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

Performance

D vs. EIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dominion Energy, Inc. (D) and Edison International (EIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.72%
16.28%
D
EIX

Returns By Period

In the year-to-date period, D achieves a 27.80% return, which is significantly higher than EIX's 24.31% return. Over the past 10 years, D has underperformed EIX with an annualized return of 1.84%, while EIX has yielded a comparatively higher 7.31% annualized return.


D

YTD

27.80%

1M

-3.71%

6M

10.72%

1Y

31.27%

5Y (annualized)

-2.97%

10Y (annualized)

1.84%

EIX

YTD

24.31%

1M

1.78%

6M

16.28%

1Y

37.10%

5Y (annualized)

8.53%

10Y (annualized)

7.31%

Fundamentals


DEIX
Market Cap$48.55B$33.34B
EPS$2.71$3.42
PE Ratio21.3325.18
PEG Ratio2.181.41
Total Revenue (TTM)$14.25B$17.32B
Gross Profit (TTM)$8.54B$6.50B
EBITDA (TTM)$7.04B$6.83B

Key characteristics


DEIX
Sharpe Ratio1.372.05
Sortino Ratio2.032.89
Omega Ratio1.251.35
Calmar Ratio0.683.07
Martin Ratio7.128.23
Ulcer Index4.40%4.47%
Daily Std Dev22.90%17.95%
Max Drawdown-52.20%-72.18%
Current Drawdown-26.32%-0.94%

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Correlation

-0.50.00.51.00.5

The correlation between D and EIX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

D vs. EIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dominion Energy, Inc. (D) 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 D, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.372.05
The chart of Sortino ratio for D, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.032.89
The chart of Omega ratio for D, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.35
The chart of Calmar ratio for D, currently valued at 0.68, compared to the broader market0.002.004.006.000.683.07
The chart of Martin ratio for D, currently valued at 7.12, compared to the broader market-10.000.0010.0020.0030.007.128.23
D
EIX

The current D Sharpe Ratio is 1.37, which is lower than the EIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of D 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.37
2.05
D
EIX

Dividends

D vs. EIX - Dividend Comparison

D's dividend yield for the trailing twelve months is around 4.62%, more than EIX's 3.62% yield.


TTM20232022202120202019201820172016201520142013
D
Dominion Energy, Inc.
4.62%5.68%4.35%3.21%4.59%4.43%4.67%3.74%3.66%3.83%3.12%3.48%
EIX
Edison International
3.62%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%

Drawdowns

D vs. EIX - Drawdown Comparison

The maximum D drawdown since its inception was -52.20%, smaller than the maximum EIX drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for D and EIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.32%
-0.94%
D
EIX

Volatility

D vs. EIX - Volatility Comparison

Dominion Energy, Inc. (D) has a higher volatility of 7.17% compared to Edison International (EIX) at 5.28%. This indicates that D's price experiences larger fluctuations and is considered to be riskier than EIX based on this measure. 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%9.00%JuneJulyAugustSeptemberOctoberNovember
7.17%
5.28%
D
EIX

Financials

D vs. EIX - Financials Comparison

This section allows you to compare key financial metrics between Dominion Energy, Inc. 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