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

Performance

ED vs. V - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.54%
11.98%
ED
V

Returns By Period

In the year-to-date period, ED achieves a 11.39% return, which is significantly lower than V's 18.97% return. Over the past 10 years, ED has underperformed V with an annualized return of 8.54%, while V has yielded a comparatively higher 17.93% annualized return.


ED

YTD

11.39%

1M

-7.09%

6M

3.54%

1Y

11.98%

5Y (annualized)

6.44%

10Y (annualized)

8.54%

V

YTD

18.97%

1M

7.37%

6M

11.98%

1Y

22.80%

5Y (annualized)

12.19%

10Y (annualized)

17.93%

Fundamentals


EDV
Market Cap$33.91B$594.85B
EPS$5.32$9.74
PE Ratio18.4031.56
PEG Ratio8.671.92
Total Revenue (TTM)$15.04B$35.93B
Gross Profit (TTM)$8.46B$28.64B
EBITDA (TTM)$5.88B$25.81B

Key characteristics


EDV
Sharpe Ratio0.701.45
Sortino Ratio1.071.96
Omega Ratio1.131.28
Calmar Ratio1.041.92
Martin Ratio2.644.88
Ulcer Index4.34%4.90%
Daily Std Dev16.43%16.53%
Max Drawdown-74.02%-51.90%
Current Drawdown-8.08%-1.53%

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Correlation

-0.50.00.51.00.2

The correlation between ED and V is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

ED vs. V - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Visa Inc. (V). 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 0.70, compared to the broader market-4.00-2.000.002.004.000.701.45
The chart of Sortino ratio for ED, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.071.96
The chart of Omega ratio for ED, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.28
The chart of Calmar ratio for ED, currently valued at 1.04, compared to the broader market0.002.004.006.001.041.92
The chart of Martin ratio for ED, currently valued at 2.64, compared to the broader market-10.000.0010.0020.0030.002.644.88
ED
V

The current ED Sharpe Ratio is 0.70, which is lower than the V Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ED and V, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.70
1.45
ED
V

Dividends

ED vs. V - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.39%, more than V's 0.70% yield.


TTM20232022202120202019201820172016201520142013
ED
Consolidated Edison, Inc.
3.39%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%
V
Visa Inc.
0.70%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%

Drawdowns

ED vs. V - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for ED and V. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.08%
-1.53%
ED
V

Volatility

ED vs. V - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 4.89%, while Visa Inc. (V) has a volatility of 6.04%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.89%
6.04%
ED
V

Financials

ED vs. V - Financials Comparison

This section allows you to compare key financial metrics between Consolidated Edison, Inc. and Visa Inc.. 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