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

Key characteristics


ECLVTI
YTD Return15.72%8.40%
1Y Return33.33%27.11%
3Y Return (Ann)1.25%7.05%
5Y Return (Ann)5.92%13.54%
10Y Return (Ann)9.40%12.17%
Sharpe Ratio1.882.44
Daily Std Dev18.30%11.96%
Max Drawdown-47.19%-55.45%
Current Drawdown-1.21%-1.40%

Correlation

-0.50.00.51.00.7

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

In the year-to-date period, ECL achieves a 15.72% return, which is significantly higher than VTI's 8.40% return. Over the past 10 years, ECL has underperformed VTI with an annualized return of 9.40%, while VTI has yielded a comparatively higher 12.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2024FebruaryMarchAprilMay
1,380.62%
574.69%
ECL
VTI

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Ecolab Inc.

Vanguard Total Stock Market ETF

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.


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
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.44, compared to the broader market-2.00-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.45, compared to the broader market-4.00-2.000.002.004.006.003.45
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.42, compared to the broader market0.501.001.501.42
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for VTI, currently valued at 9.24, compared to the broader market-10.000.0010.0020.0030.009.24

ECL vs. VTI - Sharpe Ratio Comparison

The current ECL Sharpe Ratio is 1.88, which roughly equals the VTI Sharpe Ratio of 2.44. The chart below compares the 12-month rolling Sharpe Ratio of ECL and VTI.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.88
2.44
ECL
VTI

Dividends

ECL vs. VTI - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 0.96%, less than VTI's 1.38% 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%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.21%
-1.40%
ECL
VTI

Volatility

ECL vs. VTI - Volatility Comparison

The current volatility for Ecolab Inc. (ECL) is 3.62%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.16%. This indicates that ECL experiences smaller price fluctuations and is considered to be less risky 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%December2024FebruaryMarchAprilMay
3.62%
4.16%
ECL
VTI