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

Correlation

The correlation between EIX and KO is 0.33, 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.


-0.50.00.51.00.3

Performance

EIX vs. KO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.97%
0.93%
EIX
KO

Key characteristics

Sharpe Ratio

EIX:

0.90

KO:

0.73

Sortino Ratio

EIX:

1.36

KO:

1.11

Omega Ratio

EIX:

1.16

KO:

1.13

Calmar Ratio

EIX:

1.35

KO:

0.63

Martin Ratio

EIX:

3.38

KO:

1.87

Ulcer Index

EIX:

4.78%

KO:

5.03%

Daily Std Dev

EIX:

17.88%

KO:

12.95%

Max Drawdown

EIX:

-72.18%

KO:

-68.21%

Current Drawdown

EIX:

-11.80%

KO:

-13.22%

Fundamentals

Market Cap

EIX:

$31.17B

KO:

$273.11B

EPS

EIX:

$3.42

KO:

$2.41

PE Ratio

EIX:

23.54

KO:

26.31

PEG Ratio

EIX:

1.32

KO:

2.64

Total Revenue (TTM)

EIX:

$17.32B

KO:

$46.37B

Gross Profit (TTM)

EIX:

$6.50B

KO:

$28.02B

EBITDA (TTM)

EIX:

$6.83B

KO:

$15.46B

Returns By Period

In the year-to-date period, EIX achieves a 12.49% return, which is significantly higher than KO's 9.21% return. Over the past 10 years, EIX has underperformed KO with an annualized return of 5.78%, while KO has yielded a comparatively higher 7.33% annualized return.


EIX

YTD

12.49%

1M

-9.00%

6M

10.60%

1Y

18.22%

5Y*

5.23%

10Y*

5.78%

KO

YTD

9.21%

1M

0.53%

6M

1.89%

1Y

11.71%

5Y*

5.83%

10Y*

7.33%

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Risk-Adjusted Performance

EIX vs. KO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and The Coca-Cola Company (KO). 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 0.90, compared to the broader market-4.00-2.000.002.000.900.73
The chart of Sortino ratio for EIX, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.361.11
The chart of Omega ratio for EIX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.13
The chart of Calmar ratio for EIX, currently valued at 1.35, compared to the broader market0.002.004.006.001.350.63
The chart of Martin ratio for EIX, currently valued at 3.38, compared to the broader market0.0010.0020.003.381.87
EIX
KO

The current EIX Sharpe Ratio is 0.90, which is comparable to the KO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EIX and KO, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.90
0.73
EIX
KO

Dividends

EIX vs. KO - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.00%, more than KO's 3.11% yield.


TTM20232022202120202019201820172016201520142013
EIX
Edison International
4.00%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%
KO
The Coca-Cola Company
3.11%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Drawdowns

EIX vs. KO - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than KO's maximum drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for EIX and KO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.80%
-13.22%
EIX
KO

Volatility

EIX vs. KO - Volatility Comparison

Edison International (EIX) has a higher volatility of 4.84% compared to The Coca-Cola Company (KO) at 4.38%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than KO 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%JulyAugustSeptemberOctoberNovemberDecember
4.84%
4.38%
EIX
KO

Financials

EIX vs. KO - Financials Comparison

This section allows you to compare key financial metrics between Edison International and The Coca-Cola Company. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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