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AEE vs. ED
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEE and ED is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AEE vs. ED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameren Corporation (AEE) and Consolidated Edison, Inc. (ED). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
18.86%
-3.47%
AEE
ED

Key characteristics

Sharpe Ratio

AEE:

2.17

ED:

0.37

Sortino Ratio

AEE:

3.09

ED:

0.67

Omega Ratio

AEE:

1.37

ED:

1.08

Calmar Ratio

AEE:

1.39

ED:

0.37

Martin Ratio

AEE:

13.30

ED:

0.95

Ulcer Index

AEE:

2.86%

ED:

6.82%

Daily Std Dev

AEE:

17.60%

ED:

17.29%

Max Drawdown

AEE:

-60.57%

ED:

-74.02%

Current Drawdown

AEE:

-3.58%

ED:

-13.06%

Fundamentals

Market Cap

AEE:

$25.13B

ED:

$32.88B

EPS

AEE:

$4.25

ED:

$5.32

PE Ratio

AEE:

22.15

ED:

17.84

PEG Ratio

AEE:

2.98

ED:

8.67

Total Revenue (TTM)

AEE:

$5.68B

ED:

$11.59B

Gross Profit (TTM)

AEE:

$2.12B

ED:

$6.73B

EBITDA (TTM)

AEE:

$2.76B

ED:

$4.16B

Returns By Period

In the year-to-date period, AEE achieves a 4.09% return, which is significantly higher than ED's 3.74% return. Over the past 10 years, AEE has outperformed ED with an annualized return of 10.81%, while ED has yielded a comparatively lower 6.81% annualized return.


AEE

YTD

4.09%

1M

3.54%

6M

18.86%

1Y

37.06%

5Y*

5.50%

10Y*

10.81%

ED

YTD

3.74%

1M

3.82%

6M

-3.47%

1Y

5.68%

5Y*

3.44%

10Y*

6.81%

*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

AEE vs. ED — Risk-Adjusted Performance Rank

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

AEE
The Risk-Adjusted Performance Rank of AEE is 9191
Overall Rank
The Sharpe Ratio Rank of AEE is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AEE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AEE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of AEE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AEE is 9595
Martin Ratio Rank

ED
The Risk-Adjusted Performance Rank of ED is 5656
Overall Rank
The Sharpe Ratio Rank of ED is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ED is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ED is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ED is 5959
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.

AEE vs. ED - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) and Consolidated Edison, Inc. (ED). 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 AEE, currently valued at 2.17, compared to the broader market-2.000.002.002.170.37
The chart of Sortino ratio for AEE, currently valued at 3.09, compared to the broader market-4.00-2.000.002.004.003.090.67
The chart of Omega ratio for AEE, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.08
The chart of Calmar ratio for AEE, currently valued at 1.39, compared to the broader market0.002.004.006.001.390.37
The chart of Martin ratio for AEE, currently valued at 13.30, compared to the broader market0.0010.0020.0013.300.95
AEE
ED

The current AEE Sharpe Ratio is 2.17, which is higher than the ED Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of AEE and ED, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
2.17
0.37
AEE
ED

Dividends

AEE vs. ED - Dividend Comparison

AEE's dividend yield for the trailing twelve months is around 2.89%, less than ED's 3.59% yield.


TTM20242023202220212020201920182017201620152014
AEE
Ameren Corporation
2.89%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%
ED
Consolidated Edison, Inc.
3.59%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%

Drawdowns

AEE vs. ED - Drawdown Comparison

The maximum AEE drawdown since its inception was -60.57%, smaller than the maximum ED drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AEE and ED. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.58%
-13.06%
AEE
ED

Volatility

AEE vs. ED - Volatility Comparison

Ameren Corporation (AEE) and Consolidated Edison, Inc. (ED) have volatilities of 6.56% and 6.83%, 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.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
6.56%
6.83%
AEE
ED

Financials

AEE vs. ED - Financials Comparison

This section allows you to compare key financial metrics between Ameren Corporation and Consolidated Edison, Inc.. 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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