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ED vs. BTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ED vs. BTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Edison, Inc. (ED) and British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ED achieves a 10.24% return, which is significantly lower than BTI's 11.67% return. Over the past 10 years, ED has underperformed BTI with an annualized return of 7.01%, while BTI has yielded a comparatively higher 7.69% annualized return.


ED

1D
0.84%
1M
1.49%
YTD
10.24%
6M
12.27%
1Y
7.29%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%

BTI

1D
1.51%
1M
-4.64%
YTD
11.67%
6M
12.20%
1Y
35.86%
3Y*
34.54%
5Y*
17.96%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ED vs. BTI - 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%
BTI
British American Tobacco p.l.c.
11.67%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%24.40%

Correlation

The correlation between ED and BTI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.32

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

0.31

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

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 14, 1980

0.20

The correlation between ED and BTI shifts across timeframes, from 0.20 (all time) to 0.32 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ED:

$39.26B

BTI:

$136.67B

EPS

ED:

$5.94

BTI:

£4.93

PE Ratio

ED:

18.13

BTI:

9.44

PEG Ratio

ED:

1.29

BTI:

0.35

PS Ratio

ED:

2.27

BTI:

1.99

PB Ratio

ED:

1.67

BTI:

2.13

Total Revenue (TTM)

ED:

$17.22B

BTI:

£51.48B

Gross Profit (TTM)

ED:

$11.62B

BTI:

£42.82B

EBITDA (TTM)

ED:

$8.47B

BTI:

£20.34B

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Return for Risk

ED vs. BTI — 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

BTI
BTI Risk / Return Rank: 8181
Overall Rank
BTI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 8080
Sortino Ratio Rank
BTI Omega Ratio Rank: 7777
Omega Ratio Rank
BTI Calmar Ratio Rank: 8181
Calmar Ratio Rank
BTI Martin Ratio Rank: 8080
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. BTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and British American Tobacco p.l.c. (BTI). 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.


EDBTIDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.76

2.62

-1.86

Martin ratioReturn relative to average drawdown

1.59

5.89

-4.30

ED vs. BTI - Sharpe Ratio Comparison

The current ED Sharpe Ratio is 0.44, which is lower than the BTI Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ED and BTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ED vs. BTI - Drawdown Comparison

The maximum ED drawdown since its inception was -78.90%, which is greater than BTI's maximum drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for ED and BTI.


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Drawdown Indicators


EDBTIDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-64.11%

-14.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-13.75%

+4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-13.75%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-29.94%

+7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-56.00%

+25.09%

Current Drawdown

Current decline from peak

-5.91%

-6.57%

+0.66%

Average Drawdown

Average peak-to-trough decline

-13.24%

-12.93%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

6.10%

-1.51%

Volatility

ED vs. BTI - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 5.98%, while British American Tobacco p.l.c. (BTI) has a volatility of 7.53%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

7.53%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

18.39%

-6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

22.78%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

21.16%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

24.20%

-3.19%

Dividends

ED vs. BTI - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.23%, less than BTI's 4.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BTI
British American Tobacco p.l.c.
4.95%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%
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. BTI - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and British American Tobacco p.l.c.. 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


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20222023202420252026
5.10B
13.54B
(ED) Total Revenue
(BTI) Total Revenue
Please note, different currencies. ED values in USD, BTI values in GBP

ED vs. BTI - Profitability Comparison

The chart below illustrates the profitability comparison between Consolidated Edison, Inc. and British American Tobacco p.l.c. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20222023202420252026
81.5%
83.4%
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%.

BTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, British American Tobacco p.l.c. reported a gross profit of 11.30B and revenue of 13.54B. Therefore, the gross margin over that period was 83.4%.

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%.

BTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, British American Tobacco p.l.c. reported an operating income of 4.93B and revenue of 13.54B, resulting in an operating margin of 36.4%.

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%.

BTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, British American Tobacco p.l.c. reported a net income of 3.25B and revenue of 13.54B, resulting in a net margin of 24.0%.


Frequently Asked Questions


ED and BTI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTI has higher volatility (7.53%) compared to ED (5.98%). In terms of maximum drawdown, ED dropped -78.90% vs BTI's -64.11%.

BTI currently has the higher Sharpe Ratio (1.58 vs 0.44), 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.

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