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EIX vs. ED
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EIX vs. ED - Performance Comparison

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

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Returns By Period

In the year-to-date period, EIX achieves a 23.54% return, which is significantly higher than ED's 9.41% return. Over the past 10 years, EIX has underperformed ED with an annualized return of 3.93%, while ED has yielded a comparatively higher 6.91% annualized return.


EIX

1D
0.43%
1M
1.43%
YTD
23.54%
6M
22.29%
1Y
54.05%
3Y*
7.30%
5Y*
10.69%
10Y*
3.93%

ED

1D
0.53%
1M
-1.49%
YTD
9.41%
6M
10.24%
1Y
9.41%
3Y*
9.31%
5Y*
11.62%
10Y*
6.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIX vs. ED - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIX
Edison International
23.54%-20.42%15.24%17.37%-2.58%13.59%-12.75%37.61%-6.65%-9.48%
ED
Consolidated Edison, Inc.
9.41%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%

Correlation

The correlation between EIX and ED is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1980

0.51

The correlation between EIX and ED shifts across timeframes, from 0.46 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EIX:

$27.80B

ED:

$38.96B

EPS

EIX:

$9.61

ED:

$5.94

PE Ratio

EIX:

7.51

ED:

17.99

PEG Ratio

EIX:

0.09

ED:

1.28

PS Ratio

EIX:

1.42

ED:

2.25

PB Ratio

EIX:

1.61

ED:

1.66

Total Revenue (TTM)

EIX:

$19.61B

ED:

$17.22B

Gross Profit (TTM)

EIX:

$4.27B

ED:

$11.62B

EBITDA (TTM)

EIX:

$6.48B

ED:

$8.47B

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Return for Risk

EIX vs. ED — Risk / Return Rank

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

EIX
EIX Risk / Return Rank: 9090
Overall Rank
EIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
EIX Omega Ratio Rank: 8787
Omega Ratio Rank
EIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
EIX Martin Ratio Rank: 9292
Martin Ratio Rank

ED
ED Risk / Return Rank: 5858
Overall Rank
ED Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ED Sortino Ratio Rank: 5353
Sortino Ratio Rank
ED Omega Ratio Rank: 5050
Omega Ratio Rank
ED Calmar Ratio Rank: 6363
Calmar Ratio Rank
ED Martin Ratio Rank: 6262
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.

EIX vs. ED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and Consolidated Edison, Inc. (ED). 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.


EIXEDDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.36

1.10

+0.26

Calmar ratioReturn relative to maximum drawdown

5.23

0.98

+4.24

Martin ratioReturn relative to average drawdown

13.87

2.07

+11.80

EIX vs. ED - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 2.26, which is higher than the ED Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EIX and ED, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EIX vs. ED - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, smaller than the maximum ED drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for EIX and ED.


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Drawdown Indicators


EIXEDDifference

Max Drawdown

Largest peak-to-trough decline

-72.18%

-78.90%

+6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-9.63%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-43.88%

-17.36%

-26.52%

Max Drawdown (5Y)

Largest decline over 5 years

-43.88%

-22.03%

-21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-43.88%

-30.91%

-12.97%

Current Drawdown

Current decline from peak

-11.17%

-6.62%

-4.55%

Average Drawdown

Average peak-to-trough decline

-15.02%

-13.24%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

4.55%

-0.64%

Volatility

EIX vs. ED - Volatility Comparison

Edison International (EIX) has a higher volatility of 6.56% compared to Consolidated Edison, Inc. (ED) at 5.30%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIXEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

5.30%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

12.03%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

16.55%

+7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.43%

18.75%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.09%

21.02%

+7.07%

Dividends

EIX vs. ED - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.72%, more than ED's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ED
Consolidated Edison, Inc.
3.25%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%
EIX
Edison International
4.72%5.51%2.93%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%

Financials

EIX vs. ED - Financials Comparison

This section allows you to compare key financial metrics between Edison International and Consolidated Edison, 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


3.00B3.50B4.00B4.50B5.00B5.50B20222023202420252026
4.10B
5.10B
(EIX) Total Revenue
(ED) Total Revenue
Values in USD except per share items

EIX vs. ED - Profitability Comparison

The chart below illustrates the profitability comparison between Edison International and Consolidated Edison, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
81.5%
Portfolio components
EIX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Edison International reported a gross profit of 0.00 and revenue of 4.10B. Therefore, the gross margin over that period was 0.0%.

ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a gross profit of 4.15B and revenue of 5.10B. Therefore, the gross margin over that period was 81.5%.

EIX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Edison International reported an operating income of 1.07B and revenue of 4.10B, resulting in an operating margin of 26.2%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported an operating income of 1.18B and revenue of 5.10B, resulting in an operating margin of 23.1%.

EIX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Edison International reported a net income of 570.00M and revenue of 4.10B, resulting in a net margin of 13.9%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a net income of 924.00M and revenue of 5.10B, resulting in a net margin of 18.1%.


Frequently Asked Questions


EIX and ED have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EIX has higher volatility (6.56%) compared to ED (5.30%). In terms of maximum drawdown, EIX dropped -72.18% vs ED's -78.90%.

EIX currently has the higher Sharpe Ratio (2.26 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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