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

Correlation

The correlation between EC and FBRT is 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

EC vs. FBRT - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
4.98%
-1.33%
EC
FBRT

Key characteristics

Sharpe Ratio

EC:

-0.32

FBRT:

0.09

Sortino Ratio

EC:

-0.23

FBRT:

0.27

Omega Ratio

EC:

0.97

FBRT:

1.04

Calmar Ratio

EC:

-0.16

FBRT:

0.11

Martin Ratio

EC:

-0.53

FBRT:

0.33

Ulcer Index

EC:

21.57%

FBRT:

5.97%

Daily Std Dev

EC:

36.08%

FBRT:

23.31%

Max Drawdown

EC:

-90.16%

FBRT:

-31.30%

Current Drawdown

EC:

-61.91%

FBRT:

-11.76%

Fundamentals

Market Cap

EC:

$19.10B

FBRT:

$959.32M

EPS

EC:

$1.54

FBRT:

$0.82

PE Ratio

EC:

6.03

FBRT:

13.99

PS Ratio

EC:

0.00

FBRT:

5.49

PB Ratio

EC:

1.05

FBRT:

0.77

Total Revenue (TTM)

EC:

$102.03T

FBRT:

$407.76M

Gross Profit (TTM)

EC:

$38.59T

FBRT:

$78.57M

EBITDA (TTM)

EC:

$36.35T

FBRT:

-$5.87M

Returns By Period

In the year-to-date period, EC achieves a 22.92% return, which is significantly higher than FBRT's -4.65% return.


EC

YTD

22.92%

1M

-6.40%

6M

20.18%

1Y

-10.73%

5Y*

11.73%

10Y*

2.83%

FBRT

YTD

-4.65%

1M

-8.02%

6M

-4.82%

1Y

3.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EC vs. FBRT — 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 3434
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 4141
Calmar Ratio Rank
The Martin Ratio Rank of EC is 4141
Martin Ratio Rank

FBRT
The Risk-Adjusted Performance Rank of FBRT is 5252
Overall Rank
The Sharpe Ratio Rank of FBRT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FBRT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FBRT is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FBRT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FBRT is 5757
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. FBRT - Risk-Adjusted Performance 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.


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
FBRT: 0.09
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
FBRT: 0.27
The chart of Omega ratio for EC, currently valued at 0.97, compared to the broader market0.501.001.502.00
EC: 0.97
FBRT: 1.04
The chart of Calmar ratio for EC, currently valued at -0.30, compared to the broader market0.001.002.003.004.005.00
EC: -0.30
FBRT: 0.11
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
FBRT: 0.33

The current EC Sharpe Ratio is -0.32, which is lower than the FBRT Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EC and FBRT, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.32
0.09
EC
FBRT

Dividends

EC vs. FBRT - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 13.30%, more than FBRT's 12.21% 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%
FBRT
Franklin BSP Realty Trust, Inc.
12.21%11.32%10.51%11.01%1.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.99%
-11.76%
EC
FBRT

Volatility

EC vs. FBRT - Volatility Comparison

Ecopetrol S.A. (EC) has a higher volatility of 19.69% compared to Franklin BSP Realty Trust, Inc. (FBRT) at 11.87%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.69%
11.87%
EC
FBRT

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items