EC vs. QQQ
EC (Ecopetrol S.A.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, EC returned 16.52%/yr vs 21.19%/yr for QQQ. At a 0.28 correlation, their price movements are largely independent.
Performance
EC vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, EC achieves a 66.36% return, which is significantly higher than QQQ's 16.13% return. Over the past 10 years, EC has underperformed QQQ with an annualized return of 16.52%, while QQQ has yielded a comparatively higher 21.19% annualized return.
EC
- 1D
- 1.93%
- 1M
- -4.22%
- 6M
- 49.36%
- YTD
- 66.36%
- 1Y
- 83.78%
- 3Y*
- 37.31%
- 5Y*
- 20.05%
- 10Y*
- 16.52%
QQQ
- 1D
- -1.90%
- 1M
- -1.22%
- 6M
- 13.75%
- YTD
- 16.13%
- 1Y
- 29.05%
- 3Y*
- 24.08%
- 5Y*
- 15.10%
- 10Y*
- 21.19%
EC vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 66.36% | 58.65% | -24.25% | 41.83% | -5.04% | 0.57% | -29.31% | 38.58% | 11.95% | 64.34% |
QQQ Invesco QQQ ETF | 16.13% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between EC and QQQ is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2008 | 0.28 |
The correlation between EC and QQQ shifts across timeframes, from -0.08 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EC vs. QQQ — Risk / Return Rank
EC
QQQ
EC vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.28 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.97 | 2.44 | +3.53 |
| Martin ratioReturn relative to average drawdown | 14.28 | 8.74 | +5.54 |
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Drawdowns
EC vs. QQQ - Drawdown Comparison
The maximum EC drawdown since its inception was -90.16%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for EC and QQQ.
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Drawdown Indicators
| EC | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.16% | -82.97% | -7.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -11.96% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -38.00% | -22.77% | -15.23% |
Max Drawdown (5Y)Largest decline over 5 years | -48.60% | -35.12% | -13.48% |
Max Drawdown (10Y)Largest decline over 10 years | -73.36% | -35.12% | -38.24% |
Current DrawdownCurrent decline from peak | -19.56% | -4.51% | -15.05% |
Average DrawdownAverage peak-to-trough decline | -51.05% | -32.67% | -18.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 3.33% | +2.66% |
Volatility
EC vs. QQQ - Volatility Comparison
Ecopetrol S.A. (EC) has a higher volatility of 13.25% compared to Invesco QQQ ETF (QQQ) at 8.69%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EC | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.25% | 8.69% | +4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 32.11% | 15.40% | +16.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.23% | 18.61% | +19.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.75% | 22.80% | +14.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.86% | 22.44% | +18.42% |
Dividends
EC vs. QQQ - Dividend Comparison
EC's dividend yield for the trailing twelve months is around 4.16%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 4.16% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
QQQ Invesco QQQ ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
EC and QQQ have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (13.25%) compared to QQQ (8.69%). In terms of maximum drawdown, EC dropped -90.16% vs QQQ's -82.97%.
EC currently has the higher Sharpe Ratio (2.21 vs 1.57), 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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