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

Key characteristics


EIXED
YTD Return0.65%4.42%
1Y Return1.87%-1.61%
3Y Return (Ann)11.34%10.95%
5Y Return (Ann)6.79%5.90%
10Y Return (Ann)6.09%8.93%
Sharpe Ratio0.04-0.16
Daily Std Dev20.92%17.35%
Max Drawdown-72.18%-74.02%
Current Drawdown-1.66%-2.84%

Fundamentals


EIXED
Market Cap$26.90B$31.73B
EPS$3.11$7.21
PE Ratio22.4912.73
PEG Ratio0.732.55
Revenue (TTM)$16.34B$14.66B
Gross Profit (TTM)$9.41B$7.69B
EBITDA (TTM)$5.97B$5.11B

Correlation

-0.50.00.51.00.5

The correlation between EIX and ED is 0.54, 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.

Performance

EIX vs. ED - Performance Comparison

In the year-to-date period, EIX achieves a 0.65% return, which is significantly lower than ED's 4.42% return. Over the past 10 years, EIX has underperformed ED with an annualized return of 6.09%, while ED has yielded a comparatively higher 8.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.44%
9.60%
EIX
ED

Compare stocks, funds, or ETFs

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Edison International

Consolidated Edison, Inc.

Risk-Adjusted Performance

EIX vs. ED - Risk-Adjusted Performance 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.


EIX
Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at 0.04, compared to the broader market-2.00-1.000.001.002.003.004.000.04
Sortino ratio
The chart of Sortino ratio for EIX, currently valued at 0.21, compared to the broader market-4.00-2.000.002.004.006.000.21
Omega ratio
The chart of Omega ratio for EIX, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for EIX, currently valued at 0.05, compared to the broader market0.002.004.006.000.05
Martin ratio
The chart of Martin ratio for EIX, currently valued at 0.11, compared to the broader market0.0010.0020.0030.000.11
ED
Sharpe ratio
The chart of Sharpe ratio for ED, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.004.00-0.16
Sortino ratio
The chart of Sortino ratio for ED, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.006.00-0.11
Omega ratio
The chart of Omega ratio for ED, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for ED, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for ED, currently valued at -0.39, compared to the broader market0.0010.0020.0030.00-0.39

EIX vs. ED - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 0.04, which is higher than the ED Sharpe Ratio of -0.16. The chart below compares the 12-month rolling Sharpe Ratio of EIX and ED.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80NovemberDecember2024FebruaryMarchApril
0.04
-0.16
EIX
ED

Dividends

EIX vs. ED - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.27%, more than ED's 3.46% yield.


TTM20232022202120202019201820172016201520142013
EIX
Edison International
4.27%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%2.26%2.95%
ED
Consolidated Edison, Inc.
3.46%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%

Drawdowns

EIX vs. ED - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, roughly equal to the maximum ED drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for EIX and ED. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.66%
-2.84%
EIX
ED

Volatility

EIX vs. ED - Volatility Comparison

Edison International (EIX) and Consolidated Edison, Inc. (ED) have volatilities of 6.16% and 6.08%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
6.16%
6.08%
EIX
ED

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



Values in USD except per share items