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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.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.60%
1.59%
AEE
ED

Key characteristics

Sharpe Ratio

AEE:

1.79

ED:

0.21

Sortino Ratio

AEE:

2.64

ED:

0.41

Omega Ratio

AEE:

1.31

ED:

1.05

Calmar Ratio

AEE:

1.11

ED:

0.21

Martin Ratio

AEE:

8.62

ED:

0.62

Ulcer Index

AEE:

3.53%

ED:

5.50%

Daily Std Dev

AEE:

17.04%

ED:

16.59%

Max Drawdown

AEE:

-60.57%

ED:

-74.02%

Current Drawdown

AEE:

-3.60%

ED:

-15.87%

Fundamentals

Market Cap

AEE:

$23.67B

ED:

$31.47B

EPS

AEE:

$4.25

ED:

$5.32

PE Ratio

AEE:

20.87

ED:

17.08

PEG Ratio

AEE:

2.81

ED:

8.67

Total Revenue (TTM)

AEE:

$7.30B

ED:

$15.04B

Gross Profit (TTM)

AEE:

$2.51B

ED:

$8.46B

EBITDA (TTM)

AEE:

$3.49B

ED:

$5.88B

Returns By Period

In the year-to-date period, AEE achieves a 29.97% return, which is significantly higher than ED's 1.94% return. Over the past 10 years, AEE has outperformed ED with an annualized return of 10.05%, while ED has yielded a comparatively lower 6.69% annualized return.


AEE

YTD

29.97%

1M

-2.40%

6M

31.56%

1Y

30.46%

5Y*

6.78%

10Y*

10.05%

ED

YTD

1.94%

1M

-8.93%

6M

1.91%

1Y

3.41%

5Y*

3.74%

10Y*

6.69%

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Risk-Adjusted Performance

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 1.79, compared to the broader market-4.00-2.000.002.001.790.21
The chart of Sortino ratio for AEE, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.640.41
The chart of Omega ratio for AEE, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.05
The chart of Calmar ratio for AEE, currently valued at 1.11, compared to the broader market0.002.004.006.001.110.21
The chart of Martin ratio for AEE, currently valued at 8.62, compared to the broader market0.0010.0020.008.620.62
AEE
ED

The current AEE Sharpe Ratio is 1.79, which is higher than the ED Sharpe Ratio of 0.21. 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.79
0.21
AEE
ED

Dividends

AEE vs. ED - Dividend Comparison

AEE's dividend yield for the trailing twelve months is around 2.95%, less than ED's 3.71% yield.


TTM20232022202120202019201820172016201520142013
AEE
Ameren Corporation
2.95%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%4.42%
ED
Consolidated Edison, Inc.
3.71%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.60%
-15.87%
AEE
ED

Volatility

AEE vs. ED - Volatility Comparison

The current volatility for Ameren Corporation (AEE) is 4.45%, while Consolidated Edison, Inc. (ED) has a volatility of 5.17%. This indicates that AEE experiences smaller price fluctuations and is considered to be less risky than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.45%
5.17%
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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