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ECL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECL and VOO is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ECL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecolab Inc. (ECL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
474.32%
557.08%
ECL
VOO

Key characteristics

Sharpe Ratio

ECL:

0.46

VOO:

0.54

Sortino Ratio

ECL:

0.76

VOO:

0.88

Omega Ratio

ECL:

1.11

VOO:

1.13

Calmar Ratio

ECL:

0.59

VOO:

0.55

Martin Ratio

ECL:

1.80

VOO:

2.27

Ulcer Index

ECL:

5.27%

VOO:

4.55%

Daily Std Dev

ECL:

20.48%

VOO:

19.19%

Max Drawdown

ECL:

-47.19%

VOO:

-33.99%

Current Drawdown

ECL:

-11.51%

VOO:

-9.90%

Returns By Period

In the year-to-date period, ECL achieves a 1.89% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, ECL has underperformed VOO with an annualized return of 8.99%, while VOO has yielded a comparatively higher 12.07% annualized return.


ECL

YTD

1.89%

1M

-5.65%

6M

-5.57%

1Y

9.42%

5Y*

6.91%

10Y*

8.99%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

ECL vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECL
The Risk-Adjusted Performance Rank of ECL is 6767
Overall Rank
The Sharpe Ratio Rank of ECL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ECL is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ECL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ECL is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ECL is 7272
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for ECL, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.00
ECL: 0.46
VOO: 0.54
The chart of Sortino ratio for ECL, currently valued at 0.76, compared to the broader market-6.00-4.00-2.000.002.004.00
ECL: 0.76
VOO: 0.88
The chart of Omega ratio for ECL, currently valued at 1.11, compared to the broader market0.501.001.502.00
ECL: 1.11
VOO: 1.13
The chart of Calmar ratio for ECL, currently valued at 0.59, compared to the broader market0.001.002.003.004.005.00
ECL: 0.59
VOO: 0.55
The chart of Martin ratio for ECL, currently valued at 1.80, compared to the broader market-5.000.005.0010.0015.0020.00
ECL: 1.80
VOO: 2.27

The current ECL Sharpe Ratio is 0.46, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ECL and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.46
0.54
ECL
VOO

Dividends

ECL vs. VOO - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 1.02%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
ECL
Ecolab Inc.
1.02%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ECL vs. VOO - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ECL and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.51%
-9.90%
ECL
VOO

Volatility

ECL vs. VOO - Volatility Comparison

The current volatility for Ecolab Inc. (ECL) is 10.10%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that ECL experiences smaller price fluctuations and is considered to be less risky than VOO 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.10%
13.96%
ECL
VOO