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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.


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.

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Key characteristics

Sharpe Ratio

ECL:

0.60

VTI:

0.66

Sortino Ratio

ECL:

0.96

VTI:

1.12

Omega Ratio

ECL:

1.13

VTI:

1.17

Calmar Ratio

ECL:

0.79

VTI:

0.74

Martin Ratio

ECL:

2.33

VTI:

2.80

Ulcer Index

ECL:

5.50%

VTI:

5.11%

Daily Std Dev

ECL:

20.87%

VTI:

20.23%

Max Drawdown

ECL:

-47.19%

VTI:

-55.45%

Current Drawdown

ECL:

-3.73%

VTI:

-3.14%

Returns By Period

In the year-to-date period, ECL achieves a 10.86% return, which is significantly higher than VTI's 1.31% return. Over the past 10 years, ECL has underperformed VTI with an annualized return of 9.67%, while VTI has yielded a comparatively higher 12.19% annualized return.


ECL

YTD

10.86%

1M

8.53%

6M

6.20%

1Y

11.98%

5Y*

5.96%

10Y*

9.67%

VTI

YTD

1.31%

1M

13.07%

6M

1.46%

1Y

13.04%

5Y*

16.29%

10Y*

12.19%

*Annualized

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Risk-Adjusted Performance

ECL vs. VTI — 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 7171
Overall Rank
The Sharpe Ratio Rank of ECL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ECL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ECL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ECL is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ECL is 7575
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6767
Overall Rank
The Sharpe Ratio Rank of VTI is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
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. 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.


The current ECL Sharpe Ratio is 0.60, which is comparable to the VTI Sharpe Ratio of 0.66. 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.


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Dividends

ECL vs. VTI - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 0.94%, less than VTI's 1.28% yield.


TTM20242023202220212020201920182017201620152014
ECL
Ecolab Inc.
0.94%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%
VTI
Vanguard Total Stock Market ETF
1.28%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.


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Volatility

ECL vs. VTI - Volatility Comparison

Ecolab Inc. (ECL) has a higher volatility of 6.38% compared to Vanguard Total Stock Market ETF (VTI) at 5.53%. 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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