ECL vs. VTI
ECL (Ecolab Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, ECL returned 8.96%/yr vs 15.04%/yr for VTI. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
ECL vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, ECL achieves a -2.86% return, which is significantly lower than VTI's 11.72% return. Over the past 10 years, ECL has underperformed VTI with an annualized return of 8.96%, while VTI has yielded a comparatively higher 15.04% annualized return.
ECL
- 1D
- -0.52%
- 1M
- -1.29%
- YTD
- -2.86%
- 6M
- -3.29%
- 1Y
- -3.77%
- 3Y*
- 14.82%
- 5Y*
- 4.52%
- 10Y*
- 8.96%
VTI
- 1D
- 0.47%
- 1M
- 4.59%
- YTD
- 11.72%
- 6M
- 11.43%
- 1Y
- 28.79%
- 3Y*
- 22.37%
- 5Y*
- 12.80%
- 10Y*
- 15.04%
ECL vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECL Ecolab Inc. | -2.86% | 13.19% | 19.29% | 37.94% | -37.10% | 9.38% | 13.17% | 32.26% | 11.07% | 15.80% |
VTI Vanguard Total Stock Market ETF | 11.72% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between ECL and VTI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.65 |
Over the past year, the correlation between ECL and VTI has dropped to 0.41 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
ECL vs. VTI — Risk / Return Rank
ECL
VTI
ECL vs. VTI - Risk-Adjusted Trends 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.
| ECL | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.43 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 3.24 | -3.43 |
| Martin ratioReturn relative to average drawdown | -0.45 | 14.94 | -15.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECL | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.38 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.74 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.82 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.51 | +0.04 |
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.
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Drawdown Indicators
| ECL | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -55.45% | +8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -8.92% | -11.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.09% | -19.30% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -25.36% | -18.34% |
Max Drawdown (10Y)Largest decline over 10 years | -43.70% | -35.00% | -8.70% |
Current DrawdownCurrent decline from peak | -17.30% | -0.26% | -17.04% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -8.03% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 1.93% | +6.52% |
Volatility
ECL vs. VTI - Volatility Comparison
Ecolab Inc. (ECL) has a higher volatility of 6.90% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. 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.
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Volatility by Period
| ECL | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 2.90% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 9.13% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 12.17% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.81% | 17.40% | +6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 18.30% | +6.68% |
Dividends
ECL vs. VTI - Dividend Comparison
ECL's dividend yield for the trailing twelve months is around 1.09%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECL Ecolab Inc. | 1.09% | 1.02% | 1.01% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.21% | 1.17% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
ECL and VTI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECL has higher volatility (6.90%) compared to VTI (2.90%). In terms of maximum drawdown, ECL dropped -47.19% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.38 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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