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

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.63%
-12.67%
ED
ADM

Returns By Period

In the year-to-date period, ED achieves a 9.76% return, which is significantly higher than ADM's -25.09% return. Over the past 10 years, ED has outperformed ADM with an annualized return of 8.38%, while ADM has yielded a comparatively lower 2.79% annualized return.


ED

YTD

9.76%

1M

-8.88%

6M

1.63%

1Y

9.29%

5Y (annualized)

5.85%

10Y (annualized)

8.38%

ADM

YTD

-25.09%

1M

-6.54%

6M

-12.67%

1Y

-26.85%

5Y (annualized)

7.07%

10Y (annualized)

2.79%

Fundamentals


EDADM
Market Cap$33.41B$25.51B
EPS$5.32$4.96
PE Ratio18.1310.63
PEG Ratio8.3916.43
Total Revenue (TTM)$15.04B$67.08B
Gross Profit (TTM)$8.46B$4.27B
EBITDA (TTM)$5.88B$3.15B

Key characteristics


EDADM
Sharpe Ratio0.58-0.79
Sortino Ratio0.93-0.84
Omega Ratio1.110.85
Calmar Ratio0.87-0.58
Martin Ratio2.24-1.32
Ulcer Index4.27%20.28%
Daily Std Dev16.44%33.83%
Max Drawdown-74.02%-68.01%
Current Drawdown-9.42%-43.33%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.2

The correlation between ED and ADM is 0.25, 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

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 0.58, compared to the broader market-4.00-2.000.002.004.000.58-0.79
The chart of Sortino ratio for ED, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.93-0.84
The chart of Omega ratio for ED, currently valued at 1.11, compared to the broader market0.501.001.502.001.110.85
The chart of Calmar ratio for ED, currently valued at 0.87, compared to the broader market0.002.004.006.000.87-0.58
The chart of Martin ratio for ED, currently valued at 2.24, compared to the broader market-10.000.0010.0020.0030.002.24-1.32
ED
ADM

The current ED Sharpe Ratio is 0.58, which is higher than the ADM Sharpe Ratio of -0.79. 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-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.58
-0.79
ED
ADM

Dividends

ED vs. ADM - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.44%, more than ADM's 2.85% yield.


TTM20232022202120202019201820172016201520142013
ED
Consolidated Edison, Inc.
3.44%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
ADM
Archer-Daniels-Midland Company
2.85%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.42%
-43.33%
ED
ADM

Volatility

ED vs. ADM - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 4.61%, while Archer-Daniels-Midland Company (ADM) has a volatility of 8.22%. 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%JuneJulyAugustSeptemberOctoberNovember
4.61%
8.22%
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