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

Correlation

The correlation between EC and WMB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

EC vs. WMB - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-32.22%
28.60%
EC
WMB

Key characteristics

Sharpe Ratio

EC:

-0.97

WMB:

3.08

Sortino Ratio

EC:

-1.35

WMB:

3.90

Omega Ratio

EC:

0.84

WMB:

1.51

Calmar Ratio

EC:

-0.39

WMB:

4.92

Martin Ratio

EC:

-1.54

WMB:

18.37

Ulcer Index

EC:

17.86%

WMB:

3.26%

Daily Std Dev

EC:

28.26%

WMB:

19.46%

Max Drawdown

EC:

-90.16%

WMB:

-98.04%

Current Drawdown

EC:

-70.20%

WMB:

-10.41%

Fundamentals

Market Cap

EC:

$16.22B

WMB:

$65.45B

EPS

EC:

$1.93

WMB:

$2.36

PE Ratio

EC:

4.09

WMB:

22.75

PEG Ratio

EC:

0.30

WMB:

8.92

Total Revenue (TTM)

EC:

$130.32T

WMB:

$10.68B

Gross Profit (TTM)

EC:

$43.13T

WMB:

$6.07B

EBITDA (TTM)

EC:

$37.06T

WMB:

$7.49B

Returns By Period

In the year-to-date period, EC achieves a -27.12% return, which is significantly lower than WMB's 59.17% return. Over the past 10 years, EC has underperformed WMB with an annualized return of 0.13%, while WMB has yielded a comparatively higher 7.68% annualized return.


EC

YTD

-27.12%

1M

-5.34%

6M

-32.84%

1Y

-26.00%

5Y*

-6.40%

10Y*

0.13%

WMB

YTD

59.17%

1M

-8.67%

6M

27.57%

1Y

59.90%

5Y*

24.57%

10Y*

7.68%

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Risk-Adjusted Performance

EC vs. WMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecopetrol S.A. (EC) and The Williams Companies, Inc. (WMB). 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 -0.92, compared to the broader market-4.00-2.000.002.00-0.923.08
The chart of Sortino ratio for EC, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.00-1.263.90
The chart of Omega ratio for EC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.51
The chart of Calmar ratio for EC, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.374.92
The chart of Martin ratio for EC, currently valued at -1.44, compared to the broader market0.0010.0020.00-1.4418.37
EC
WMB

The current EC Sharpe Ratio is -0.97, which is lower than the WMB Sharpe Ratio of 3.08. The chart below compares the historical Sharpe Ratios of EC and WMB, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
3.08
EC
WMB

Dividends

EC vs. WMB - Dividend Comparison

EC's dividend yield for the trailing twelve months is around 21.28%, more than WMB's 3.58% yield.


TTM20232022202120202019201820172016201520142013
EC
Ecopetrol S.A.
21.28%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%8.34%
WMB
The Williams Companies, Inc.
3.58%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%

Drawdowns

EC vs. WMB - Drawdown Comparison

The maximum EC drawdown since its inception was -90.16%, smaller than the maximum WMB drawdown of -98.04%. Use the drawdown chart below to compare losses from any high point for EC and WMB. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.20%
-10.41%
EC
WMB

Volatility

EC vs. WMB - Volatility Comparison

Ecopetrol S.A. (EC) has a higher volatility of 8.54% compared to The Williams Companies, Inc. (WMB) at 7.46%. This indicates that EC's price experiences larger fluctuations and is considered to be riskier than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.54%
7.46%
EC
WMB

Financials

EC vs. WMB - Financials Comparison

This section allows you to compare key financial metrics between Ecopetrol S.A. and The Williams Companies, 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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