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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.83%
-26.36%
IMO
EC

Returns By Period

In the year-to-date period, IMO achieves a 37.45% return, which is significantly higher than EC's -21.67% return. Over the past 10 years, IMO has outperformed EC with an annualized return of 7.08%, while EC has yielded a comparatively lower -2.64% annualized return.


IMO

YTD

37.45%

1M

0.60%

6M

14.83%

1Y

39.01%

5Y (annualized)

28.93%

10Y (annualized)

7.08%

EC

YTD

-21.67%

1M

0.61%

6M

-26.35%

1Y

-18.34%

5Y (annualized)

-3.32%

10Y (annualized)

-2.64%

Fundamentals


IMOEC
Market Cap$39.73B$16.55B
EPS$6.50$1.89
PE Ratio11.684.26
PEG Ratio0.850.30
Total Revenue (TTM)$54.76B$130.32T
Gross Profit (TTM)$9.53B$43.13T
EBITDA (TTM)$8.23B$37.06T

Key characteristics


IMOEC
Sharpe Ratio1.44-0.67
Sortino Ratio1.99-0.84
Omega Ratio1.240.90
Calmar Ratio2.61-0.27
Martin Ratio6.47-1.22
Ulcer Index5.79%15.51%
Daily Std Dev26.07%27.96%
Max Drawdown-84.96%-90.16%
Current Drawdown-2.68%-67.97%

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Correlation

-0.50.00.51.00.5

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.

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.


Sharpe ratio
The chart of Sharpe ratio for IMO, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44-0.67
The chart of Sortino ratio for IMO, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.99-0.84
The chart of Omega ratio for IMO, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.90
The chart of Calmar ratio for IMO, currently valued at 2.61, compared to the broader market0.002.004.006.002.61-0.27
The chart of Martin ratio for IMO, currently valued at 6.47, compared to the broader market0.0010.0020.0030.006.47-1.22
IMO
EC

The current IMO Sharpe Ratio is 1.44, which is higher than the EC Sharpe Ratio of -0.67. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.44
-0.67
IMO
EC

Dividends

IMO vs. EC - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.20%, less than EC's 32.07% yield.


TTM20232022202120202019201820172016201520142013
IMO
Imperial Oil Limited
2.20%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.
32.07%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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.68%
-67.97%
IMO
EC

Volatility

IMO vs. EC - Volatility Comparison

The current volatility for Imperial Oil Limited (IMO) is 7.92%, while Ecopetrol S.A. (EC) has a volatility of 8.85%. 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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
8.85%
IMO
EC

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


Values in USD except per share items