43.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 2.52% | +3.31% |
Volatility
EC vs. AVUV - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 8.78% compared to Avantis US Small Cap Value ETF (AVUV) at 2.88%. 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 | 8.78% | 2.88% | +5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 31.57% | 10.51% | +21.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.35% | 16.90% | +21.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.73% | 22.40% | +15.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.81% | 28.02% | +12.79% |
Dividends
EC vs. AVUV - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 3.94%, more than AVUV's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.25% | 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. | 3.94% | 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 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (8.78%) compared to AVUV (2.88%). In terms of maximum drawdown, EC dropped -90.16% vs AVUV's -49.42%.
EC currently has the higher Sharpe Ratio (2.88 vs 2.24), 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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