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ED vs. SO
Performance
Return for Risk
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.

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ED vs. SO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ED
Consolidated Edison, Inc.
14.85%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%
SO
The Southern Company
11.56%9.47%21.72%2.21%8.24%16.34%0.63%51.65%-3.75%2.42%

Fundamentals

Market Cap

ED:

$40.99B

SO:

$107.04B

EPS

ED:

$5.59

SO:

$3.92

PE Ratio

ED:

20.26

SO:

24.64

PEG Ratio

ED:

1.44

SO:

1.53

PS Ratio

ED:

2.42

SO:

3.62

PB Ratio

ED:

1.69

SO:

2.97

Total Revenue (TTM)

ED:

$16.92B

SO:

$29.55B

Gross Profit (TTM)

ED:

$10.49B

SO:

$22.08B

EBITDA (TTM)

ED:

$6.84B

SO:

$7.26B

Returns By Period

In the year-to-date period, ED achieves a 14.85% return, which is significantly higher than SO's 11.56% return. Over the past 10 years, ED has underperformed SO with an annualized return of 7.72%, while SO has yielded a comparatively higher 10.97% annualized return.


ED

1D
-0.19%
1M
0.59%
YTD
14.85%
6M
14.42%
1Y
5.76%
3Y*
9.45%
5Y*
12.69%
10Y*
7.72%

SO

1D
-0.42%
1M
-0.88%
YTD
11.56%
6M
3.49%
1Y
8.42%
3Y*
15.56%
5Y*
13.29%
10Y*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ED vs. SO — Risk / Return Rank

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

ED
ED Risk / Return Rank: 5050
Overall Rank
ED Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4545
Sortino Ratio Rank
ED Omega Ratio Rank: 4343
Omega Ratio Rank
ED Calmar Ratio Rank: 5555
Calmar Ratio Rank
ED Martin Ratio Rank: 5252
Martin Ratio Rank

SO
SO Risk / Return Rank: 5555
Overall Rank
SO Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SO Sortino Ratio Rank: 5151
Sortino Ratio Rank
SO Omega Ratio Rank: 4949
Omega Ratio Rank
SO Calmar Ratio Rank: 5757
Calmar Ratio Rank
SO Martin Ratio Rank: 5858
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. SO - Risk-Adjusted Trends 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.


EDSODifference

Sharpe ratio

Return per unit of total volatility

0.32

0.51

-0.19

Sortino ratio

Return per unit of downside risk

0.55

0.81

-0.26

Omega ratio

Gain probability vs. loss probability

1.07

1.10

-0.03

Calmar ratio

Return relative to maximum drawdown

0.53

0.63

-0.10

Martin ratio

Return relative to average drawdown

0.87

1.53

-0.66

ED vs. SO - Sharpe Ratio Comparison

The current ED Sharpe Ratio is 0.32, which is lower than the SO Sharpe Ratio of 0.51. 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.


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Sharpe Ratios by Period


EDSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.51

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.72

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.50

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.63

-0.26

Correlation

The correlation between ED and SO is 0.61, 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.


Dividends

ED vs. SO - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.04%, which matches SO's 3.07% yield.


TTM20252024202320222021202020192018201720162015
ED
Consolidated Edison, Inc.
3.04%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%
SO
The Southern Company
3.07%3.37%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%

Drawdowns

ED vs. SO - Drawdown Comparison

The maximum ED drawdown since its inception was -78.90%, 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.


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Drawdown Indicators


EDSODifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

-38.43%

-40.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-14.99%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-23.28%

+1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-38.43%

+7.52%

Current Drawdown

Current decline from peak

-1.97%

-2.61%

+0.64%

Average Drawdown

Average peak-to-trough decline

-13.27%

-6.88%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

6.14%

+2.54%

Volatility

ED vs. SO - Volatility Comparison

Consolidated Edison, Inc. (ED) and The Southern Company (SO) have volatilities of 4.86% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDSODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.89%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

12.17%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.29%

16.68%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

18.47%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

21.90%

-0.88%

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


3.00B4.00B5.00B6.00B7.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.00B
6.98B
(ED) Total Revenue
(SO) Total Revenue
Values in USD except per share items