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

Correlation

The correlation between WMB and EC is 0.46, 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.


-0.50.00.51.00.5

Performance

WMB vs. EC - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
40.22%
-20.68%
WMB
EC

Key characteristics

Sharpe Ratio

WMB:

4.35

EC:

-0.64

Sortino Ratio

WMB:

5.22

EC:

-0.77

Omega Ratio

WMB:

1.71

EC:

0.91

Calmar Ratio

WMB:

7.15

EC:

-0.25

Martin Ratio

WMB:

27.69

EC:

-0.91

Ulcer Index

WMB:

3.15%

EC:

19.67%

Daily Std Dev

WMB:

20.08%

EC:

28.19%

Max Drawdown

WMB:

-98.04%

EC:

-90.16%

Current Drawdown

WMB:

0.00%

EC:

-66.99%

Fundamentals

Market Cap

WMB:

$73.91B

EC:

$17.35B

EPS

WMB:

$2.36

EC:

$1.93

PE Ratio

WMB:

25.69

EC:

4.37

PEG Ratio

WMB:

9.90

EC:

0.30

Total Revenue (TTM)

WMB:

$7.90B

EC:

$98.54T

Gross Profit (TTM)

WMB:

$4.26B

EC:

$35.96T

EBITDA (TTM)

WMB:

$5.08B

EC:

$32.94T

Returns By Period

In the year-to-date period, WMB achieves a 12.03% return, which is significantly higher than EC's 6.57% return. Over the past 10 years, WMB has outperformed EC with an annualized return of 9.71%, while EC has yielded a comparatively lower 1.58% annualized return.


WMB

YTD

12.03%

1M

13.35%

6M

40.22%

1Y

86.48%

5Y*

29.54%

10Y*

9.71%

EC

YTD

6.57%

1M

10.47%

6M

-20.68%

1Y

-17.05%

5Y*

-4.43%

10Y*

1.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WMB vs. EC — Risk-Adjusted Performance Rank

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

WMB
The Risk-Adjusted Performance Rank of WMB is 9999
Overall Rank
The Sharpe Ratio Rank of WMB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WMB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of WMB is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WMB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of WMB is 9999
Martin Ratio Rank

EC
The Risk-Adjusted Performance Rank of EC is 2020
Overall Rank
The Sharpe Ratio Rank of EC is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of EC is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EC is 1515
Omega Ratio Rank
The Calmar Ratio Rank of EC is 3030
Calmar Ratio Rank
The Martin Ratio Rank of EC is 2525
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.

WMB vs. EC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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 WMB, currently valued at 4.35, compared to the broader market-2.000.002.004.004.35-0.64
The chart of Sortino ratio for WMB, currently valued at 5.22, compared to the broader market-4.00-2.000.002.004.006.005.22-0.77
The chart of Omega ratio for WMB, currently valued at 1.71, compared to the broader market0.501.001.502.001.710.91
The chart of Calmar ratio for WMB, currently valued at 7.15, compared to the broader market0.002.004.006.007.15-0.25
The chart of Martin ratio for WMB, currently valued at 27.69, compared to the broader market0.0010.0020.0030.0027.69-0.91
WMB
EC

The current WMB Sharpe Ratio is 4.35, which is higher than the EC Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of WMB 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.35
-0.64
WMB
EC

Dividends

WMB vs. EC - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.13%, less than EC's 18.96% yield.


TTM20242023202220212020201920182017201620152014
WMB
The Williams Companies, Inc.
3.13%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%
EC
Ecopetrol S.A.
18.96%20.20%20.84%22.46%0.72%6.92%9.91%4.01%1.10%0.00%14.75%15.46%

Drawdowns

WMB vs. EC - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.04%, which is greater than EC's maximum drawdown of -90.16%. Use the drawdown chart below to compare losses from any high point for WMB and EC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-66.99%
WMB
EC

Volatility

WMB vs. EC - Volatility Comparison

The Williams Companies, Inc. (WMB) and Ecopetrol S.A. (EC) have volatilities of 7.48% and 7.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.48%
7.38%
WMB
EC

Financials

WMB vs. EC - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, 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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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