PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ED vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ED and ADM is 0.24, 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.


-0.50.00.51.00.2

Performance

ED vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Edison, Inc. (ED) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-2.14%
-20.78%
ED
ADM

Key characteristics

Sharpe Ratio

ED:

0.12

ADM:

-0.71

Sortino Ratio

ED:

0.29

ADM:

-0.71

Omega Ratio

ED:

1.03

ADM:

0.87

Calmar Ratio

ED:

0.11

ADM:

-0.51

Martin Ratio

ED:

0.31

ADM:

-1.52

Ulcer Index

ED:

6.36%

ADM:

15.72%

Daily Std Dev

ED:

16.28%

ADM:

33.52%

Max Drawdown

ED:

-74.02%

ADM:

-68.01%

Current Drawdown

ED:

-15.26%

ADM:

-44.49%

Fundamentals

Market Cap

ED:

$31.26B

ADM:

$24.47B

EPS

ED:

$5.32

ADM:

$3.56

PE Ratio

ED:

16.96

ADM:

14.37

PEG Ratio

ED:

8.67

ADM:

16.43

Total Revenue (TTM)

ED:

$11.59B

ADM:

$64.03B

Gross Profit (TTM)

ED:

$6.73B

ADM:

$4.57B

EBITDA (TTM)

ED:

$4.16B

ADM:

$2.55B

Returns By Period

In the year-to-date period, ED achieves a 1.12% return, which is significantly lower than ADM's 1.23% return. Over the past 10 years, ED has outperformed ADM with an annualized return of 6.56%, while ADM has yielded a comparatively lower 3.62% annualized return.


ED

YTD

1.12%

1M

-1.13%

6M

-2.14%

1Y

2.02%

5Y*

3.76%

10Y*

6.56%

ADM

YTD

1.23%

1M

-1.06%

6M

-20.78%

1Y

-23.32%

5Y*

5.29%

10Y*

3.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ED vs. ADM — Risk-Adjusted Performance Rank

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

ED
The Risk-Adjusted Performance Rank of ED is 4949
Overall Rank
The Sharpe Ratio Rank of ED is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ED is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ED is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ED is 5252
Martin Ratio Rank

ADM
The Risk-Adjusted Performance Rank of ADM is 1313
Overall Rank
The Sharpe Ratio Rank of ADM is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ADM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ADM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ADM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ADM is 66
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.

ED vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Archer-Daniels-Midland Company (ADM). 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 ED, currently valued at 0.12, compared to the broader market-2.000.002.000.12-0.71
The chart of Sortino ratio for ED, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.29-0.71
The chart of Omega ratio for ED, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.87
The chart of Calmar ratio for ED, currently valued at 0.11, compared to the broader market0.002.004.006.000.11-0.51
The chart of Martin ratio for ED, currently valued at 0.31, compared to the broader market-30.00-20.00-10.000.0010.0020.000.31-1.52
ED
ADM

The current ED Sharpe Ratio is 0.12, which is higher than the ADM Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of ED and ADM, 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-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.12
-0.71
ED
ADM

Dividends

ED vs. ADM - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.68%, less than ADM's 3.91% yield.


TTM20242023202220212020201920182017201620152014
ED
Consolidated Edison, Inc.
3.68%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
ADM
Archer-Daniels-Midland Company
3.91%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%

Drawdowns

ED vs. ADM - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, which is greater than ADM's maximum drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for ED and ADM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.26%
-44.49%
ED
ADM

Volatility

ED vs. ADM - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 3.87%, while Archer-Daniels-Midland Company (ADM) has a volatility of 6.21%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than ADM 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%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.87%
6.21%
ED
ADM

Financials

ED vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and Archer-Daniels-Midland Company. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab