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

Key characteristics


ECLVOO
YTD Return15.72%9.03%
1Y Return33.33%27.17%
3Y Return (Ann)1.25%8.64%
5Y Return (Ann)5.92%14.35%
10Y Return (Ann)9.40%12.75%
Sharpe Ratio1.882.52
Daily Std Dev18.30%11.60%
Max Drawdown-47.19%-33.99%
Current Drawdown-1.21%-1.38%

Correlation

-0.50.00.51.00.7

The correlation between ECL and VOO is 0.68, 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.

Performance

ECL vs. VOO - Performance Comparison

In the year-to-date period, ECL achieves a 15.72% return, which is significantly higher than VOO's 9.03% return. Over the past 10 years, ECL has underperformed VOO with an annualized return of 9.40%, while VOO has yielded a comparatively higher 12.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
446.77%
508.18%
ECL
VOO

Compare stocks, funds, or ETFs

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


Ecolab Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

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.


ECL
Sharpe ratio
The chart of Sharpe ratio for ECL, currently valued at 1.88, compared to the broader market-2.00-1.000.001.002.003.004.001.88
Sortino ratio
The chart of Sortino ratio for ECL, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ECL, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ECL, currently valued at 1.09, compared to the broader market0.002.004.006.001.09
Martin ratio
The chart of Martin ratio for ECL, currently valued at 6.37, compared to the broader market-10.000.0010.0020.0030.006.37
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.44, compared to the broader market0.501.001.501.44
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.16, compared to the broader market-10.000.0010.0020.0030.0010.16

ECL vs. VOO - Sharpe Ratio Comparison

The current ECL Sharpe Ratio is 1.88, which roughly equals the VOO Sharpe Ratio of 2.52. The chart below compares the 12-month rolling Sharpe Ratio of ECL and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.88
2.52
ECL
VOO

Dividends

ECL vs. VOO - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 0.96%, less than VOO's 1.35% yield.


TTM20232022202120202019201820172016201520142013
ECL
Ecolab Inc.
0.96%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.21%
-1.38%
ECL
VOO

Volatility

ECL vs. VOO - Volatility Comparison

The current volatility for Ecolab Inc. (ECL) is 3.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.07%. 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%December2024FebruaryMarchAprilMay
3.62%
4.07%
ECL
VOO