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EC vs. WGMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EC vs. WGMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecopetrol S.A. (EC) and CoinShares Bitcoin Miners ETF (WGMI). 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 75.68% return, which is significantly higher than WGMI's 34.47% return.


EC

1D
-1.58%
1M
14.08%
6M
40.04%
YTD
75.68%
1Y
112.34%
3Y*
36.49%
5Y*
22.09%
10Y*
19.54%
ALL TIME*
6.71%

WGMI

1D
-2.67%
1M
-3.25%
6M
14.20%
YTD
34.47%
1Y
119.73%
3Y*
49.81%
5Y*
10Y*
ALL TIME*
16.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.19M$36.57M$44.75M
$36.52M$32.75M$41.50M

EC vs. WGMI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EC
Ecopetrol S.A.
75.68%58.65%-24.25%41.83%-17.46%
WGMI
CoinShares Bitcoin Miners ETF
34.47%72.47%23.54%304.08%-82.94%

Correlation

The correlation between EC and WGMI is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2022

0.19

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Return for Risk

EC vs. WGMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EC
EC Risk / Return Rank: 9696
Overall Rank
EC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EC Sortino Ratio Rank: 9595
Sortino Ratio Rank
EC Omega Ratio Rank: 9393
Omega Ratio Rank
EC Calmar Ratio Rank: 9898
Calmar Ratio Rank
EC Martin Ratio Rank: 9797
Martin Ratio Rank

WGMI
WGMI Risk / Return Rank: 5151
Overall Rank
WGMI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WGMI Sortino Ratio Rank: 5757
Sortino Ratio Rank
WGMI Omega Ratio Rank: 5151
Omega Ratio Rank
WGMI Calmar Ratio Rank: 5858
Calmar Ratio Rank
WGMI Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EC vs. WGMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and CoinShares Bitcoin Miners ETF (WGMI). 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.


ECWGMIDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratioReturn relative to maximum drawdown

7.81

2.05

+5.76

Martin ratioReturn relative to average drawdown

18.87

3.96

+14.91

EC vs. WGMI - Sharpe Ratio Comparison

The current EC Sharpe Ratio is 2.88, which is higher than the WGMI Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EC and WGMI, 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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Drawdowns

EC vs. WGMI - Drawdown Comparison

The maximum EC drawdown since its inception was -90.16%, which is greater than WGMI's maximum drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for EC and WGMI.


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Drawdown Indicators


ECWGMIDifference

Max Drawdown

Largest peak-to-trough decline

-90.16%

-85.76%

-4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-50.94%

+36.83%

Max Drawdown (3Y)

Largest decline over 3 years

-38.00%

-62.79%

+24.79%

Max Drawdown (5Y)

Largest decline over 5 years

-48.60%

Max Drawdown (10Y)

Largest decline over 10 years

-73.36%

Current Drawdown

Current decline from peak

-15.05%

-28.63%

+13.58%

Average Drawdown

Average peak-to-trough decline

-50.95%

-41.97%

-8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.83%

26.29%

-20.46%

Volatility

EC vs. WGMI - Volatility Comparison

The current volatility for Ecopetrol S.A. (EC) is 8.78%, while CoinShares Bitcoin Miners ETF (WGMI) has a volatility of 35.22%. This indicates that EC experiences smaller price fluctuations and is considered to be less risky than WGMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECWGMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

35.22%

-26.44%

Volatility (6M)

Calculated over the trailing 6-month period

31.57%

61.62%

-30.05%

Volatility (1Y)

Calculated over the trailing 1-year period

38.35%

83.14%

-44.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.73%

82.40%

-44.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.81%

82.40%

-41.59%

Dividends

EC vs. WGMI - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 3.94%, while WGMI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EC
Ecopetrol S.A.
3.94%20.77%20.47%22.02%22.47%0.72%6.92%9.87%4.01%1.06%0.00%14.83%
WGMI
CoinShares Bitcoin Miners ETF
0.00%0.00%0.22%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EC and WGMI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGMI has higher volatility (35.22%) compared to EC (8.78%). In terms of maximum drawdown, EC dropped -90.16% vs WGMI's -85.76%.

EC currently has the higher Sharpe Ratio (2.88 vs 1.25), 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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