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CAG vs. ED
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAG vs. ED - Performance Comparison

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

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Returns By Period

In the year-to-date period, CAG achieves a -17.02% return, which is significantly lower than ED's 10.24% return. Over the past 10 years, CAG has underperformed ED with an annualized return of -5.70%, while ED has yielded a comparatively higher 7.01% annualized return.


CAG

1D
2.16%
1M
2.31%
YTD
-17.02%
6M
-19.07%
1Y
-30.79%
3Y*
-21.83%
5Y*
-13.84%
10Y*
-5.70%

ED

1D
0.84%
1M
2.26%
YTD
10.24%
6M
12.27%
1Y
7.08%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAG vs. ED - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAG
Conagra Brands, Inc.
-17.02%-33.32%1.46%-22.82%17.52%-2.55%8.69%65.50%-41.99%-2.55%
ED
Consolidated Edison, Inc.
10.24%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%

Correlation

The correlation between CAG and ED is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 7, 1984

0.31

The correlation between CAG and ED shifts across timeframes, from 0.31 (all time) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CAG:

$6.58B

ED:

$39.26B

EPS

CAG:

-$0.09

ED:

$5.94

PS Ratio

CAG:

0.59

ED:

2.27

PB Ratio

CAG:

0.81

ED:

1.67

Total Revenue (TTM)

CAG:

$11.18B

ED:

$17.22B

Gross Profit (TTM)

CAG:

$2.70B

ED:

$11.62B

EBITDA (TTM)

CAG:

$792.70M

ED:

$8.47B

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Return for Risk

CAG vs. ED — Risk / Return Rank

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

CAG
CAG Risk / Return Rank: 55
Overall Rank
CAG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CAG Sortino Ratio Rank: 44
Sortino Ratio Rank
CAG Omega Ratio Rank: 77
Omega Ratio Rank
CAG Calmar Ratio Rank: 77
Calmar Ratio Rank
CAG Martin Ratio Rank: 22
Martin Ratio Rank

ED
ED Risk / Return Rank: 5555
Overall Rank
ED Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4949
Sortino Ratio Rank
ED Omega Ratio Rank: 4747
Omega Ratio Rank
ED Calmar Ratio Rank: 6060
Calmar Ratio Rank
ED Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAG vs. ED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAGEDDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

0.81

1.08

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.90

0.76

-1.66

Martin ratioReturn relative to average drawdown

-1.81

1.59

-3.40

CAG vs. ED - Sharpe Ratio Comparison

The current CAG Sharpe Ratio is -1.17, which is lower than the ED Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of CAG and ED, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CAG vs. ED - Drawdown Comparison

The maximum CAG drawdown since its inception was -62.52%, smaller than the maximum ED drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for CAG and ED.


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Drawdown Indicators


CAGEDDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-78.90%

+16.38%

Max Drawdown (1Y)

Largest decline over 1 year

-36.75%

-9.63%

-27.12%

Max Drawdown (3Y)

Largest decline over 3 years

-56.66%

-17.36%

-39.30%

Max Drawdown (5Y)

Largest decline over 5 years

-62.52%

-22.03%

-40.49%

Max Drawdown (10Y)

Largest decline over 10 years

-62.52%

-30.91%

-31.61%

Current Drawdown

Current decline from peak

-59.06%

-5.91%

-53.15%

Average Drawdown

Average peak-to-trough decline

-15.76%

-13.24%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.37%

4.59%

+15.78%

Volatility

CAG vs. ED - Volatility Comparison

Conagra Brands, Inc. (CAG) has a higher volatility of 8.53% compared to Consolidated Edison, Inc. (ED) at 5.98%. This indicates that CAG's price experiences larger fluctuations and is considered to be riskier than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAGEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

5.98%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

22.11%

12.27%

+9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

16.65%

+11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

18.79%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.20%

21.01%

+5.19%

Dividends

CAG vs. ED - Dividend Comparison

CAG's dividend yield for the trailing twelve months is around 10.19%, more than ED's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CAG
Conagra Brands, Inc.
10.19%8.09%5.05%4.75%3.32%3.44%2.52%2.48%3.98%2.19%29.36%2.37%
ED
Consolidated Edison, Inc.
3.23%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%

Financials

CAG vs. ED - Financials Comparison

This section allows you to compare key financial metrics between Conagra Brands, Inc. 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


3.00B3.50B4.00B4.50B5.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
2.79B
5.10B
(CAG) Total Revenue
(ED) Total Revenue
Values in USD except per share items

CAG vs. ED - Profitability Comparison

The chart below illustrates the profitability comparison between Conagra Brands, Inc. and Consolidated Edison, Inc. 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%30.0%40.0%50.0%60.0%70.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
23.6%
81.5%
Portfolio components
CAG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Conagra Brands, Inc. reported a gross profit of 657.70M and revenue of 2.79B. Therefore, the gross margin over that period was 23.6%.

ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a gross profit of 4.15B and revenue of 5.10B. Therefore, the gross margin over that period was 81.5%.

CAG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Conagra Brands, Inc. reported an operating income of 280.10M and revenue of 2.79B, resulting in an operating margin of 10.1%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported an operating income of 1.18B and revenue of 5.10B, resulting in an operating margin of 23.1%.

CAG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Conagra Brands, Inc. reported a net income of 199.80M and revenue of 2.79B, resulting in a net margin of 7.2%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a net income of 924.00M and revenue of 5.10B, resulting in a net margin of 18.1%.


Frequently Asked Questions


CAG and ED have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAG has higher volatility (8.53%) compared to ED (5.98%). In terms of maximum drawdown, CAG dropped -62.52% vs ED's -78.90%.

ED currently has the higher Sharpe Ratio (0.44 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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