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IMO vs. EC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, IMO achieves a 33.46% return, which is significantly lower than EC's 70.23% return. Both investments have delivered pretty close results over the past 10 years, with IMO having a 17.09% annualized return and EC not far behind at 17.04%.


IMO

1D
1.30%
1M
-13.97%
YTD
33.46%
6M
35.20%
1Y
43.79%
3Y*
36.88%
5Y*
31.93%
10Y*
17.09%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMO vs. EC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMO
Imperial Oil Limited
33.46%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%
EC
Ecopetrol S.A.
70.23%58.65%-24.25%41.83%-5.04%0.57%-29.31%38.58%11.95%64.34%

Correlation

The correlation between IMO and EC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2008

0.55

The correlation between IMO and EC has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

Fundamentals

Market Cap

IMO:

$55.27B

EC:

$33.41B

EPS

IMO:

$5.87

EC:

COP 4.26K

PE Ratio

IMO:

19.43

EC:

13.14

PS Ratio

IMO:

1.22

EC:

0.99

PB Ratio

IMO:

2.43

EC:

1.44

Total Revenue (TTM)

IMO:

$46.55B

EC:

COP 116.38T

Gross Profit (TTM)

IMO:

$7.69B

EC:

COP 37.91T

EBITDA (TTM)

IMO:

$6.36B

EC:

COP 42.24T

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Return for Risk

IMO vs. EC — Risk / Return Rank

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

IMO
IMO Risk / Return Rank: 8080
Overall Rank
IMO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 7979
Sortino Ratio Rank
IMO Omega Ratio Rank: 7676
Omega Ratio Rank
IMO Calmar Ratio Rank: 7979
Calmar Ratio Rank
IMO Martin Ratio Rank: 8383
Martin Ratio Rank

EC
EC Risk / Return Rank: 9090
Overall Rank
EC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EC Sortino Ratio Rank: 8888
Sortino Ratio Rank
EC Omega Ratio Rank: 8585
Omega Ratio Rank
EC Calmar Ratio Rank: 9595
Calmar Ratio Rank
EC Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMO vs. EC - Risk-Adjusted Trends 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.

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.


IMOECDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.41

6.37

-3.95

Martin ratioReturn relative to average drawdown

7.20

14.74

-7.54

IMO vs. EC - Sharpe Ratio Comparison

The current IMO Sharpe Ratio is 1.61, which is comparable to the EC Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IMO and EC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMO vs. EC - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.82%, 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.


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Drawdown Indicators


IMOECDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-90.16%

+5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-18.23%

-13.20%

-5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-22.95%

-38.00%

+15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

-48.60%

+18.88%

Max Drawdown (10Y)

Largest decline over 10 years

-76.96%

-73.36%

-3.60%

Current Drawdown

Current decline from peak

-17.17%

-17.68%

+0.51%

Average Drawdown

Average peak-to-trough decline

-21.18%

-51.13%

+29.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

5.75%

+0.36%

Volatility

IMO vs. EC - Volatility Comparison

The current volatility for Imperial Oil Limited (IMO) is 9.50%, while Ecopetrol S.A. (EC) has a volatility of 16.55%. 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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Volatility by Period


IMOECDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

16.55%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

21.86%

31.56%

-9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

27.43%

38.23%

-10.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.57%

37.86%

-5.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.59%

40.87%

-5.28%

Dividends

IMO vs. EC - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 2.02%, less than EC's 7.27% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IMO
Imperial Oil Limited
2.02%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%

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


0.0010.00T20.00T30.00T40.00T20222023202420252026
12.45B
28.41T
(IMO) Total Revenue
(EC) Total Revenue
Please note, different currencies. IMO values in USD, EC values in COP

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

10.0%20.0%30.0%40.0%50.0%20222023202420252026
20.2%
38.8%
Portfolio components
IMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a gross profit of 2.51B and revenue of 12.45B. Therefore, the gross margin over that period was 20.2%.

EC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ecopetrol S.A. reported a gross profit of 11.03T and revenue of 28.41T. Therefore, the gross margin over that period was 38.8%.

IMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported an operating income of 1.23B and revenue of 12.45B, resulting in an operating margin of 9.9%.

EC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ecopetrol S.A. reported an operating income of 8.50T and revenue of 28.41T, resulting in an operating margin of 29.9%.

IMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a net income of 940.00M and revenue of 12.45B, resulting in a net margin of 7.6%.

EC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ecopetrol S.A. reported a net income of 2.87T and revenue of 28.41T, resulting in a net margin of 10.1%.


Frequently Asked Questions


IMO and EC have a correlation of 0.51, 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 IMO (9.50%). In terms of maximum drawdown, IMO dropped -84.82% vs EC's -90.16%.

EC currently has the higher Sharpe Ratio (2.20 vs 1.61), 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.

Portfolio Optimizer

Find the right allocation for IMO and EC

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