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ED vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

ED vs. USD=X - Performance Comparison

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

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Returns By Period


ED

1D
0.84%
1M
2.26%
YTD
10.24%
6M
12.27%
1Y
7.08%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ED vs. USD=X - 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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

ED vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and USD Cash (USD=X). 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.


EDUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.76

Martin ratioReturn relative to average drawdown

1.59

ED vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

ED vs. USD=X - Drawdown Comparison

The maximum ED drawdown since its inception was -78.90%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ED and USD=X.


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Drawdown Indicators


EDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-78.90%

0.00%

-78.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

0.00%

-9.63%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

0.00%

-17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

0.00%

-22.03%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

0.00%

-30.91%

Current Drawdown

Current decline from peak

-5.91%

0.00%

-5.91%

Average Drawdown

Average peak-to-trough decline

-13.24%

0.00%

-13.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

0.00%

+4.59%

Volatility

ED vs. USD=X - Volatility Comparison

Consolidated Edison, Inc. (ED) has a higher volatility of 5.98% compared to USD Cash (USD=X) at 0.00%. This indicates that ED's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

0.00%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

0.00%

+12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

0.00%

+16.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

0.00%

+18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

0.00%

+21.01%

Frequently Asked Questions


ED has higher volatility (5.98%) compared to USD=X (0.00%). In terms of maximum drawdown, ED dropped -78.90% vs USD=X's 0.00%.

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Find the right allocation for ED and USD=X

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