ED vs. IMO
ED (Consolidated Edison, Inc.) and IMO (Imperial Oil Limited) are both stocks. ED operates in Utilities - Regulated Electric (Utilities), while IMO operates in Oil & Gas Integrated (Energy). Over the past 10 years, ED returned 7.01%/yr vs 17.61%/yr for IMO. At a 0.13 correlation, their price movements are largely independent.
Performance
ED vs. IMO - Performance Comparison
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Returns By Period
In the year-to-date period, ED achieves a 10.24% return, which is significantly lower than IMO's 41.99% return. Over the past 10 years, ED has underperformed IMO with an annualized return of 7.01%, while IMO has yielded a comparatively higher 17.61% annualized return.
ED
- 1D
- 0.84%
- 1M
- 0.57%
- YTD
- 10.24%
- 6M
- 12.27%
- 1Y
- 7.08%
- 3Y*
- 9.08%
- 5Y*
- 10.68%
- 10Y*
- 7.01%
IMO
- 1D
- 0.26%
- 1M
- -7.93%
- YTD
- 41.99%
- 6M
- 33.35%
- 1Y
- 51.33%
- 3Y*
- 37.72%
- 5Y*
- 32.35%
- 10Y*
- 17.61%
ED vs. IMO - 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% |
IMO Imperial Oil Limited | 41.99% | 43.85% | 10.47% | 20.89% | 38.00% | 95.29% | -25.37% | 7.16% | -17.21% | -8.36% |
Correlation
The correlation between ED and IMO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 1986 | 0.13 |
Fundamentals
ED:
$39.26B
IMO:
$58.80B
ED:
$5.94
IMO:
$5.87
ED:
18.13
IMO:
20.67
ED:
1.29
IMO:
0.45
ED:
2.27
IMO:
1.30
ED:
1.67
IMO:
2.58
ED:
$17.22B
IMO:
$46.55B
ED:
$11.62B
IMO:
$7.69B
ED:
$8.47B
IMO:
$6.36B
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Return for Risk
ED vs. IMO — Risk / Return Rank
ED
IMO
ED vs. IMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Imperial Oil Limited (IMO). 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 | IMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.33 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.47 | -2.71 |
| Martin ratioReturn relative to average drawdown | 1.59 | 10.04 | -8.45 |
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Drawdowns
ED vs. IMO - Drawdown Comparison
The maximum ED drawdown since its inception was -78.90%, smaller than the maximum IMO drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for ED and IMO.
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Drawdown Indicators
| ED | IMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.90% | -84.82% | +5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -16.51% | +6.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -22.95% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -29.72% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -30.91% | -76.96% | +46.05% |
Current DrawdownCurrent decline from peak | -5.91% | -11.88% | +5.97% |
Average DrawdownAverage peak-to-trough decline | -13.24% | -21.19% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 5.69% | -1.10% |
Volatility
ED vs. IMO - Volatility Comparison
The current volatility for Consolidated Edison, Inc. (ED) is 5.98%, while Imperial Oil Limited (IMO) has a volatility of 9.97%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than IMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ED | IMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 9.97% | -3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.27% | 22.21% | -9.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 27.31% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 32.66% | -13.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 35.55% | -14.54% |
Dividends
ED vs. IMO - Dividend Comparison
ED's dividend yield for the trailing twelve months is around 3.23%, more than IMO's 1.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMO Imperial Oil Limited | 1.90% | 2.40% | 2.84% | 2.73% | 2.30% | 2.28% | 3.50% | 2.41% | 2.36% | 2.02% | 1.70% | 1.66% |
Financials
ED vs. IMO - Financials Comparison
This section allows you to compare key financial metrics between Consolidated Edison, Inc. and Imperial Oil Limited. 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. IMO - 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%.
IMO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a gross profit of 2.51B and revenue of 12.45B. Therefore, the gross margin over that period was 20.2%.
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%.
IMO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported an operating income of 1.23B and revenue of 12.45B, resulting in an operating margin of 9.9%.
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%.
IMO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Oil Limited reported a net income of 940.00M and revenue of 12.45B, resulting in a net margin of 7.6%.
Frequently Asked Questions
ED and IMO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMO has higher volatility (9.97%) compared to ED (5.98%). In terms of maximum drawdown, ED dropped -78.90% vs IMO's -84.82%.
IMO currently has the higher Sharpe Ratio (2.10 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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