ED vs. SCHD
Compare and contrast key facts about Consolidated Edison, Inc. (ED) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
ED vs. SCHD - Performance Comparison
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ED vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 15.59% | 15.15% | 1.55% | -1.12% | 15.65% | 22.96% | -16.99% | 22.54% | -6.62% | 19.30% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, ED achieves a 15.59% return, which is significantly higher than SCHD's 12.17% return. Over the past 10 years, ED has underperformed SCHD with an annualized return of 7.79%, while SCHD has yielded a comparatively higher 12.25% annualized return.
ED
- 1D
- 0.64%
- 1M
- 1.65%
- YTD
- 15.59%
- 6M
- 17.92%
- 1Y
- 6.95%
- 3Y*
- 9.69%
- 5Y*
- 12.83%
- 10Y*
- 7.79%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
ED vs. SCHD — Risk / Return Rank
ED
SCHD
ED vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Schwab U.S. 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.
| ED | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.88 | -0.49 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.32 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.05 | -0.59 |
Martin ratioReturn relative to average drawdown | 0.74 | 3.55 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ED | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.88 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.74 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.84 | -0.47 |
Correlation
The correlation between ED and SCHD is 0.35, 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.
Dividends
ED vs. SCHD - Dividend Comparison
ED's dividend yield for the trailing twelve months is around 3.02%, less than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 3.02% | 3.42% | 3.72% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
ED vs. SCHD - Drawdown Comparison
The maximum ED drawdown since its inception was -78.90%, 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.
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Drawdown Indicators
| ED | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.90% | -33.37% | -45.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -12.74% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -16.85% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -30.91% | -33.37% | +2.46% |
Current DrawdownCurrent decline from peak | -1.34% | -3.43% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -3.34% | -9.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 3.75% | +4.93% |
Volatility
ED vs. SCHD - Volatility Comparison
Consolidated Edison, Inc. (ED) has a higher volatility of 4.89% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that ED's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ED | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 2.33% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 7.96% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 15.69% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.65% | 14.40% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 16.70% | +4.31% |