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

Correlation

The correlation between EC and ET is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EC vs. ET - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EC:

-0.43

ET:

0.81

Sortino Ratio

EC:

-0.43

ET:

1.22

Omega Ratio

EC:

0.95

ET:

1.17

Calmar Ratio

EC:

-0.23

ET:

0.89

Martin Ratio

EC:

-0.71

ET:

2.83

Ulcer Index

EC:

22.55%

ET:

7.70%

Daily Std Dev

EC:

36.48%

ET:

27.56%

Max Drawdown

EC:

-90.16%

ET:

-87.81%

Current Drawdown

EC:

-62.79%

ET:

-11.80%

Fundamentals

Market Cap

EC:

$17.65B

ET:

$61.67B

EPS

EC:

$1.49

ET:

$1.32

PE Ratio

EC:

5.71

ET:

13.61

PEG Ratio

EC:

0.30

ET:

0.80

PS Ratio

EC:

0.00

ET:

0.75

PB Ratio

EC:

0.93

ET:

1.75

Total Revenue (TTM)

EC:

$133.39T

ET:

$82.06B

Gross Profit (TTM)

EC:

$49.25T

ET:

$15.84B

EBITDA (TTM)

EC:

$44.73T

ET:

$15.57B

Returns By Period

In the year-to-date period, EC achieves a 20.54% return, which is significantly higher than ET's -5.09% return. Over the past 10 years, EC has outperformed ET with an annualized return of 3.91%, while ET has yielded a comparatively lower 1.92% annualized return.


EC

YTD

20.54%

1M

2.82%

6M

20.54%

1Y

-15.65%

5Y*

10.24%

10Y*

3.91%

ET

YTD

-5.09%

1M

8.13%

6M

7.53%

1Y

22.07%

5Y*

30.96%

10Y*

1.92%

*Annualized

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Risk-Adjusted Performance

EC vs. ET — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EC
The Risk-Adjusted Performance Rank of EC is 2929
Overall Rank
The Sharpe Ratio Rank of EC is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EC is 2424
Sortino Ratio Rank
The Omega Ratio Rank of EC is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of EC is 3535
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7676
Overall Rank
The Sharpe Ratio Rank of ET is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ET is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EC vs. ET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Energy Transfer LP (ET). 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.


The current EC Sharpe Ratio is -0.43, which is lower than the ET Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EC and ET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EC vs. ET - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 20.42%, more than ET's 7.21% yield.


TTM20242023202220212020201920182017201620152014
EC
Ecopetrol S.A.
20.42%19.84%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%
ET
Energy Transfer LP
7.21%6.51%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%

Drawdowns

EC vs. ET - Drawdown Comparison

The maximum EC drawdown since its inception was -90.16%, roughly equal to the maximum ET drawdown of -87.81%. Use the drawdown chart below to compare losses from any high point for EC and ET. For additional features, visit the drawdowns tool.


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Volatility

EC vs. ET - Volatility Comparison

The current volatility for Ecopetrol S.A. (EC) is 8.82%, while Energy Transfer LP (ET) has a volatility of 11.55%. This indicates that EC experiences smaller price fluctuations and is considered to be less risky than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

EC vs. ET - Financials Comparison

This section allows you to compare key financial metrics between Ecopetrol S.A. and Energy Transfer LP. 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


0.0010.00T20.00T30.00T40.00T20212022202320242025
31.37T
21.02B
(EC) Total Revenue
(ET) Total Revenue
Values in USD except per share items

EC vs. ET - Profitability Comparison

The chart below illustrates the profitability comparison between Ecopetrol S.A. and Energy Transfer LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20212022202320242025
34.0%
19.4%
(EC) Gross Margin
(ET) Gross Margin
EC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ecopetrol S.A. reported a gross profit of 10.66T and revenue of 31.37T. Therefore, the gross margin over that period was 34.0%.

ET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported a gross profit of 4.08B and revenue of 21.02B. Therefore, the gross margin over that period was 19.4%.

EC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ecopetrol S.A. reported an operating income of 8.38T and revenue of 31.37T, resulting in an operating margin of 26.7%.

ET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported an operating income of 2.49B and revenue of 21.02B, resulting in an operating margin of 11.9%.

EC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ecopetrol S.A. reported a net income of 3.13T and revenue of 31.37T, resulting in a net margin of 10.0%.

ET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Energy Transfer LP reported a net income of 1.32B and revenue of 21.02B, resulting in a net margin of 6.3%.