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

Correlation

The correlation between ECL and VTI is 0.66, 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.


-0.50.00.51.00.7

Performance

ECL vs. VTI - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.96%
9.50%
ECL
VTI

Key characteristics

Sharpe Ratio

ECL:

1.10

VTI:

2.07

Sortino Ratio

ECL:

1.65

VTI:

2.76

Omega Ratio

ECL:

1.24

VTI:

1.38

Calmar Ratio

ECL:

1.38

VTI:

3.09

Martin Ratio

ECL:

7.00

VTI:

13.22

Ulcer Index

ECL:

2.97%

VTI:

2.00%

Daily Std Dev

ECL:

18.91%

VTI:

12.77%

Max Drawdown

ECL:

-47.19%

VTI:

-55.45%

Current Drawdown

ECL:

-9.68%

VTI:

-3.35%

Returns By Period

In the year-to-date period, ECL achieves a 19.91% return, which is significantly lower than VTI's 24.48% return. Over the past 10 years, ECL has underperformed VTI with an annualized return of 9.48%, while VTI has yielded a comparatively higher 12.50% annualized return.


ECL

YTD

19.91%

1M

-3.34%

6M

-2.96%

1Y

22.06%

5Y*

5.40%

10Y*

9.48%

VTI

YTD

24.48%

1M

-0.18%

6M

9.50%

1Y

26.46%

5Y*

14.02%

10Y*

12.50%

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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) and Vanguard Total Stock Market ETF (VTI). 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 1.17, compared to the broader market-4.00-2.000.002.001.172.07
The chart of Sortino ratio for ECL, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.742.76
The chart of Omega ratio for ECL, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.38
The chart of Calmar ratio for ECL, currently valued at 1.47, compared to the broader market0.002.004.006.001.473.09
The chart of Martin ratio for ECL, currently valued at 7.27, compared to the broader market0.0010.0020.007.2713.22
ECL
VTI

The current ECL Sharpe Ratio is 1.10, which is lower than the VTI Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of ECL and VTI, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.17
2.07
ECL
VTI

Dividends

ECL vs. VTI - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 1.00%, less than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
ECL
Ecolab Inc.
1.00%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

ECL vs. VTI - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.19%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ECL and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.68%
-3.35%
ECL
VTI

Volatility

ECL vs. VTI - Volatility Comparison

Ecolab Inc. (ECL) has a higher volatility of 4.62% compared to Vanguard Total Stock Market ETF (VTI) at 3.91%. This indicates that ECL's price experiences larger fluctuations and is considered to be riskier than VTI 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
4.62%
3.91%
ECL
VTI
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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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