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ED vs. AWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ED and AWK is 0.61, 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.


-0.50.00.51.00.6

Performance

ED vs. AWK - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.05%
-3.88%
ED
AWK

Key characteristics

Sharpe Ratio

ED:

0.13

AWK:

-0.23

Sortino Ratio

ED:

0.30

AWK:

-0.18

Omega Ratio

ED:

1.03

AWK:

0.98

Calmar Ratio

ED:

0.13

AWK:

-0.12

Martin Ratio

ED:

0.40

AWK:

-0.63

Ulcer Index

ED:

5.23%

AWK:

7.11%

Daily Std Dev

ED:

16.60%

AWK:

19.89%

Max Drawdown

ED:

-74.02%

AWK:

-37.10%

Current Drawdown

ED:

-16.35%

AWK:

-30.42%

Fundamentals

Market Cap

ED:

$31.47B

AWK:

$25.18B

EPS

ED:

$5.32

AWK:

$5.04

PE Ratio

ED:

17.08

AWK:

25.63

PEG Ratio

ED:

8.67

AWK:

2.89

Total Revenue (TTM)

ED:

$15.04B

AWK:

$4.52B

Gross Profit (TTM)

ED:

$8.46B

AWK:

$2.32B

EBITDA (TTM)

ED:

$5.88B

AWK:

$2.47B

Returns By Period

In the year-to-date period, ED achieves a 1.36% return, which is significantly higher than AWK's -4.05% return. Over the past 10 years, ED has underperformed AWK with an annualized return of 6.92%, while AWK has yielded a comparatively higher 11.11% annualized return.


ED

YTD

1.36%

1M

-8.15%

6M

0.05%

1Y

3.20%

5Y*

3.39%

10Y*

6.92%

AWK

YTD

-4.05%

1M

-10.40%

6M

-3.88%

1Y

-3.18%

5Y*

1.99%

10Y*

11.11%

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. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and American Water Works Company, Inc. (AWK). 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 0.13, compared to the broader market-4.00-2.000.002.000.13-0.23
The chart of Sortino ratio for ED, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.30-0.18
The chart of Omega ratio for ED, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.98
The chart of Calmar ratio for ED, currently valued at 0.13, compared to the broader market0.002.004.006.000.13-0.12
The chart of Martin ratio for ED, currently valued at 0.40, compared to the broader market0.0010.0020.000.40-0.63
ED
AWK

The current ED Sharpe Ratio is 0.13, which is higher than the AWK Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ED and AWK, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.13
-0.23
ED
AWK

Dividends

ED vs. AWK - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.73%, more than AWK's 2.43% yield.


TTM20232022202120202019201820172016201520142013
ED
Consolidated Edison, Inc.
3.73%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
AWK
American Water Works Company, Inc.
2.43%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%1.99%

Drawdowns

ED vs. AWK - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, which is greater than AWK's maximum drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for ED and AWK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.35%
-30.42%
ED
AWK

Volatility

ED vs. AWK - Volatility Comparison

Consolidated Edison, Inc. (ED) has a higher volatility of 5.28% compared to American Water Works Company, Inc. (AWK) at 4.92%. This indicates that ED's price experiences larger fluctuations and is considered to be riskier than AWK 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%JulyAugustSeptemberOctoberNovemberDecember
5.28%
4.92%
ED
AWK

Financials

ED vs. AWK - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and American Water Works Company, 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


Values in USD except per share items
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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.

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