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ED vs. SLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ED vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Edison, Inc. (ED) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ED achieves a 10.24% return, which is significantly higher than SLV's -4.86% return. Over the past 10 years, ED has underperformed SLV with an annualized return of 7.01%, while SLV has yielded a comparatively higher 13.99% annualized return.


ED

1D
0.84%
1M
1.49%
YTD
10.24%
6M
12.27%
1Y
7.29%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%

SLV

1D
0.77%
1M
-22.76%
YTD
-4.86%
6M
9.25%
1Y
85.39%
3Y*
41.27%
5Y*
18.83%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ED vs. SLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ED
Consolidated Edison, Inc.
10.24%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%
SLV
iShares Silver Trust
-4.86%144.66%20.89%-1.09%2.37%-12.45%47.30%14.88%-9.19%5.82%

Correlation

The correlation between ED and SLV is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2006

0.08

The correlation between ED and SLV shifts across timeframes, from -0.03 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ED vs. SLV — Risk / Return Rank

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

ED
ED Risk / Return Rank: 5555
Overall Rank
ED Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4949
Sortino Ratio Rank
ED Omega Ratio Rank: 4747
Omega Ratio Rank
ED Calmar Ratio Rank: 6060
Calmar Ratio Rank
ED Martin Ratio Rank: 6060
Martin Ratio Rank

SLV
SLV Risk / Return Rank: 4242
Overall Rank
SLV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SLV Sortino Ratio Rank: 3838
Sortino Ratio Rank
SLV Omega Ratio Rank: 5353
Omega Ratio Rank
SLV Calmar Ratio Rank: 4343
Calmar Ratio Rank
SLV Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ED vs. SLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and iShares Silver Trust (SLV). 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.


EDSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.08

1.29

-0.21

Calmar ratioReturn relative to maximum drawdown

0.76

1.89

-1.13

Martin ratioReturn relative to average drawdown

1.59

4.10

-2.51

ED vs. SLV - Sharpe Ratio Comparison

The current ED Sharpe Ratio is 0.44, which is lower than the SLV Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ED and SLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ED vs. SLV - Drawdown Comparison

The maximum ED drawdown since its inception was -78.90%, roughly equal to the maximum SLV drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for ED and SLV.


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Drawdown Indicators


EDSLVDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-76.28%

-2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-45.40%

+35.77%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-45.40%

+28.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-45.40%

+23.37%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-45.40%

+14.49%

Current Drawdown

Current decline from peak

-5.91%

-41.96%

+36.05%

Average Drawdown

Average peak-to-trough decline

-13.24%

-44.66%

+31.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

20.88%

-16.29%

Volatility

ED vs. SLV - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 5.98%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

16.34%

-10.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

59.10%

-46.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

59.82%

-43.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

36.46%

-17.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

32.00%

-10.99%

Dividends

ED vs. SLV - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.23%, while SLV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ED and SLV have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLV has higher volatility (16.34%) compared to ED (5.98%). In terms of maximum drawdown, ED dropped -78.90% vs SLV's -76.28%.

SLV currently has the higher Sharpe Ratio (1.44 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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