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 16.46%/yr vs 15.53%/yr for IVV. At a 0.38 correlation, their price movements are largely independent.
Performance
EC vs. IVV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EC achieves a 63.84% return, which is significantly higher than IVV's 11.38% return. Over the past 10 years, EC has outperformed IVV with an annualized return of 16.46%, while IVV has yielded a comparatively lower 15.53% annualized return.
EC
- 1D
- 0.39%
- 1M
- 10.14%
- YTD
- 63.84%
- 6M
- 63.19%
- 1Y
- 101.46%
- 3Y*
- 40.74%
- 5Y*
- 21.26%
- 10Y*
- 16.46%
IVV
- 1D
- 0.47%
- 1M
- 4.66%
- YTD
- 11.38%
- 6M
- 11.30%
- 1Y
- 28.64%
- 3Y*
- 22.69%
- 5Y*
- 13.99%
- 10Y*
- 15.53%
EC vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 63.84% | 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 | 11.38% | 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 -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2008 | 0.38 |
The correlation between EC and IVV shifts across timeframes, from -0.07 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| EC | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 7.73 | 3.24 | +4.49 |
| Martin ratioReturn relative to average drawdown | 17.90 | 15.05 | +2.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EC | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 2.44 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.83 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.86 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.45 | -0.31 |
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.
Loading charts...
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 | -13.20% | -8.89% | -4.31% |
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 | -20.77% | -0.29% | -20.48% |
Average DrawdownAverage peak-to-trough decline | -51.22% | -10.78% | -40.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 1.91% | +3.78% |
Volatility
EC vs. IVV - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 17.02% compared to iShares Core S&P 500 ETF (IVV) at 2.83%. 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.
Loading charts...
Volatility by Period
| EC | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.02% | 2.83% | +14.19% |
Volatility (6M)Calculated over the trailing 6-month period | 30.49% | 8.90% | +21.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 11.80% | +25.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.66% | 16.88% | +20.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.80% | 18.05% | +22.75% |
Dividends
EC vs. IVV - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 7.55%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 7.55% | 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 | 1.06% | 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (17.02%) compared to IVV (2.83%). In terms of maximum drawdown, EC dropped -90.16% vs IVV's -55.25%.
EC currently has the higher Sharpe Ratio (2.73 vs 2.44), 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.
Find the right allocation for EC and IVV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer