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IMO vs. EC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IMO and EC is 0.40, 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

IMO vs. EC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Oil Limited (IMO) and Ecopetrol S.A. (EC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IMO:

0.19

EC:

-0.52

Sortino Ratio

IMO:

0.45

EC:

-0.51

Omega Ratio

IMO:

1.06

EC:

0.94

Calmar Ratio

IMO:

0.24

EC:

-0.25

Martin Ratio

IMO:

0.53

EC:

-0.79

Ulcer Index

IMO:

10.43%

EC:

22.66%

Daily Std Dev

IMO:

32.35%

EC:

36.47%

Max Drawdown

IMO:

-84.96%

EC:

-90.16%

Current Drawdown

IMO:

-7.81%

EC:

-63.44%

Fundamentals

Market Cap

IMO:

$36.62B

EC:

$17.62B

EPS

IMO:

$6.68

EC:

$1.48

PE Ratio

IMO:

10.77

EC:

5.79

PEG Ratio

IMO:

0.85

EC:

0.30

PS Ratio

IMO:

0.71

EC:

0.00

PB Ratio

IMO:

2.09

EC:

0.94

Total Revenue (TTM)

IMO:

$49.68B

EC:

$133.39T

Gross Profit (TTM)

IMO:

$17.78B

EC:

$49.25T

EBITDA (TTM)

IMO:

$6.15B

EC:

$44.73T

Returns By Period

The year-to-date returns for both investments are quite close, with IMO having a 17.86% return and EC slightly higher at 18.43%. Over the past 10 years, IMO has outperformed EC with an annualized return of 8.30%, while EC has yielded a comparatively lower 3.37% annualized return.


IMO

YTD

17.86%

1M

11.10%

6M

-3.79%

1Y

6.26%

3Y*

14.33%

5Y*

40.31%

10Y*

8.30%

EC

YTD

18.43%

1M

-1.09%

6M

16.09%

1Y

-18.88%

3Y*

0.84%

5Y*

8.57%

10Y*

3.37%

*Annualized

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Imperial Oil Limited

Ecopetrol S.A.

Risk-Adjusted Performance

IMO vs. EC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMO
The Risk-Adjusted Performance Rank of IMO is 5656
Overall Rank
The Sharpe Ratio Rank of IMO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IMO is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IMO is 4949
Omega Ratio Rank
The Calmar Ratio Rank of IMO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of IMO is 5858
Martin Ratio Rank

EC
The Risk-Adjusted Performance Rank of EC is 2727
Overall Rank
The Sharpe Ratio Rank of EC is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of EC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of EC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of EC is 3434
Calmar Ratio Rank
The Martin Ratio Rank of EC is 3232
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.

IMO vs. EC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.


The current IMO Sharpe Ratio is 0.19, which is higher than the EC Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of IMO and EC, 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

IMO vs. EC - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.51%, less than EC's 20.78% yield.


TTM20242023202220212020201920182017201620152014
IMO
Imperial Oil Limited
2.51%2.85%2.51%2.31%2.28%3.50%2.41%2.39%1.56%1.40%1.29%1.70%
EC
Ecopetrol S.A.
20.78%19.84%23.58%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%

Drawdowns

IMO vs. EC - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.96%, smaller than the maximum EC drawdown of -90.16%. Use the drawdown chart below to compare losses from any high point for IMO and EC. For additional features, visit the drawdowns tool.


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Volatility

IMO vs. EC - Volatility Comparison

The current volatility for Imperial Oil Limited (IMO) is 5.99%, while Ecopetrol S.A. (EC) has a volatility of 8.44%. This indicates that IMO 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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Financials

IMO vs. EC - Financials Comparison

This section allows you to compare key financial metrics between Imperial Oil Limited 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00T20.00T30.00T40.00T20212022202320242025
12.52B
31.37T
(IMO) Total Revenue
(EC) Total Revenue
Values in USD except per share items

IMO vs. EC - Profitability Comparison

The chart below illustrates the profitability comparison between Imperial Oil Limited and Ecopetrol S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
34.0%
(IMO) Gross Margin
(EC) Gross Margin
IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Imperial Oil Limited reported a gross profit of 12.52B and revenue of 12.52B. Therefore, the gross margin over that period was 100.0%.

EC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ecopetrol S.A. reported a gross profit of 10.66T and revenue of 31.37T. Therefore, the gross margin over that period was 34.0%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Imperial Oil Limited reported an operating income of 1.64B and revenue of 12.52B, resulting in an operating margin of 13.1%.

EC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ecopetrol S.A. reported an operating income of 8.38T and revenue of 31.37T, resulting in an operating margin of 26.7%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Imperial Oil Limited reported a net income of 1.29B and revenue of 12.52B, resulting in a net margin of 10.3%.

EC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ecopetrol S.A. reported a net income of 3.13T and revenue of 31.37T, resulting in a net margin of 10.0%.