ECL vs. VTI
Compare and contrast key facts about Ecolab Inc. (ECL) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECL or VTI.
Performance
ECL vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ECL having a 24.89% return and VTI slightly lower at 24.13%. Over the past 10 years, ECL has underperformed VTI with an annualized return of 9.21%, while VTI has yielded a comparatively higher 12.59% annualized return.
ECL
24.89%
-5.92%
5.29%
34.77%
6.89%
9.21%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| ECL | VTI | |
|---|---|---|
| Sharpe Ratio | 1.83 | 2.63 |
| Sortino Ratio | 2.62 | 3.51 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 1.71 | 3.84 |
| Martin Ratio | 14.20 | 16.85 |
| Ulcer Index | 2.41% | 1.95% |
| Daily Std Dev | 18.67% | 12.54% |
| Max Drawdown | -47.18% | -55.45% |
| Current Drawdown | -5.92% | -2.03% |
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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.
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.
Dividends
ECL vs. VTI - Dividend Comparison
ECL's dividend yield for the trailing twelve months is around 0.93%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECL Ecolab Inc. | 0.93% | 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 -47.18%, 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.
Volatility
ECL vs. VTI - Volatility Comparison
Ecolab Inc. (ECL) has a higher volatility of 4.50% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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.