EC vs. IMO
Compare and contrast key facts about Ecopetrol S.A. (EC) and Imperial Oil Limited (IMO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EC or IMO.
Performance
EC vs. IMO - Performance Comparison
Returns By Period
In the year-to-date period, EC achieves a -21.67% return, which is significantly lower than IMO's 37.45% return. Over the past 10 years, EC has underperformed IMO with an annualized return of -2.64%, while IMO has yielded a comparatively higher 7.08% annualized return.
EC
-21.67%
0.61%
-26.35%
-18.34%
-3.32%
-2.64%
IMO
37.45%
0.60%
14.83%
39.01%
28.93%
7.08%
Fundamentals
| EC | IMO | |
|---|---|---|
| Market Cap | $16.55B | $39.73B |
| EPS | $1.89 | $6.50 |
| PE Ratio | 4.26 | 11.68 |
| PEG Ratio | 0.30 | 0.85 |
| Total Revenue (TTM) | $130.32T | $54.76B |
| Gross Profit (TTM) | $43.13T | $9.53B |
| EBITDA (TTM) | $37.06T | $8.23B |
Key characteristics
| EC | IMO | |
|---|---|---|
| Sharpe Ratio | -0.67 | 1.44 |
| Sortino Ratio | -0.84 | 1.99 |
| Omega Ratio | 0.90 | 1.24 |
| Calmar Ratio | -0.27 | 2.61 |
| Martin Ratio | -1.22 | 6.47 |
| Ulcer Index | 15.51% | 5.79% |
| Daily Std Dev | 27.96% | 26.07% |
| Max Drawdown | -90.16% | -84.96% |
| Current Drawdown | -67.97% | -2.68% |
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Correlation
The correlation between EC and IMO is 0.55, 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.
Risk-Adjusted Performance
EC vs. IMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Imperial Oil Limited (IMO). 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. IMO - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 32.07%, more than IMO's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 32.07% | 23.58% | 22.46% | 0.72% | 6.92% | 9.91% | 4.01% | 1.10% | 0.00% | 14.75% | 15.46% | 8.34% |
IMO Imperial Oil Limited | 2.20% | 2.50% | 2.30% | 2.28% | 3.50% | 2.41% | 2.39% | 1.55% | 1.39% | 1.29% | 1.70% | 1.06% |
Drawdowns
EC vs. IMO - Drawdown Comparison
The maximum EC drawdown since its inception was -90.16%, which is greater than IMO's maximum drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for EC and IMO. For additional features, visit the drawdowns tool.
Volatility
EC vs. IMO - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 8.85% compared to Imperial Oil Limited (IMO) at 7.92%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EC vs. IMO - Financials Comparison
This section allows you to compare key financial metrics between Ecopetrol S.A. and Imperial Oil Limited. 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