PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ECL vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ECL and AAPL is 0.26, 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.


-0.50.00.51.00.3

Performance

ECL vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecolab Inc. (ECL) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

20,000.00%40,000.00%60,000.00%80,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,013.75%
82,419.46%
ECL
AAPL

Key characteristics

Sharpe Ratio

ECL:

1.24

AAPL:

1.38

Sortino Ratio

ECL:

1.83

AAPL:

2.04

Omega Ratio

ECL:

1.27

AAPL:

1.26

Calmar Ratio

ECL:

1.57

AAPL:

1.88

Martin Ratio

ECL:

7.77

AAPL:

4.89

Ulcer Index

ECL:

3.02%

AAPL:

6.39%

Daily Std Dev

ECL:

18.91%

AAPL:

22.57%

Max Drawdown

ECL:

-47.19%

AAPL:

-81.80%

Current Drawdown

ECL:

-8.62%

AAPL:

0.00%

Fundamentals

Market Cap

ECL:

$69.71B

AAPL:

$3.83T

EPS

ECL:

$7.14

AAPL:

$6.08

PE Ratio

ECL:

34.48

AAPL:

41.69

PEG Ratio

ECL:

2.48

AAPL:

2.62

Total Revenue (TTM)

ECL:

$15.67B

AAPL:

$391.04B

Gross Profit (TTM)

ECL:

$6.77B

AAPL:

$180.68B

EBITDA (TTM)

ECL:

$3.89B

AAPL:

$134.66B

Returns By Period

In the year-to-date period, ECL achieves a 21.31% return, which is significantly lower than AAPL's 32.83% return. Over the past 10 years, ECL has underperformed AAPL with an annualized return of 9.55%, while AAPL has yielded a comparatively higher 26.14% annualized return.


ECL

YTD

21.31%

1M

-1.18%

6M

-1.86%

1Y

22.20%

5Y*

5.64%

10Y*

9.55%

AAPL

YTD

32.83%

1M

11.13%

6M

22.93%

1Y

31.36%

5Y*

30.37%

10Y*

26.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ECL vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) and Apple Inc (AAPL). 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 ECL, currently valued at 1.24, compared to the broader market-4.00-2.000.002.001.241.38
The chart of Sortino ratio for ECL, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.832.04
The chart of Omega ratio for ECL, currently valued at 1.26, compared to the broader market0.501.001.502.001.271.26
The chart of Calmar ratio for ECL, currently valued at 1.57, compared to the broader market0.002.004.006.001.571.88
The chart of Martin ratio for ECL, currently valued at 7.77, compared to the broader market-5.000.005.0010.0015.0020.0025.007.774.89
ECL
AAPL

The current ECL Sharpe Ratio is 1.24, which is comparable to the AAPL Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ECL and AAPL, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.24
1.38
ECL
AAPL

Dividends

ECL vs. AAPL - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 0.99%, more than AAPL's 0.39% yield.


TTM20232022202120202019201820172016201520142013
ECL
Ecolab Inc.
0.99%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
AAPL
Apple Inc
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

ECL vs. AAPL - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.19%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ECL and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.62%
0
ECL
AAPL

Volatility

ECL vs. AAPL - Volatility Comparison

Ecolab Inc. (ECL) has a higher volatility of 4.79% compared to Apple Inc (AAPL) at 4.04%. This indicates that ECL's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.79%
4.04%
ECL
AAPL

Financials

ECL vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Ecolab Inc. and Apple 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab