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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.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
28.92%
998.59%
EC
ET

Key characteristics

Sharpe Ratio

EC:

-0.32

ET:

0.70

Sortino Ratio

EC:

-0.23

ET:

1.08

Omega Ratio

EC:

0.97

ET:

1.15

Calmar Ratio

EC:

-0.16

ET:

0.74

Martin Ratio

EC:

-0.53

ET:

2.82

Ulcer Index

EC:

21.57%

ET:

6.46%

Daily Std Dev

EC:

36.08%

ET:

26.00%

Max Drawdown

EC:

-90.16%

ET:

-87.81%

Current Drawdown

EC:

-61.91%

ET:

-15.88%

Fundamentals

Market Cap

EC:

$19.10B

ET:

$59.87B

EPS

EC:

$1.54

ET:

$1.28

PE Ratio

EC:

6.03

ET:

13.63

PEG Ratio

EC:

0.30

ET:

0.77

PS Ratio

EC:

0.00

ET:

0.72

PB Ratio

EC:

1.05

ET:

1.71

Total Revenue (TTM)

EC:

$102.03T

ET:

$61.04B

Gross Profit (TTM)

EC:

$38.59T

ET:

$10.60B

EBITDA (TTM)

EC:

$36.35T

ET:

$11.63B

Returns By Period

In the year-to-date period, EC achieves a 22.92% return, which is significantly higher than ET's -9.48% return. Over the past 10 years, EC has outperformed ET with an annualized return of 2.75%, while ET has yielded a comparatively lower 1.76% annualized return.


EC

YTD

22.92%

1M

-6.31%

6M

20.18%

1Y

-12.31%

5Y*

11.21%

10Y*

2.75%

ET

YTD

-9.48%

1M

-7.57%

6M

9.83%

1Y

17.78%

5Y*

30.61%

10Y*

1.76%

*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 3636
Overall Rank
The Sharpe Ratio Rank of EC is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of EC is 3131
Sortino Ratio Rank
The Omega Ratio Rank of EC is 3131
Omega Ratio Rank
The Calmar Ratio Rank of EC is 4343
Calmar Ratio Rank
The Martin Ratio Rank of EC is 4242
Martin Ratio Rank

ET
The Risk-Adjusted Performance Rank of ET is 7575
Overall Rank
The Sharpe Ratio Rank of ET is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ET is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ET is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ET is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ET is 7979
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 chart of Sharpe ratio for EC, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
EC: -0.32
ET: 0.70
The chart of Sortino ratio for EC, currently valued at -0.23, compared to the broader market-6.00-4.00-2.000.002.004.00
EC: -0.23
ET: 1.08
The chart of Omega ratio for EC, currently valued at 0.97, compared to the broader market0.501.001.502.00
EC: 0.97
ET: 1.15
The chart of Calmar ratio for EC, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00
EC: -0.16
ET: 0.74
The chart of Martin ratio for EC, currently valued at -0.53, compared to the broader market-5.000.005.0010.0015.0020.00
EC: -0.53
ET: 2.82

The current EC Sharpe Ratio is -0.32, which is lower than the ET Sharpe Ratio of 0.70. 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.32
0.70
EC
ET

Dividends

EC vs. ET - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 13.30%, more than ET's 7.37% yield.


TTM20242023202220212020201920182017201620152014
EC
Ecopetrol S.A.
13.30%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
7.37%6.51%8.96%7.33%7.44%17.28%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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.91%
-15.88%
EC
ET

Volatility

EC vs. ET - Volatility Comparison

Ecopetrol S.A. (EC) has a higher volatility of 19.69% compared to Energy Transfer LP (ET) at 16.28%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.69%
16.28%
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