EC vs. FRO
Compare and contrast key facts about Ecopetrol S.A. (EC) and Frontline Ltd. (FRO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EC or FRO.
Key characteristics
| EC | FRO | |
|---|---|---|
| YTD Return | -27.60% | 1.10% |
| 1Y Return | -20.01% | -5.52% |
| 3Y Return (Ann) | -5.01% | 41.51% |
| 5Y Return (Ann) | -5.17% | 25.31% |
| 10Y Return (Ann) | -3.77% | 17.79% |
| Sharpe Ratio | -0.83 | -0.20 |
| Sortino Ratio | -1.09 | -0.03 |
| Omega Ratio | 0.87 | 1.00 |
| Calmar Ratio | -0.33 | -0.08 |
| Martin Ratio | -1.67 | -0.60 |
| Ulcer Index | 13.72% | 12.49% |
| Daily Std Dev | 27.60% | 37.66% |
| Max Drawdown | -90.16% | -98.40% |
| Current Drawdown | -70.39% | -87.74% |
Fundamentals
| EC | FRO | |
|---|---|---|
| Market Cap | $15.56B | $4.22B |
| EPS | $1.72 | $2.66 |
| PE Ratio | 4.40 | 7.12 |
| PEG Ratio | 0.30 | 0.00 |
| Total Revenue (TTM) | $95.71T | $1.55B |
| Gross Profit (TTM) | $31.17T | $592.31M |
| EBITDA (TTM) | $34.92T | $782.75M |
Correlation
The correlation between EC and FRO is 0.32, 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.
Performance
EC vs. FRO - Performance Comparison
In the year-to-date period, EC achieves a -27.60% return, which is significantly lower than FRO's 1.10% return. Over the past 10 years, EC has underperformed FRO with an annualized return of -3.77%, while FRO has yielded a comparatively higher 17.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EC vs. FRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Frontline Ltd. (FRO). 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.
Dividends
EC vs. FRO - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 34.69%, more than FRO's 10.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 34.69% | 23.58% | 22.46% | 0.72% | 6.92% | 9.91% | 4.01% | 1.10% | 0.00% | 14.75% | 15.46% | 8.34% |
FRO Frontline Ltd. | 10.08% | 14.31% | 1.24% | 0.00% | 25.72% | 0.78% | 0.00% | 6.54% | 14.77% | 1.67% | 0.00% | 0.00% |
Drawdowns
EC vs. FRO - Drawdown Comparison
The maximum EC drawdown since its inception was -90.16%, smaller than the maximum FRO drawdown of -98.40%. Use the drawdown chart below to compare losses from any high point for EC and FRO. For additional features, visit the drawdowns tool.
Volatility
EC vs. FRO - Volatility Comparison
The current volatility for Ecopetrol S.A. (EC) is 6.00%, while Frontline Ltd. (FRO) has a volatility of 9.25%. This indicates that EC experiences smaller price fluctuations and is considered to be less risky than FRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EC vs. FRO - Financials Comparison
This section allows you to compare key financial metrics between Ecopetrol S.A. and Frontline Ltd.. 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