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

Key characteristics


EDEIX
YTD Return6.03%2.36%
1Y Return0.54%4.33%
3Y Return (Ann)10.92%11.50%
5Y Return (Ann)5.96%8.18%
10Y Return (Ann)9.33%6.46%
Sharpe Ratio0.060.26
Daily Std Dev17.36%20.88%
Max Drawdown-74.02%-72.18%
Current Drawdown-1.34%0.00%

Fundamentals


EDEIX
Market Cap$32.13B$26.98B
EPS$7.21$3.11
PE Ratio12.8922.55
PEG Ratio2.550.73
Revenue (TTM)$14.66B$16.34B
Gross Profit (TTM)$7.69B$9.41B
EBITDA (TTM)$5.11B$5.97B

Correlation

-0.50.00.51.00.5

The correlation between ED and EIX is 0.54, 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.

Performance

ED vs. EIX - Performance Comparison

In the year-to-date period, ED achieves a 6.03% return, which is significantly higher than EIX's 2.36% return. Over the past 10 years, ED has outperformed EIX with an annualized return of 9.33%, while EIX has yielded a comparatively lower 6.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%December2024FebruaryMarchAprilMay
2,729.48%
1,825.88%
ED
EIX

Compare stocks, funds, or ETFs

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


Consolidated Edison, Inc.

Edison International

Risk-Adjusted Performance

ED vs. EIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Edison International (EIX). 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.


ED
Sharpe ratio
The chart of Sharpe ratio for ED, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.004.000.06
Sortino ratio
The chart of Sortino ratio for ED, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.006.000.20
Omega ratio
The chart of Omega ratio for ED, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for ED, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for ED, currently valued at 0.14, compared to the broader market-10.000.0010.0020.0030.000.14
EIX
Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.004.000.26
Sortino ratio
The chart of Sortino ratio for EIX, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.006.000.55
Omega ratio
The chart of Omega ratio for EIX, currently valued at 1.06, compared to the broader market0.501.001.501.06
Calmar ratio
The chart of Calmar ratio for EIX, currently valued at 0.34, compared to the broader market0.002.004.006.000.34
Martin ratio
The chart of Martin ratio for EIX, currently valued at 0.73, compared to the broader market-10.000.0010.0020.0030.000.73

ED vs. EIX - Sharpe Ratio Comparison

The current ED Sharpe Ratio is 0.06, which is lower than the EIX Sharpe Ratio of 0.26. The chart below compares the 12-month rolling Sharpe Ratio of ED and EIX.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80December2024FebruaryMarchAprilMay
0.06
0.26
ED
EIX

Dividends

ED vs. EIX - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.41%, less than EIX's 4.20% yield.


TTM20232022202120202019201820172016201520142013
ED
Consolidated Edison, Inc.
3.41%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
EIX
Edison International
4.20%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%2.26%2.95%

Drawdowns

ED vs. EIX - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, roughly equal to the maximum EIX drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for ED and EIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.34%
0
ED
EIX

Volatility

ED vs. EIX - Volatility Comparison

Consolidated Edison, Inc. (ED) and Edison International (EIX) have volatilities of 5.56% and 5.70%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.56%
5.70%
ED
EIX

Financials

ED vs. EIX - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and Edison International. 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