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BK vs. EIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BK vs. EIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of New York Mellon Corporation (BK) and Edison International (EIX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
37.09%
19.65%
BK
EIX

Returns By Period

In the year-to-date period, BK achieves a 55.95% return, which is significantly higher than EIX's 25.71% return. Over the past 10 years, BK has outperformed EIX with an annualized return of 9.76%, while EIX has yielded a comparatively lower 7.49% annualized return.


BK

YTD

55.95%

1M

3.91%

6M

37.09%

1Y

71.91%

5Y (annualized)

13.57%

10Y (annualized)

9.76%

EIX

YTD

25.71%

1M

1.47%

6M

19.65%

1Y

37.87%

5Y (annualized)

8.76%

10Y (annualized)

7.49%

Fundamentals


BKEIX
Market Cap$57.35B$33.34B
EPS$4.47$3.42
PE Ratio17.6525.18
PEG Ratio0.711.41
Total Revenue (TTM)$17.95B$17.32B
Gross Profit (TTM)$17.86B$6.50B
EBITDA (TTM)$6.74B$6.83B

Key characteristics


BKEIX
Sharpe Ratio4.182.15
Sortino Ratio5.403.01
Omega Ratio1.721.37
Calmar Ratio3.393.23
Martin Ratio42.428.65
Ulcer Index1.72%4.47%
Daily Std Dev17.45%17.97%
Max Drawdown-72.42%-72.18%
Current Drawdown0.00%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between BK and EIX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BK vs. EIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) and Edison International (EIX). 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 BK, currently valued at 4.18, compared to the broader market-4.00-2.000.002.004.004.182.15
The chart of Sortino ratio for BK, currently valued at 5.40, compared to the broader market-4.00-2.000.002.004.005.403.01
The chart of Omega ratio for BK, currently valued at 1.72, compared to the broader market0.501.001.502.001.721.37
The chart of Calmar ratio for BK, currently valued at 3.39, compared to the broader market0.002.004.006.003.393.23
The chart of Martin ratio for BK, currently valued at 42.42, compared to the broader market0.0010.0020.0030.0042.428.65
BK
EIX

The current BK Sharpe Ratio is 4.18, which is higher than the EIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of BK and EIX, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.18
2.15
BK
EIX

Dividends

BK vs. EIX - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 2.26%, less than EIX's 3.58% yield.


TTM20232022202120202019201820172016201520142013
BK
The Bank of New York Mellon Corporation
2.26%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
EIX
Edison International
3.58%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%

Drawdowns

BK vs. EIX - Drawdown Comparison

The maximum BK drawdown since its inception was -72.42%, roughly equal to the maximum EIX drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for BK and EIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
BK
EIX

Volatility

BK vs. EIX - Volatility Comparison

The Bank of New York Mellon Corporation (BK) and Edison International (EIX) have volatilities of 5.41% and 5.39%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.41%
5.39%
BK
EIX

Financials

BK vs. EIX - Financials Comparison

This section allows you to compare key financial metrics between The Bank of New York Mellon Corporation and Edison International. 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