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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.17%
1.62%
EIX
ED

Returns By Period

In the year-to-date period, EIX achieves a 20.79% return, which is significantly higher than ED's 9.75% return. Over the past 10 years, EIX has underperformed ED with an annualized return of 7.05%, while ED has yielded a comparatively higher 8.43% annualized return.


EIX

YTD

20.79%

1M

-2.05%

6M

11.88%

1Y

32.41%

5Y (annualized)

8.64%

10Y (annualized)

7.05%

ED

YTD

9.75%

1M

-8.89%

6M

1.00%

1Y

9.28%

5Y (annualized)

5.95%

10Y (annualized)

8.43%

Fundamentals


EIXED
Market Cap$32.04B$33.62B
EPS$3.42$5.32
PE Ratio24.2018.24
PEG Ratio1.378.36
Total Revenue (TTM)$17.32B$10.94B
Gross Profit (TTM)$6.50B$6.20B
EBITDA (TTM)$6.09B$3.72B

Key characteristics


EIXED
Sharpe Ratio1.890.63
Sortino Ratio2.690.98
Omega Ratio1.331.12
Calmar Ratio2.820.93
Martin Ratio7.562.43
Ulcer Index4.46%4.23%
Daily Std Dev17.89%16.41%
Max Drawdown-72.18%-74.02%
Current Drawdown-3.75%-9.43%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.63
The chart of Sortino ratio for EIX, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.690.98
The chart of Omega ratio for EIX, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.12
The chart of Calmar ratio for EIX, currently valued at 2.82, compared to the broader market0.002.004.006.002.820.93
The chart of Martin ratio for EIX, currently valued at 7.56, compared to the broader market0.0010.0020.0030.007.562.43
EIX
ED

The current EIX Sharpe Ratio is 1.89, which is higher than the ED Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EIX and ED, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.89
0.63
EIX
ED

Dividends

EIX vs. ED - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 3.73%, more than ED's 3.44% yield.


TTM20232022202120202019201820172016201520142013
EIX
Edison International
3.73%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%
ED
Consolidated Edison, Inc.
3.44%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.75%
-9.43%
EIX
ED

Volatility

EIX vs. ED - Volatility Comparison

Edison International (EIX) has a higher volatility of 5.27% compared to Consolidated Edison, Inc. (ED) at 4.83%. 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.27%
4.83%
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