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

Correlation

The correlation between EIX and LEXCX is 0.40, 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.


-0.50.00.51.00.4

Performance

EIX vs. LEXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edison International (EIX) and Voya Corporate Leaders Trust Fund (LEXCX). 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%
-2.54%
EIX
LEXCX

Key characteristics

Sharpe Ratio

EIX:

0.90

LEXCX:

0.09

Sortino Ratio

EIX:

1.36

LEXCX:

0.22

Omega Ratio

EIX:

1.16

LEXCX:

1.03

Calmar Ratio

EIX:

1.35

LEXCX:

0.10

Martin Ratio

EIX:

3.38

LEXCX:

0.29

Ulcer Index

EIX:

4.78%

LEXCX:

4.00%

Daily Std Dev

EIX:

17.88%

LEXCX:

12.58%

Max Drawdown

EIX:

-72.18%

LEXCX:

-50.42%

Current Drawdown

EIX:

-11.80%

LEXCX:

-11.29%

Returns By Period

In the year-to-date period, EIX achieves a 12.49% return, which is significantly higher than LEXCX's 1.67% return. Over the past 10 years, EIX has underperformed LEXCX with an annualized return of 5.78%, while LEXCX has yielded a comparatively higher 8.62% annualized return.


EIX

YTD

12.49%

1M

-9.00%

6M

10.60%

1Y

18.22%

5Y*

5.23%

10Y*

5.78%

LEXCX

YTD

1.67%

1M

-6.67%

6M

-2.54%

1Y

2.72%

5Y*

9.93%

10Y*

8.62%

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Risk-Adjusted Performance

EIX vs. LEXCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and Voya Corporate Leaders Trust Fund (LEXCX). 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-4.00-2.000.002.000.900.09
The chart of Sortino ratio for EIX, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.360.22
The chart of Omega ratio for EIX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.03
The chart of Calmar ratio for EIX, currently valued at 1.35, compared to the broader market0.002.004.006.001.350.10
The chart of Martin ratio for EIX, currently valued at 3.38, compared to the broader market0.0010.0020.003.380.29
EIX
LEXCX

The current EIX Sharpe Ratio is 0.90, which is higher than the LEXCX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EIX and LEXCX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.90
0.09
EIX
LEXCX

Dividends

EIX vs. LEXCX - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.00%, more than LEXCX's 1.61% 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%
LEXCX
Voya Corporate Leaders Trust Fund
1.61%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%1.53%

Drawdowns

EIX vs. LEXCX - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than LEXCX's maximum drawdown of -50.42%. Use the drawdown chart below to compare losses from any high point for EIX and LEXCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.80%
-11.29%
EIX
LEXCX

Volatility

EIX vs. LEXCX - Volatility Comparison

Edison International (EIX) has a higher volatility of 4.84% compared to Voya Corporate Leaders Trust Fund (LEXCX) at 3.71%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than LEXCX 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%
3.71%
EIX
LEXCX
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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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