FBRT vs. EC
FBRT (Franklin BSP Realty Trust, Inc.) and EC (Ecopetrol S.A.) are both stocks. FBRT operates in REIT - Mortgage (Real Estate), while EC operates in Oil & Gas Integrated (Energy). Over the past 3 years, FBRT returned -4.94%/yr vs 40.10%/yr for EC. At a 0.27 correlation, their price movements are largely independent.
Performance
FBRT vs. EC - Performance Comparison
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Returns By Period
In the year-to-date period, FBRT achieves a -15.36% return, which is significantly lower than EC's 70.23% return.
FBRT
- 1D
- -1.66%
- 1M
- -2.13%
- YTD
- -15.36%
- 6M
- -16.70%
- 1Y
- -13.90%
- 3Y*
- -4.94%
- 5Y*
- —
- 10Y*
- —
EC
- 1D
- -1.99%
- 1M
- 17.33%
- YTD
- 70.23%
- 6M
- 83.41%
- 1Y
- 83.58%
- 3Y*
- 40.10%
- 5Y*
- 21.63%
- 10Y*
- 17.04%
FBRT vs. EC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FBRT Franklin BSP Realty Trust, Inc. | -15.36% | -9.17% | 3.73% | 16.56% | -3.86% | -10.46% |
EC Ecopetrol S.A. | 70.23% | 58.65% | -24.25% | 41.83% | -5.04% | -16.57% |
Correlation
The correlation between FBRT and EC is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2021 | 0.27 |
The correlation between FBRT and EC shifts across timeframes, from 0.10 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FBRT:
$662.59M
EC:
$33.41B
FBRT:
$0.71
EC:
COP 4.26K
FBRT:
11.65
EC:
13.14
FBRT:
2.03
EC:
0.99
FBRT:
0.51
EC:
1.44
FBRT:
$411.64M
EC:
COP 116.38T
FBRT:
$228.04M
EC:
COP 37.91T
FBRT:
$218.28M
EC:
COP 42.24T
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Return for Risk
FBRT vs. EC — Risk / Return Rank
FBRT
EC
FBRT vs. EC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin BSP Realty Trust, Inc. (FBRT) and Ecopetrol S.A. (EC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FBRT | EC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.35 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 6.37 | -6.96 |
| Martin ratioReturn relative to average drawdown | -1.17 | 14.74 | -15.91 |
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Drawdowns
FBRT vs. EC - Drawdown Comparison
The maximum FBRT drawdown since its inception was -31.30%, smaller than the maximum EC drawdown of -90.16%. Use the drawdown chart below to compare losses from any high point for FBRT and EC.
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Drawdown Indicators
| FBRT | EC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.30% | -90.16% | +58.86% |
Max Drawdown (1Y)Largest decline over 1 year | -23.51% | -13.20% | -10.31% |
Max Drawdown (3Y)Largest decline over 3 years | -30.02% | -38.00% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.36% | — |
Current DrawdownCurrent decline from peak | -28.85% | -17.68% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -51.13% | +39.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.90% | 5.75% | +6.15% |
Volatility
FBRT vs. EC - Volatility Comparison
The current volatility for Franklin BSP Realty Trust, Inc. (FBRT) is 8.60%, while Ecopetrol S.A. (EC) has a volatility of 16.55%. This indicates that FBRT experiences smaller price fluctuations and is considered to be less risky than EC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBRT | EC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 16.55% | -7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 23.59% | 31.56% | -7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.68% | 38.23% | -11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.52% | 37.86% | -9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.52% | 40.87% | -12.35% |
Dividends
FBRT vs. EC - Dividend Comparison
FBRT's dividend yield for the trailing twelve months is around 15.26%, more than EC's 7.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 7.27% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
FBRT Franklin BSP Realty Trust, Inc. | 15.26% | 14.16% | 11.32% | 10.51% | 11.01% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
FBRT vs. EC - Financials Comparison
This section allows you to compare key financial metrics between Franklin BSP Realty Trust, Inc. and Ecopetrol S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FBRT and EC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EC has higher volatility (16.55%) compared to FBRT (8.60%). In terms of maximum drawdown, FBRT dropped -31.30% vs EC's -90.16%.
EC currently has the higher Sharpe Ratio (2.20 vs -0.52), 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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