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

Correlation

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.


-0.50.00.51.00.6

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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-0.35%
4.89%
ED
SO

Key characteristics

Sharpe Ratio

ED:

0.26

SO:

1.40

Sortino Ratio

ED:

0.49

SO:

2.07

Omega Ratio

ED:

1.06

SO:

1.25

Calmar Ratio

ED:

0.25

SO:

1.78

Martin Ratio

ED:

0.67

SO:

5.06

Ulcer Index

ED:

6.41%

SO:

4.68%

Daily Std Dev

ED:

16.42%

SO:

16.89%

Max Drawdown

ED:

-74.02%

SO:

-38.43%

Current Drawdown

ED:

-13.39%

SO:

-10.16%

Fundamentals

Market Cap

ED:

$31.26B

SO:

$90.22B

EPS

ED:

$5.32

SO:

$4.29

PE Ratio

ED:

16.96

SO:

19.19

PEG Ratio

ED:

8.67

SO:

2.85

Total Revenue (TTM)

ED:

$11.59B

SO:

$20.38B

Gross Profit (TTM)

ED:

$6.73B

SO:

$8.33B

EBITDA (TTM)

ED:

$4.16B

SO:

$10.56B

Returns By Period

In the year-to-date period, ED achieves a 3.35% return, which is significantly higher than SO's 1.91% return. Over the past 10 years, ED has underperformed SO with an annualized return of 6.79%, while SO has yielded a comparatively higher 9.71% annualized return.


ED

YTD

3.35%

1M

1.52%

6M

-0.35%

1Y

5.44%

5Y*

4.21%

10Y*

6.79%

SO

YTD

1.91%

1M

0.73%

6M

4.89%

1Y

24.91%

5Y*

8.78%

10Y*

9.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ED vs. SO — 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 5353
Overall Rank
The Sharpe Ratio Rank of ED is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ED is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ED is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ED is 5656
Martin Ratio Rank

SO
The Risk-Adjusted Performance Rank of SO is 8383
Overall Rank
The Sharpe Ratio Rank of SO is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SO is 8282
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. 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 0.26, compared to the broader market-2.000.002.000.261.40
The chart of Sortino ratio for ED, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.006.000.492.07
The chart of Omega ratio for ED, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.25
The chart of Calmar ratio for ED, currently valued at 0.25, compared to the broader market0.002.004.006.000.251.78
The chart of Martin ratio for ED, currently valued at 0.67, compared to the broader market-10.000.0010.0020.0030.000.675.06
ED
SO

The current ED Sharpe Ratio is 0.26, which is lower than the SO Sharpe Ratio of 1.40. 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.26
1.40
ED
SO

Dividends

ED vs. SO - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.60%, more than SO's 3.41% yield.


TTM20242023202220212020201920182017201620152014
ED
Consolidated Edison, Inc.
3.60%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
SO
The Southern Company
3.41%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.39%
-10.16%
ED
SO

Volatility

ED vs. SO - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 4.50%, while The Southern Company (SO) has a volatility of 5.61%. 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%3.50%4.00%4.50%5.00%5.50%6.00%6.50%AugustSeptemberOctoberNovemberDecember2025
4.50%
5.61%
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
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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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