PortfoliosLab logoPortfoliosLab logo
ED vs. BGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ED vs. BGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Edison, Inc. (ED) and B&G Foods, Inc. (BGS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ED achieves a 10.24% return, which is significantly higher than BGS's -2.65% return. Over the past 10 years, ED has outperformed BGS with an annualized return of 7.01%, while BGS has yielded a comparatively lower -14.86% annualized return.


ED

1D
0.84%
1M
2.26%
YTD
10.24%
6M
12.27%
1Y
7.08%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%

BGS

1D
-0.25%
1M
-5.62%
YTD
-2.65%
6M
-8.58%
1Y
9.87%
3Y*
-25.46%
5Y*
-27.79%
10Y*
-14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ED vs. BGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ED
Consolidated Edison, Inc.
10.24%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%
BGS
B&G Foods, Inc.
-2.65%-26.81%-28.30%0.33%-60.70%17.69%67.73%-31.93%-12.20%-15.46%

Correlation

The correlation between ED and BGS is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 23, 2007

0.23

The correlation between ED and BGS shifts across timeframes, from 0.11 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ED:

$39.26B

BGS:

$323.22M

EPS

ED:

$5.94

BGS:

-$0.96

PS Ratio

ED:

2.27

BGS:

0.18

PB Ratio

ED:

1.67

BGS:

0.80

Total Revenue (TTM)

ED:

$17.22B

BGS:

$1.81B

Gross Profit (TTM)

ED:

$11.62B

BGS:

$388.44M

EBITDA (TTM)

ED:

$8.47B

BGS:

$91.70M

Compare stocks, funds, or ETFs

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


Return for Risk

ED vs. BGS — Risk / Return Rank

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

ED
ED Risk / Return Rank: 5555
Overall Rank
ED Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4949
Sortino Ratio Rank
ED Omega Ratio Rank: 4747
Omega Ratio Rank
ED Calmar Ratio Rank: 6060
Calmar Ratio Rank
ED Martin Ratio Rank: 6060
Martin Ratio Rank

BGS
BGS Risk / Return Rank: 4747
Overall Rank
BGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
BGS Omega Ratio Rank: 4545
Omega Ratio Rank
BGS Calmar Ratio Rank: 4747
Calmar Ratio Rank
BGS Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ED vs. BGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and B&G Foods, Inc. (BGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDBGSDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratioReturn relative to maximum drawdown

0.76

0.16

+0.60

Martin ratioReturn relative to average drawdown

1.59

0.47

+1.12

ED vs. BGS - Sharpe Ratio Comparison

The current ED Sharpe Ratio is 0.44, which is higher than the BGS Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of ED and BGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ED vs. BGS - Drawdown Comparison

The maximum ED drawdown since its inception was -78.90%, smaller than the maximum BGS drawdown of -86.50%. Use the drawdown chart below to compare losses from any high point for ED and BGS.


Loading charts...

Drawdown Indicators


EDBGSDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-86.50%

+7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-33.11%

+23.48%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-67.36%

+50.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-84.68%

+62.65%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-86.50%

+55.59%

Current Drawdown

Current decline from peak

-5.91%

-83.99%

+78.08%

Average Drawdown

Average peak-to-trough decline

-13.24%

-32.06%

+18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

11.32%

-6.73%

Volatility

ED vs. BGS - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 5.98%, while B&G Foods, Inc. (BGS) has a volatility of 9.65%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than BGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EDBGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

9.65%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

33.85%

-21.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

51.42%

-34.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

49.32%

-30.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

46.31%

-25.30%

Dividends

ED vs. BGS - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.23%, less than BGS's 18.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BGS
B&G Foods, Inc.
18.86%17.67%11.03%7.24%14.48%6.18%6.85%10.60%6.54%5.29%3.94%3.94%
ED
Consolidated Edison, Inc.
3.23%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%

Financials

ED vs. BGS - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and B&G Foods, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
5.10B
408.94M
(ED) Total Revenue
(BGS) Total Revenue
Values in USD except per share items

ED vs. BGS - Profitability Comparison

The chart below illustrates the profitability comparison between Consolidated Edison, Inc. and B&G Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
81.5%
19.5%
Portfolio components
ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a gross profit of 4.15B and revenue of 5.10B. Therefore, the gross margin over that period was 81.5%.

BGS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, B&G Foods, Inc. reported a gross profit of 79.89M and revenue of 408.94M. Therefore, the gross margin over that period was 19.5%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported an operating income of 1.18B and revenue of 5.10B, resulting in an operating margin of 23.1%.

BGS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, B&G Foods, Inc. reported an operating income of -10.96M and revenue of 408.94M, resulting in an operating margin of -2.7%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a net income of 924.00M and revenue of 5.10B, resulting in a net margin of 18.1%.

BGS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, B&G Foods, Inc. reported a net income of -32.54M and revenue of 408.94M, resulting in a net margin of -8.0%.


Frequently Asked Questions


ED and BGS have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGS has higher volatility (9.65%) compared to ED (5.98%). In terms of maximum drawdown, ED dropped -78.90% vs BGS's -86.50%.

ED currently has the higher Sharpe Ratio (0.44 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ED and BGS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer