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ED vs. SO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ED vs. SO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.36%
12.51%
ED
SO

Returns By Period

In the year-to-date period, ED achieves a 10.35% return, which is significantly lower than SO's 30.55% return. Over the past 10 years, ED has underperformed SO with an annualized return of 8.44%, while SO has yielded a comparatively higher 11.21% annualized return.


ED

YTD

10.35%

1M

-8.39%

6M

2.36%

1Y

10.39%

5Y (annualized)

6.08%

10Y (annualized)

8.44%

SO

YTD

30.55%

1M

-4.53%

6M

12.51%

1Y

31.82%

5Y (annualized)

11.47%

10Y (annualized)

11.21%

Fundamentals


EDSO
Market Cap$33.41B$96.10B
EPS$5.32$4.29
PE Ratio18.1320.45
PEG Ratio8.392.91
Total Revenue (TTM)$15.04B$26.43B
Gross Profit (TTM)$8.46B$12.64B
EBITDA (TTM)$5.88B$11.25B

Key characteristics


EDSO
Sharpe Ratio0.601.84
Sortino Ratio0.952.69
Omega Ratio1.111.32
Calmar Ratio0.902.54
Martin Ratio2.308.66
Ulcer Index4.31%3.60%
Daily Std Dev16.41%17.00%
Max Drawdown-74.02%-38.43%
Current Drawdown-8.93%-5.45%

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Correlation

-0.50.00.51.00.6

The correlation between ED and SO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

ED vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and The Southern Company (SO). 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 0.60, compared to the broader market-4.00-2.000.002.004.000.601.84
The chart of Sortino ratio for ED, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.952.69
The chart of Omega ratio for ED, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.32
The chart of Calmar ratio for ED, currently valued at 0.90, compared to the broader market0.002.004.006.000.902.54
The chart of Martin ratio for ED, currently valued at 2.30, compared to the broader market-10.000.0010.0020.0030.002.308.66
ED
SO

The current ED Sharpe Ratio is 0.60, which is lower than the SO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ED and SO, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.60
1.84
ED
SO

Dividends

ED vs. SO - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.42%, more than SO's 3.24% yield.


TTM20232022202120202019201820172016201520142013
ED
Consolidated Edison, Inc.
3.42%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
SO
The Southern Company
3.24%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.89%

Drawdowns

ED vs. SO - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for ED and SO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.93%
-5.45%
ED
SO

Volatility

ED vs. SO - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 4.71%, while The Southern Company (SO) has a volatility of 5.76%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.71%
5.76%
ED
SO

Financials

ED vs. SO - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and The Southern Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items