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ED vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ED and VOO is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

ED vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consolidated Edison, Inc. (ED) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
302.92%
557.08%
ED
VOO

Key characteristics

Sharpe Ratio

ED:

1.22

VOO:

0.54

Sortino Ratio

ED:

1.84

VOO:

0.88

Omega Ratio

ED:

1.22

VOO:

1.13

Calmar Ratio

ED:

1.33

VOO:

0.55

Martin Ratio

ED:

3.21

VOO:

2.27

Ulcer Index

ED:

7.21%

VOO:

4.55%

Daily Std Dev

ED:

18.95%

VOO:

19.19%

Max Drawdown

ED:

-74.02%

VOO:

-33.99%

Current Drawdown

ED:

-2.52%

VOO:

-9.90%

Returns By Period

In the year-to-date period, ED achieves a 24.89% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, ED has underperformed VOO with an annualized return of 9.87%, while VOO has yielded a comparatively higher 12.07% annualized return.


ED

YTD

24.89%

1M

2.78%

6M

7.46%

1Y

21.45%

5Y*

9.98%

10Y*

9.87%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

ED vs. VOO — 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 8484
Overall Rank
The Sharpe Ratio Rank of ED is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ED is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ED is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ED is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ED is 8080
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for ED, currently valued at 1.22, compared to the broader market-2.00-1.000.001.002.003.00
ED: 1.22
VOO: 0.54
The chart of Sortino ratio for ED, currently valued at 1.84, compared to the broader market-6.00-4.00-2.000.002.004.00
ED: 1.84
VOO: 0.88
The chart of Omega ratio for ED, currently valued at 1.22, compared to the broader market0.501.001.502.00
ED: 1.22
VOO: 1.13
The chart of Calmar ratio for ED, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.00
ED: 1.33
VOO: 0.55
The chart of Martin ratio for ED, currently valued at 3.21, compared to the broader market-5.000.005.0010.0015.0020.00
ED: 3.21
VOO: 2.27

The current ED Sharpe Ratio is 1.22, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ED and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.22
0.54
ED
VOO

Dividends

ED vs. VOO - Dividend Comparison

ED's dividend yield for the trailing twelve months is around 3.02%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
ED
Consolidated Edison, Inc.
3.02%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ED vs. VOO - Drawdown Comparison

The maximum ED drawdown since its inception was -74.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ED and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.52%
-9.90%
ED
VOO

Volatility

ED vs. VOO - Volatility Comparison

The current volatility for Consolidated Edison, Inc. (ED) is 7.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.62%
13.96%
ED
VOO