PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EC vs. COIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ECCOIN
YTD Return-27.60%46.22%
1Y Return-20.01%185.52%
3Y Return (Ann)-5.01%-8.98%
Sharpe Ratio-0.832.34
Sortino Ratio-1.092.92
Omega Ratio0.871.33
Calmar Ratio-0.332.58
Martin Ratio-1.678.44
Ulcer Index13.72%23.03%
Daily Std Dev27.60%82.98%
Max Drawdown-90.16%-90.90%
Current Drawdown-70.39%-28.84%

Fundamentals


ECCOIN
Market Cap$15.56B$48.56B
EPS$1.72$5.90
PE Ratio4.4032.87
PEG Ratio0.300.79
Total Revenue (TTM)$95.71T$5.15B
Gross Profit (TTM)$31.17T$4.16B
EBITDA (TTM)$34.92T$1.04B

Correlation

-0.50.00.51.00.1

The correlation between EC and COIN is 0.14, 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.

Performance

EC vs. COIN - Performance Comparison

In the year-to-date period, EC achieves a -27.60% return, which is significantly lower than COIN's 46.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-31.17%
20.41%
EC
COIN

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EC vs. COIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Coinbase Global, Inc. (COIN). 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
Sharpe ratio
The chart of Sharpe ratio for EC, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.83
Sortino ratio
The chart of Sortino ratio for EC, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.09
Omega ratio
The chart of Omega ratio for EC, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for EC, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63
Martin ratio
The chart of Martin ratio for EC, currently valued at -1.67, compared to the broader market0.0010.0020.0030.00-1.67
COIN
Sharpe ratio
The chart of Sharpe ratio for COIN, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34
Sortino ratio
The chart of Sortino ratio for COIN, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.002.92
Omega ratio
The chart of Omega ratio for COIN, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for COIN, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Martin ratio
The chart of Martin ratio for COIN, currently valued at 8.44, compared to the broader market0.0010.0020.0030.008.44

EC vs. COIN - Sharpe Ratio Comparison

The current EC Sharpe Ratio is -0.83, which is lower than the COIN Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of EC and COIN, 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 Ratio-1.000.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
-0.83
2.34
EC
COIN

Dividends

EC vs. COIN - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 34.69%, while COIN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EC
Ecopetrol S.A.
34.69%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%8.34%
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EC vs. COIN - Drawdown Comparison

The maximum EC drawdown since its inception was -90.16%, roughly equal to the maximum COIN drawdown of -90.90%. Use the drawdown chart below to compare losses from any high point for EC and COIN. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.23%
-28.84%
EC
COIN

Volatility

EC vs. COIN - Volatility Comparison

The current volatility for Ecopetrol S.A. (EC) is 6.00%, while Coinbase Global, Inc. (COIN) has a volatility of 37.68%. This indicates that EC experiences smaller price fluctuations and is considered to be less risky than COIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.00%
37.68%
EC
COIN

Financials

EC vs. COIN - Financials Comparison

This section allows you to compare key financial metrics between Ecopetrol S.A. and Coinbase Global, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items