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 20.05%/yr vs 12.95%/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 66.36% return, which is significantly higher than AVUV's 22.32% return.
EC
- 1D
- 1.93%
- 1M
- -4.22%
- 6M
- 49.36%
- YTD
- 66.36%
- 1Y
- 83.78%
- 3Y*
- 37.31%
- 5Y*
- 20.05%
- 10Y*
- 16.52%
AVUV
- 1D
- 0.02%
- 1M
- -0.33%
- 6M
- 16.74%
- YTD
- 22.32%
- 1Y
- 32.56%
- 3Y*
- 17.89%
- 5Y*
- 12.95%
- 10Y*
- —
EC vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 66.36% | 58.65% | -24.25% | 41.83% | -5.04% | 0.57% | -29.31% | 19.07% |
AVUV Avantis US Small Cap Value ETF | 22.32% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.54% |
Correlation
The correlation between EC and AVUV is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
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 0.12 - 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 | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.97 | 4.11 | +1.85 |
| Martin ratioReturn relative to average drawdown | 14.28 | 12.22 | +2.07 |
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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 | -19.56% | -0.78% | -18.78% |
Average DrawdownAverage peak-to-trough decline | -51.05% | -7.84% | -43.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 2.67% | +3.32% |
Volatility
EC vs. AVUV - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 13.25% compared to Avantis US Small Cap Value ETF (AVUV) at 3.57%. 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 | 13.25% | 3.57% | +9.68% |
Volatility (6M)Calculated over the trailing 6-month period | 32.11% | 11.06% | +21.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.23% | 17.32% | +20.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.75% | 22.54% | +15.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.86% | 28.12% | +12.74% |
Dividends
EC vs. AVUV - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 4.16%, more than AVUV's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVUV Avantis US Small Cap Value ETF | 1.26% | 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. | 4.16% | 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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (13.25%) compared to AVUV (3.57%). In terms of maximum drawdown, EC dropped -90.16% vs AVUV's -49.42%.
EC currently has the higher Sharpe Ratio (2.21 vs 1.89), 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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