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EC vs. COIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EC and COIN is 0.13, 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.


-0.50.00.51.00.1

Performance

EC vs. COIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecopetrol S.A. (EC) and Coinbase Global, Inc. (COIN). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
1.65%
-14.75%
EC
COIN

Key characteristics

Sharpe Ratio

EC:

-0.95

COIN:

0.95

Sortino Ratio

EC:

-1.30

COIN:

1.85

Omega Ratio

EC:

0.85

COIN:

1.21

Calmar Ratio

EC:

-0.38

COIN:

1.23

Martin Ratio

EC:

-1.51

COIN:

3.56

Ulcer Index

EC:

17.72%

COIN:

23.18%

Daily Std Dev

EC:

28.27%

COIN:

87.12%

Max Drawdown

EC:

-90.16%

COIN:

-90.90%

Current Drawdown

EC:

-70.12%

COIN:

-21.69%

Fundamentals

Market Cap

EC:

$16.22B

COIN:

$78.02B

EPS

EC:

$1.93

COIN:

$5.89

PE Ratio

EC:

4.09

COIN:

52.91

PEG Ratio

EC:

0.30

COIN:

0.91

Total Revenue (TTM)

EC:

$130.32T

COIN:

$5.15B

Gross Profit (TTM)

EC:

$43.13T

COIN:

$4.16B

EBITDA (TTM)

EC:

$37.06T

COIN:

$1.04B

Returns By Period

In the year-to-date period, EC achieves a -26.93% return, which is significantly lower than COIN's 60.91% return.


EC

YTD

-26.93%

1M

-6.37%

6M

-32.32%

1Y

-27.36%

5Y*

-6.36%

10Y*

0.25%

COIN

YTD

60.91%

1M

-14.00%

6M

18.61%

1Y

73.65%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for EC, currently valued at -0.95, compared to the broader market-4.00-2.000.002.00-0.950.95
The chart of Sortino ratio for EC, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.00-1.301.85
The chart of Omega ratio for EC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.21
The chart of Calmar ratio for EC, currently valued at -0.71, compared to the broader market0.002.004.006.00-0.711.23
The chart of Martin ratio for EC, currently valued at -1.51, compared to the broader market0.0010.0020.00-1.513.56
EC
COIN

The current EC Sharpe Ratio is -0.95, which is lower than the COIN Sharpe Ratio of 0.95. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
0.95
EC
COIN

Dividends

EC vs. COIN - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 21.22%, while COIN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EC
Ecopetrol S.A.
21.22%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%JulyAugustSeptemberOctoberNovemberDecember
-35.64%
-21.69%
EC
COIN

Volatility

EC vs. COIN - Volatility Comparison

The current volatility for Ecopetrol S.A. (EC) is 8.63%, while Coinbase Global, Inc. (COIN) has a volatility of 23.50%. 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%JulyAugustSeptemberOctoberNovemberDecember
8.63%
23.50%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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