EC vs. IVV
EC (Ecopetrol S.A.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EC returned 16.73%/yr vs 15.17%/yr for IVV. At a 0.37 correlation, their price movements are largely independent.
Performance
EC vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, EC achieves a 69.29% return, which is significantly higher than IVV's 10.84% return. Over the past 10 years, EC has outperformed IVV with an annualized return of 16.73%, while IVV has yielded a comparatively lower 15.17% annualized return.
EC
- 1D
- 1.76%
- 1M
- -2.53%
- 6M
- 49.58%
- YTD
- 69.29%
- 1Y
- 90.17%
- 3Y*
- 38.11%
- 5Y*
- 21.32%
- 10Y*
- 16.73%
IVV
- 1D
- 0.34%
- 1M
- 1.61%
- 6M
- 8.94%
- YTD
- 10.84%
- 1Y
- 21.73%
- 3Y*
- 20.29%
- 5Y*
- 13.16%
- 10Y*
- 15.17%
EC vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 69.29% | 58.65% | -24.25% | 41.83% | -5.04% | 0.57% | -29.31% | 38.58% | 11.95% | 64.34% |
IVV iShares Core S&P 500 ETF | 10.84% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between EC and IVV is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2008 | 0.37 |
The correlation between EC and IVV shifts across timeframes, from -0.04 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EC vs. IVV — Risk / Return Rank
EC
IVV
EC vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and iShares Core S&P 500 ETF (IVV). 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 | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 6.42 | 2.46 | +3.97 |
| Martin ratioReturn relative to average drawdown | 15.37 | 10.68 | +4.69 |
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Drawdowns
EC vs. IVV - Drawdown Comparison
The maximum EC drawdown since its inception was -90.16%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EC and IVV.
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Drawdown Indicators
| EC | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.16% | -55.25% | -34.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -8.89% | -5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -38.00% | -18.75% | -19.25% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -24.53% | -24.07% |
Max Drawdown (10Y)Largest decline over 10 years | -73.36% | -33.90% | -39.46% |
Current DrawdownCurrent decline from peak | -18.14% | -0.77% | -17.37% |
Average DrawdownAverage peak-to-trough decline | -51.04% | -10.74% | -40.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 2.04% | +3.85% |
Volatility
EC vs. IVV - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 13.38% compared to iShares Core S&P 500 ETF (IVV) at 4.03%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EC | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.38% | 4.03% | +9.35% |
Volatility (6M)Calculated over the trailing 6-month period | 32.13% | 10.04% | +22.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.19% | 12.58% | +25.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.75% | 17.01% | +20.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.87% | 18.05% | +22.82% |
Dividends
EC vs. IVV - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 4.09%, more than IVV's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 4.09% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
EC and IVV have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (13.38%) compared to IVV (4.03%). In terms of maximum drawdown, EC dropped -90.16% vs IVV's -55.25%.
EC currently has the higher Sharpe Ratio (2.38 vs 1.74), 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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