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EC vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EC vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecopetrol S.A. (EC) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EC vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

EC vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EC
EC Risk / Return Rank: 9393
Overall Rank
EC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EC Sortino Ratio Rank: 9292
Sortino Ratio Rank
EC Omega Ratio Rank: 8989
Omega Ratio Rank
EC Calmar Ratio Rank: 9696
Calmar Ratio Rank
EC Martin Ratio Rank: 9494
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7474
Overall Rank
IVV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7575
Sortino Ratio Rank
IVV Omega Ratio Rank: 7575
Omega Ratio Rank
IVV Calmar Ratio Rank: 6666
Calmar Ratio Rank
IVV Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ECIVVDifference
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

EC vs. IVV - Sharpe Ratio Comparison

The current EC Sharpe Ratio is 2.73, which is comparable to the IVV Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of EC and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ECIVVDifference

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.


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Drawdown Indicators


ECIVVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-20.77%

-0.29%

-20.48%

Average Drawdown

Average peak-to-trough decline

-51.22%

-10.78%

-40.44%

Ulcer Index

Depth 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.


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Volatility by Period


ECIVVDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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