ED vs. CPK
ED (Consolidated Edison, Inc.) and CPK (Chesapeake Utilities Corporation) are both stocks. Both are in the Utilities sector — ED in Utilities - Regulated Electric, CPK in Utilities - Regulated Gas. Over the past 10 years, ED returned 7.01%/yr vs 9.34%/yr for CPK. At a 0.26 correlation, their price movements are largely independent.
Performance
ED vs. CPK - Performance Comparison
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Returns By Period
In the year-to-date period, ED achieves a 10.24% return, which is significantly higher than CPK's -0.45% return. Over the past 10 years, ED has underperformed CPK with an annualized return of 7.01%, while CPK has yielded a comparatively higher 9.34% 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%
CPK
- 1D
- 1.01%
- 1M
- -0.98%
- YTD
- -0.45%
- 6M
- -1.95%
- 1Y
- 5.77%
- 3Y*
- 0.97%
- 5Y*
- 2.45%
- 10Y*
- 9.34%
ED vs. CPK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 10.24% | 15.15% | 1.55% | -1.12% | 15.65% | 22.96% | -16.99% | 22.54% | -6.62% | 19.30% |
CPK Chesapeake Utilities Corporation | -0.45% | 5.07% | 17.44% | -8.83% | -17.61% | 36.78% | 15.15% | 19.88% | 5.37% | 19.34% |
Correlation
The correlation between ED and CPK is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.26 |
Over the past year, ED and CPK have become more correlated (0.49) than their long-term average of 0.26, meaning their price movements have been converging.
Fundamentals
ED:
$39.26B
CPK:
$2.97B
ED:
$5.94
CPK:
$3.21
ED:
18.13
CPK:
38.50
ED:
1.29
CPK:
6.11
ED:
2.27
CPK:
4.93
ED:
1.67
CPK:
1.80K
ED:
$17.22B
CPK:
$586.05M
ED:
$11.62B
CPK:
$313.50M
ED:
$8.47B
CPK:
$224.92M
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Return for Risk
ED vs. CPK — Risk / Return Rank
ED
CPK
ED vs. CPK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Chesapeake Utilities Corporation (CPK). 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.
| ED | CPK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.05 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.34 | +0.42 |
| Martin ratioReturn relative to average drawdown | 1.59 | 0.70 | +0.89 |
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Drawdowns
ED vs. CPK - Drawdown Comparison
The maximum ED drawdown since its inception was -78.90%, which is greater than CPK's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for ED and CPK.
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Drawdown Indicators
| ED | CPK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.90% | -44.54% | -34.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -12.54% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -31.17% | +13.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -38.67% | +16.64% |
Max Drawdown (10Y)Largest decline over 10 years | -30.91% | -38.67% | +7.76% |
Current DrawdownCurrent decline from peak | -5.91% | -10.20% | +4.29% |
Average DrawdownAverage peak-to-trough decline | -13.24% | -8.82% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 6.14% | -1.55% |
Volatility
ED vs. CPK - Volatility Comparison
Consolidated Edison, Inc. (ED) and Chesapeake Utilities Corporation (CPK) have volatilities of 5.98% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ED | CPK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 6.17% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 13.88% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 18.84% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 22.79% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 26.65% | -5.64% |
Dividends
ED vs. CPK - Dividend Comparison
ED's dividend yield for the trailing twelve months is around 3.23%, more than CPK's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPK Chesapeake Utilities Corporation | 2.22% | 2.16% | 2.07% | 2.18% | 1.76% | 1.29% | 1.59% | 1.65% | 1.77% | 1.63% | 1.80% | 2.00% |
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. CPK - Financials Comparison
This section allows you to compare key financial metrics between Consolidated Edison, Inc. and Chesapeake Utilities Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ED vs. CPK - Profitability Comparison
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%.
CPK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported a gross profit of 0.00 and revenue of 353.10K. Therefore, the gross margin over that period was 0.0%.
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%.
CPK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported an operating income of 99.40K and revenue of 353.10K, resulting in an operating margin of 28.2%.
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%.
CPK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported a net income of 59.30K and revenue of 353.10K, resulting in a net margin of 16.8%.
Frequently Asked Questions
ED and CPK have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPK has higher volatility (6.17%) compared to ED (5.98%). In terms of maximum drawdown, ED dropped -78.90% vs CPK's -44.54%.
ED currently has the higher Sharpe Ratio (0.44 vs 0.23), 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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