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

Correlation

The correlation between BK and EIX is 0.40, 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.


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.

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Key characteristics

Sharpe Ratio

BK:

2.29

EIX:

-0.66

Sortino Ratio

BK:

3.05

EIX:

-0.65

Omega Ratio

BK:

1.45

EIX:

0.90

Calmar Ratio

BK:

3.33

EIX:

-0.44

Martin Ratio

BK:

12.41

EIX:

-0.89

Ulcer Index

BK:

4.71%

EIX:

21.41%

Daily Std Dev

BK:

24.59%

EIX:

30.90%

Max Drawdown

BK:

-72.42%

EIX:

-72.18%

Current Drawdown

BK:

0.00%

EIX:

-33.11%

Fundamentals

Market Cap

BK:

$62.92B

EIX:

$22.16B

EPS

BK:

$6.13

EIX:

$7.07

PE Ratio

BK:

14.35

EIX:

8.15

PEG Ratio

BK:

1.15

EIX:

0.62

PS Ratio

BK:

3.34

EIX:

1.28

PB Ratio

BK:

1.66

EIX:

1.45

Total Revenue (TTM)

BK:

$18.60B

EIX:

$17.33B

Gross Profit (TTM)

BK:

$18.53B

EIX:

$6.52B

EBITDA (TTM)

BK:

$7.22B

EIX:

$8.22B

Returns By Period

In the year-to-date period, BK achieves a 17.74% return, which is significantly higher than EIX's -25.97% return. Over the past 10 years, BK has outperformed EIX with an annualized return of 10.27%, while EIX has yielded a comparatively lower 3.49% annualized return.


BK

YTD

17.74%

1M

15.68%

6M

16.61%

1Y

55.96%

5Y*

26.63%

10Y*

10.27%

EIX

YTD

-25.97%

1M

1.23%

6M

-28.03%

1Y

-20.37%

5Y*

5.21%

10Y*

3.49%

*Annualized

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Risk-Adjusted Performance

BK vs. EIX — Risk-Adjusted Performance Rank

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

BK
The Risk-Adjusted Performance Rank of BK is 9696
Overall Rank
The Sharpe Ratio Rank of BK is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BK is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BK is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BK is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BK is 9797
Martin Ratio Rank

EIX
The Risk-Adjusted Performance Rank of EIX is 2020
Overall Rank
The Sharpe Ratio Rank of EIX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EIX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EIX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of EIX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EIX is 2929
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.

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.


The current BK Sharpe Ratio is 2.29, which is higher than the EIX Sharpe Ratio of -0.66. 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.


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Dividends

BK vs. EIX - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 2.10%, less than EIX's 5.58% yield.


TTM20242023202220212020201920182017201620152014
BK
The Bank of New York Mellon Corporation
2.10%2.32%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%
EIX
Edison International
5.58%2.93%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%

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.


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Volatility

BK vs. EIX - Volatility Comparison

The current volatility for The Bank of New York Mellon Corporation (BK) is 5.97%, while Edison International (EIX) has a volatility of 11.49%. This indicates that BK experiences smaller price fluctuations and is considered to be less risky than EIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


3.00B3.50B4.00B4.50B5.00B20212022202320242025
4.69B
3.81B
(BK) Total Revenue
(EIX) Total Revenue
Values in USD except per share items

BK vs. EIX - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of New York Mellon Corporation and Edison International over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
99.8%
46.7%
(BK) Gross Margin
(EIX) Gross Margin
BK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a gross profit of 4.68B and revenue of 4.69B. Therefore, the gross margin over that period was 99.8%.

EIX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Edison International reported a gross profit of 1.78B and revenue of 3.81B. Therefore, the gross margin over that period was 46.7%.

BK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported an operating income of 1.49B and revenue of 4.69B, resulting in an operating margin of 31.8%.

EIX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Edison International reported an operating income of 2.13B and revenue of 3.81B, resulting in an operating margin of 56.0%.

BK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Bank of New York Mellon Corporation reported a net income of 1.22B and revenue of 4.69B, resulting in a net margin of 26.0%.

EIX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Edison International reported a net income of 1.49B and revenue of 3.81B, resulting in a net margin of 39.2%.