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ED vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ED and SCHD is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

ED vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Edison, Inc. (ED) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
217.71%
370.37%
ED
SCHD

Key characteristics

Sharpe Ratio

ED:

1.28

SCHD:

0.23

Sortino Ratio

ED:

1.91

SCHD:

0.43

Omega Ratio

ED:

1.23

SCHD:

1.06

Calmar Ratio

ED:

1.39

SCHD:

0.23

Martin Ratio

ED:

3.36

SCHD:

0.84

Ulcer Index

ED:

7.21%

SCHD:

4.38%

Daily Std Dev

ED:

18.94%

SCHD:

15.99%

Max Drawdown

ED:

-74.02%

SCHD:

-33.37%

Current Drawdown

ED:

-1.77%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, ED achieves a 25.84% return, which is significantly higher than SCHD's -5.04% return. Both investments have delivered pretty close results over the past 10 years, with ED having a 10.06% annualized return and SCHD not far ahead at 10.35%.


ED

YTD

25.84%

1M

5.44%

6M

5.85%

1Y

23.27%

5Y*

10.16%

10Y*

10.06%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

ED vs. SCHD — Risk-Adjusted Performance Rank

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

ED
The Risk-Adjusted Performance Rank of ED is 8585
Overall Rank
The Sharpe Ratio Rank of ED is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ED is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ED is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ED is 8181
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ED vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for ED, currently valued at 1.28, compared to the broader market-2.00-1.000.001.002.003.00
ED: 1.28
SCHD: 0.23
The chart of Sortino ratio for ED, currently valued at 1.91, compared to the broader market-6.00-4.00-2.000.002.004.00
ED: 1.91
SCHD: 0.43
The chart of Omega ratio for ED, currently valued at 1.23, compared to the broader market0.501.001.502.00
ED: 1.23
SCHD: 1.06
The chart of Calmar ratio for ED, currently valued at 1.39, compared to the broader market0.001.002.003.004.005.00
ED: 1.39
SCHD: 0.23
The chart of Martin ratio for ED, currently valued at 3.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ED: 3.36
SCHD: 0.84

The current ED Sharpe Ratio is 1.28, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ED and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.28
0.23
ED
SCHD

Dividends

ED vs. SCHD - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.00%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
ED
Consolidated Edison, Inc.
3.00%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ED vs. SCHD - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ED and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.77%
-11.33%
ED
SCHD

Volatility

ED vs. SCHD - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 7.74%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.25%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.74%
11.25%
ED
SCHD