ECL vs LIN: returns, Sharpe ratio and drawdown

Over the past year, LIN returned +5.14% against +3.36% for ECL. Over five years, LIN averaged +9.37% a year, compared with +5.06% for ECL. LIN had the higher Sharpe ratio over the past year (0.13 vs 0.06), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.31% for LIN and -20.31% for ECL.