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

Correlation

The correlation between ED and SCHD is 0.36, 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.


-0.50.00.51.00.4

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.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.34%
7.85%
ED
SCHD

Key characteristics

Sharpe Ratio

ED:

0.26

SCHD:

1.20

Sortino Ratio

ED:

0.48

SCHD:

1.76

Omega Ratio

ED:

1.06

SCHD:

1.21

Calmar Ratio

ED:

0.26

SCHD:

1.69

Martin Ratio

ED:

0.81

SCHD:

5.86

Ulcer Index

ED:

5.32%

SCHD:

2.30%

Daily Std Dev

ED:

16.59%

SCHD:

11.25%

Max Drawdown

ED:

-74.02%

SCHD:

-33.37%

Current Drawdown

ED:

-15.45%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, ED achieves a 2.46% return, which is significantly lower than SCHD's 11.54% return. Over the past 10 years, ED has underperformed SCHD with an annualized return of 7.02%, while SCHD has yielded a comparatively higher 10.86% annualized return.


ED

YTD

2.46%

1M

-8.02%

6M

1.34%

1Y

4.48%

5Y*

3.61%

10Y*

7.02%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ED, currently valued at 0.26, compared to the broader market-4.00-2.000.002.000.261.20
The chart of Sortino ratio for ED, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.481.76
The chart of Omega ratio for ED, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.21
The chart of Calmar ratio for ED, currently valued at 0.26, compared to the broader market0.002.004.006.000.261.69
The chart of Martin ratio for ED, currently valued at 0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.000.815.86
ED
SCHD

The current ED Sharpe Ratio is 0.26, which is lower than the SCHD Sharpe Ratio of 1.20. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.26
1.20
ED
SCHD

Dividends

ED vs. SCHD - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.69%, more than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
ED
Consolidated Edison, Inc.
3.69%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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%JulyAugustSeptemberOctoberNovemberDecember
-15.45%
-6.72%
ED
SCHD

Volatility

ED vs. SCHD - Volatility Comparison

Consolidated Edison, Inc. (ED) has a higher volatility of 5.32% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.32%
3.88%
ED
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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