IMO vs. EC
Compare and contrast key facts about Imperial Oil Limited (IMO) and Ecopetrol S.A. (EC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMO or EC.
Key characteristics
| IMO | EC | |
|---|---|---|
| YTD Return | 31.49% | -28.27% |
| 1Y Return | 35.10% | -20.89% |
| 3Y Return (Ann) | 31.75% | -4.72% |
| 5Y Return (Ann) | 27.42% | -4.71% |
| 10Y Return (Ann) | 6.79% | -3.50% |
| Sharpe Ratio | 1.45 | -0.74 |
| Sortino Ratio | 2.02 | -0.93 |
| Omega Ratio | 1.24 | 0.89 |
| Calmar Ratio | 2.66 | -0.29 |
| Martin Ratio | 6.70 | -1.42 |
| Ulcer Index | 5.70% | 14.29% |
| Daily Std Dev | 26.24% | 27.60% |
| Max Drawdown | -84.96% | -90.16% |
| Current Drawdown | -6.89% | -70.67% |
Fundamentals
| IMO | EC | |
|---|---|---|
| Market Cap | $38.64B | $15.42B |
| EPS | $6.55 | $1.75 |
| PE Ratio | 11.26 | 4.29 |
| PEG Ratio | 0.85 | 0.30 |
| Total Revenue (TTM) | $55.46B | $95.71T |
| Gross Profit (TTM) | $20.33B | $31.17T |
| EBITDA (TTM) | $8.60B | $34.92T |
Correlation
The correlation between IMO and EC is 0.55, 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
In the year-to-date period, IMO achieves a 31.49% return, which is significantly higher than EC's -28.27% return. Over the past 10 years, IMO has outperformed EC with an annualized return of 6.79%, while EC has yielded a comparatively lower -3.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
IMO vs. EC - Dividend Comparison
IMO's dividend yield for the trailing twelve months is around 2.30%, less than EC's 35.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMO Imperial Oil Limited | 2.30% | 2.50% | 2.30% | 2.28% | 3.50% | 2.41% | 2.39% | 1.55% | 1.39% | 1.29% | 1.70% | 1.06% |
EC Ecopetrol S.A. | 35.02% | 23.58% | 22.46% | 0.72% | 6.92% | 9.91% | 4.01% | 1.10% | 0.00% | 14.75% | 15.46% | 8.34% |
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.
Volatility
IMO vs. EC - Volatility Comparison
Imperial Oil Limited (IMO) has a higher volatility of 8.60% compared to Ecopetrol S.A. (EC) at 7.02%. This indicates that IMO's price experiences larger fluctuations and is considered to be riskier than EC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities