EC vs. FBRT
EC (Ecopetrol S.A.) and FBRT (Franklin BSP Realty Trust, Inc.) are both stocks. EC operates in Oil & Gas Integrated (Energy), while FBRT operates in REIT - Mortgage (Real Estate). Over the past 3 years, EC returned 40.10%/yr vs -4.94%/yr for FBRT. At a 0.27 correlation, their price movements are largely independent.
Performance
EC vs. FBRT - Performance Comparison
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Returns By Period
In the year-to-date period, EC achieves a 70.23% return, which is significantly higher than FBRT's -15.36% return.
EC
- 1D
- -1.99%
- 1M
- 17.33%
- YTD
- 70.23%
- 6M
- 83.41%
- 1Y
- 83.58%
- 3Y*
- 40.10%
- 5Y*
- 21.63%
- 10Y*
- 17.04%
FBRT
- 1D
- -1.66%
- 1M
- -2.13%
- YTD
- -15.36%
- 6M
- -16.70%
- 1Y
- -13.90%
- 3Y*
- -4.94%
- 5Y*
- —
- 10Y*
- —
EC vs. FBRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 70.23% | 58.65% | -24.25% | 41.83% | -5.04% | -16.57% |
FBRT Franklin BSP Realty Trust, Inc. | -15.36% | -9.17% | 3.73% | 16.56% | -3.86% | -10.46% |
Correlation
The correlation between EC and FBRT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2021 | 0.27 |
The correlation between EC and FBRT shifts across timeframes, from 0.10 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EC:
$33.41B
FBRT:
$662.59M
EC:
COP 4.26K
FBRT:
$0.71
EC:
13.14
FBRT:
11.65
EC:
0.99
FBRT:
2.03
EC:
1.44
FBRT:
0.51
EC:
COP 116.38T
FBRT:
$411.64M
EC:
COP 37.91T
FBRT:
$228.04M
EC:
COP 42.24T
FBRT:
$218.28M
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Return for Risk
EC vs. FBRT — Risk / Return Rank
EC
FBRT
EC vs. FBRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Franklin BSP Realty Trust, Inc. (FBRT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EC | FBRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.93 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 6.37 | -0.59 | +6.96 |
| Martin ratioReturn relative to average drawdown | 14.74 | -1.17 | +15.91 |
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Drawdowns
EC vs. FBRT - Drawdown Comparison
The maximum EC drawdown since its inception was -90.16%, which is greater than FBRT's maximum drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for EC and FBRT.
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Drawdown Indicators
| EC | FBRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.16% | -31.30% | -58.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -23.51% | +10.31% |
Max Drawdown (3Y)Largest decline over 3 years | -38.00% | -30.02% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.36% | — | — |
Current DrawdownCurrent decline from peak | -17.68% | -28.85% | +11.17% |
Average DrawdownAverage peak-to-trough decline | -51.13% | -11.32% | -39.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 11.90% | -6.15% |
Volatility
EC vs. FBRT - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 16.55% compared to Franklin BSP Realty Trust, Inc. (FBRT) at 8.60%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than FBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EC | FBRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.55% | 8.60% | +7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 31.56% | 23.59% | +7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.23% | 26.68% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.86% | 28.52% | +9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.87% | 28.52% | +12.35% |
Dividends
EC vs. FBRT - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 7.27%, less than FBRT's 15.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 7.27% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
FBRT Franklin BSP Realty Trust, Inc. | 15.26% | 14.16% | 11.32% | 10.51% | 11.01% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
EC vs. FBRT - Financials Comparison
This section allows you to compare key financial metrics between Ecopetrol S.A. and Franklin BSP Realty Trust, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EC and FBRT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (16.55%) compared to FBRT (8.60%). In terms of maximum drawdown, EC dropped -90.16% vs FBRT's -31.30%.
EC currently has the higher Sharpe Ratio (2.20 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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