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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.


-0.50.00.51.00.4

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.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
0.88%
1,032.39%
EC
ET

Key characteristics

Sharpe Ratio

EC:

-0.97

ET:

2.54

Sortino Ratio

EC:

-1.35

ET:

3.58

Omega Ratio

EC:

0.84

ET:

1.45

Calmar Ratio

EC:

-0.39

ET:

2.14

Martin Ratio

EC:

-1.54

ET:

19.73

Ulcer Index

EC:

17.86%

ET:

2.17%

Daily Std Dev

EC:

28.26%

ET:

16.86%

Max Drawdown

EC:

-90.16%

ET:

-87.81%

Current Drawdown

EC:

-70.20%

ET:

-8.01%

Fundamentals

Market Cap

EC:

$16.22B

ET:

$63.82B

EPS

EC:

$1.93

ET:

$1.36

PE Ratio

EC:

4.09

ET:

13.71

PEG Ratio

EC:

0.30

ET:

0.66

Total Revenue (TTM)

EC:

$130.32T

ET:

$83.66B

Gross Profit (TTM)

EC:

$43.13T

ET:

$12.71B

EBITDA (TTM)

EC:

$37.06T

ET:

$14.83B

Returns By Period

In the year-to-date period, EC achieves a -27.12% return, which is significantly lower than ET's 43.51% return. Over the past 10 years, EC has underperformed ET with an annualized return of 0.13%, while ET has yielded a comparatively higher 3.91% annualized return.


EC

YTD

-27.12%

1M

-5.34%

6M

-32.84%

1Y

-26.00%

5Y*

-6.40%

10Y*

0.13%

ET

YTD

43.51%

1M

1.73%

6M

20.95%

1Y

44.35%

5Y*

17.23%

10Y*

3.91%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EC, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.972.54
The chart of Sortino ratio for EC, currently valued at -1.35, compared to the broader market-4.00-2.000.002.004.00-1.353.58
The chart of Omega ratio for EC, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.45
The chart of Calmar ratio for EC, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.392.14
The chart of Martin ratio for EC, currently valued at -1.54, compared to the broader market0.0010.0020.00-1.5419.73
EC
ET

The current EC Sharpe Ratio is -0.97, which is lower than the ET Sharpe Ratio of 2.54. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.97
2.54
EC
ET

Dividends

EC vs. ET - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 21.28%, more than ET's 6.98% yield.


TTM20232022202120202019201820172016201520142013
EC
Ecopetrol S.A.
21.28%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%8.34%
ET
Energy Transfer LP
6.98%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.20%
-8.01%
EC
ET

Volatility

EC vs. ET - Volatility Comparison

Ecopetrol S.A. (EC) has a higher volatility of 8.56% compared to Energy Transfer LP (ET) at 7.57%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than ET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.56%
7.57%
EC
ET

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


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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