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WTTR vs. EBLU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTTR and EBLU is 0.66, 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

WTTR vs. EBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select Energy Services, Inc. (WTTR) and Ecofin Global Water ESG Fund (EBLU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WTTR:

-0.23

EBLU:

0.43

Sortino Ratio

WTTR:

0.02

EBLU:

0.79

Omega Ratio

WTTR:

1.00

EBLU:

1.09

Calmar Ratio

WTTR:

-0.17

EBLU:

0.52

Martin Ratio

WTTR:

-0.57

EBLU:

1.62

Ulcer Index

WTTR:

19.58%

EBLU:

4.93%

Daily Std Dev

WTTR:

50.88%

EBLU:

17.82%

Max Drawdown

WTTR:

-89.49%

EBLU:

-37.58%

Current Drawdown

WTTR:

-57.71%

EBLU:

0.00%

Returns By Period

In the year-to-date period, WTTR achieves a -34.68% return, which is significantly lower than EBLU's 9.99% return.


WTTR

YTD

-34.68%

1M

0.49%

6M

-35.60%

1Y

-12.56%

5Y*

13.74%

10Y*

N/A

EBLU

YTD

9.99%

1M

8.94%

6M

6.51%

1Y

7.64%

5Y*

13.59%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WTTR vs. EBLU — Risk-Adjusted Performance Rank

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

WTTR
The Risk-Adjusted Performance Rank of WTTR is 3838
Overall Rank
The Sharpe Ratio Rank of WTTR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of WTTR is 3636
Sortino Ratio Rank
The Omega Ratio Rank of WTTR is 3636
Omega Ratio Rank
The Calmar Ratio Rank of WTTR is 4040
Calmar Ratio Rank
The Martin Ratio Rank of WTTR is 3939
Martin Ratio Rank

EBLU
The Risk-Adjusted Performance Rank of EBLU is 4545
Overall Rank
The Sharpe Ratio Rank of EBLU is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EBLU is 4444
Sortino Ratio Rank
The Omega Ratio Rank of EBLU is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EBLU is 5555
Calmar Ratio Rank
The Martin Ratio Rank of EBLU is 4646
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.

WTTR vs. EBLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select Energy Services, Inc. (WTTR) and Ecofin Global Water ESG Fund (EBLU). 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 WTTR Sharpe Ratio is -0.23, which is lower than the EBLU Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of WTTR and EBLU, 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

WTTR vs. EBLU - Dividend Comparison

WTTR's dividend yield for the trailing twelve months is around 3.17%, more than EBLU's 1.22% yield.


TTM20242023202220212020201920182017
WTTR
Select Energy Services, Inc.
3.17%1.89%2.77%0.54%0.00%0.00%0.00%0.00%0.00%
EBLU
Ecofin Global Water ESG Fund
1.22%1.34%1.46%0.00%1.55%1.42%1.58%1.35%0.20%

Drawdowns

WTTR vs. EBLU - Drawdown Comparison

The maximum WTTR drawdown since its inception was -89.49%, which is greater than EBLU's maximum drawdown of -37.58%. Use the drawdown chart below to compare losses from any high point for WTTR and EBLU. For additional features, visit the drawdowns tool.


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Volatility

WTTR vs. EBLU - Volatility Comparison

Select Energy Services, Inc. (WTTR) has a higher volatility of 19.24% compared to Ecofin Global Water ESG Fund (EBLU) at 5.38%. This indicates that WTTR's price experiences larger fluctuations and is considered to be riskier than EBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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