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EC vs. MARA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EC and MARA is 0.14, 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.


-0.50.00.51.00.1

Performance

EC vs. MARA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecopetrol S.A. (EC) and Marathon Digital Holdings, Inc. (MARA). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-68.33%
-81.93%
EC
MARA

Key characteristics

Sharpe Ratio

EC:

-0.95

MARA:

0.08

Sortino Ratio

EC:

-1.30

MARA:

0.99

Omega Ratio

EC:

0.85

MARA:

1.11

Calmar Ratio

EC:

-0.38

MARA:

0.10

Martin Ratio

EC:

-1.51

MARA:

0.23

Ulcer Index

EC:

17.72%

MARA:

37.43%

Daily Std Dev

EC:

28.27%

MARA:

110.68%

Max Drawdown

EC:

-90.16%

MARA:

-99.74%

Current Drawdown

EC:

-70.12%

MARA:

-86.03%

Fundamentals

Market Cap

EC:

$16.22B

MARA:

$8.35B

EPS

EC:

$1.93

MARA:

$0.83

PE Ratio

EC:

4.09

MARA:

29.64

PEG Ratio

EC:

0.30

MARA:

0.00

Total Revenue (TTM)

EC:

$130.32T

MARA:

$598.75M

Gross Profit (TTM)

EC:

$43.13T

MARA:

-$98.85M

EBITDA (TTM)

EC:

$37.06T

MARA:

$337.50M

Returns By Period

In the year-to-date period, EC achieves a -26.93% return, which is significantly lower than MARA's -8.00% return. Over the past 10 years, EC has outperformed MARA with an annualized return of 0.25%, while MARA has yielded a comparatively lower -17.47% annualized return.


EC

YTD

-26.93%

1M

-6.37%

6M

-32.32%

1Y

-27.36%

5Y*

-6.36%

10Y*

0.25%

MARA

YTD

-8.00%

1M

19.33%

6M

6.56%

1Y

-1.64%

5Y*

86.78%

10Y*

-17.47%

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Risk-Adjusted Performance

EC vs. MARA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Marathon Digital Holdings, Inc. (MARA). 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.


Sharpe ratio
The chart of Sharpe ratio for EC, currently valued at -0.95, compared to the broader market-4.00-2.000.002.00-0.950.08
The chart of Sortino ratio for EC, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.00-1.300.99
The chart of Omega ratio for EC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.11
The chart of Calmar ratio for EC, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.10
The chart of Martin ratio for EC, currently valued at -1.51, compared to the broader market0.0010.0020.00-1.510.23
EC
MARA

The current EC Sharpe Ratio is -0.95, which is lower than the MARA Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of EC and MARA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
0.08
EC
MARA

Dividends

EC vs. MARA - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 21.22%, while MARA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EC
Ecopetrol S.A.
21.22%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%8.34%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EC vs. MARA - Drawdown Comparison

The maximum EC drawdown since its inception was -90.16%, smaller than the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for EC and MARA. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-68.71%
-86.03%
EC
MARA

Volatility

EC vs. MARA - Volatility Comparison

The current volatility for Ecopetrol S.A. (EC) is 8.63%, while Marathon Digital Holdings, Inc. (MARA) has a volatility of 31.11%. This indicates that EC experiences smaller price fluctuations and is considered to be less risky than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
8.63%
31.11%
EC
MARA

Financials

EC vs. MARA - Financials Comparison

This section allows you to compare key financial metrics between Ecopetrol S.A. and Marathon Digital Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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