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

Correlation

The correlation between ED and AWK is 0.33, 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.


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.

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Key characteristics

Sharpe Ratio

ED:

0.57

AWK:

0.36

Sortino Ratio

ED:

0.96

AWK:

0.74

Omega Ratio

ED:

1.11

AWK:

1.09

Calmar Ratio

ED:

0.67

AWK:

0.30

Martin Ratio

ED:

1.59

AWK:

1.12

Ulcer Index

ED:

7.33%

AWK:

8.57%

Daily Std Dev

ED:

20.15%

AWK:

24.13%

Max Drawdown

ED:

-74.03%

AWK:

-37.10%

Current Drawdown

ED:

-7.17%

AWK:

-18.92%

Fundamentals

Market Cap

ED:

$36.75B

AWK:

$27.37B

EPS

ED:

$5.41

AWK:

$5.49

PE Ratio

ED:

18.86

AWK:

25.57

PEG Ratio

ED:

3.50

AWK:

3.64

PS Ratio

ED:

2.33

AWK:

5.69

PB Ratio

ED:

1.55

AWK:

2.60

Total Revenue (TTM)

ED:

$15.78B

AWK:

$4.82B

Gross Profit (TTM)

ED:

$8.87B

AWK:

$2.71B

EBITDA (TTM)

ED:

$5.66B

AWK:

$2.71B

Returns By Period

In the year-to-date period, ED achieves a 18.93% return, which is significantly higher than AWK's 15.92% return. Over the past 10 years, ED has underperformed AWK with an annualized return of 9.42%, while AWK has yielded a comparatively higher 12.45% annualized return.


ED

YTD

18.93%

1M

-5.62%

6M

10.04%

1Y

11.36%

5Y*

12.24%

10Y*

9.42%

AWK

YTD

15.92%

1M

-2.04%

6M

7.51%

1Y

8.67%

5Y*

5.86%

10Y*

12.45%

*Annualized

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Risk-Adjusted Performance

ED vs. AWK — 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 6969
Overall Rank
The Sharpe Ratio Rank of ED is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ED is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ED is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ED is 6969
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 6262
Overall Rank
The Sharpe Ratio Rank of AWK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AWK is 6565
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. 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.


The current ED Sharpe Ratio is 0.57, which is higher than the AWK Sharpe Ratio of 0.36. 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.


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Dividends

ED vs. AWK - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.22%, more than AWK's 2.19% yield.


TTM20242023202220212020201920182017201620152014
ED
Consolidated Edison, Inc.
3.22%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
AWK
American Water Works Company, Inc.
2.19%2.41%2.11%1.68%1.25%1.40%1.59%1.96%1.77%2.02%2.23%2.27%

Drawdowns

ED vs. AWK - Drawdown Comparison

The maximum ED drawdown since its inception was -74.03%, 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.


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Volatility

ED vs. AWK - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 7.92%, while American Water Works Company, Inc. (AWK) has a volatility of 9.44%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
4.80B
1.14B
(ED) Total Revenue
(AWK) Total Revenue
Values in USD except per share items

ED vs. AWK - Profitability Comparison

The chart below illustrates the profitability comparison between Consolidated Edison, Inc. and American Water Works Company, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%20212022202320242025
54.9%
59.0%
(ED) Gross Margin
(AWK) Gross Margin
ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Consolidated Edison, Inc. reported a gross profit of 2.64B and revenue of 4.80B. Therefore, the gross margin over that period was 54.9%.

AWK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported a gross profit of 674.00M and revenue of 1.14B. Therefore, the gross margin over that period was 59.0%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Consolidated Edison, Inc. reported an operating income of 1.13B and revenue of 4.80B, resulting in an operating margin of 23.5%.

AWK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported an operating income of 371.00M and revenue of 1.14B, resulting in an operating margin of 32.5%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Consolidated Edison, Inc. reported a net income of 791.00M and revenue of 4.80B, resulting in a net margin of 16.5%.

AWK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, American Water Works Company, Inc. reported a net income of 205.00M and revenue of 1.14B, resulting in a net margin of 18.0%.