EIX vs. LU

Last updated Apr 1, 2026

Compare and contrast key facts about Edison International (EIX) and Lufax Holding Ltd (LU).

Performance

EIX vs. LU - Performance Comparison

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

EIX vs. LU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EIX Edison International	23.72%	-20.42%	15.24%	17.37%	-2.58%	13.59%	13.31%
LU Lufax Holding Ltd	-26.95%	7.11%	-22.15%	-58.03%	-60.48%	-60.35%	10.51%

Fundamentals

Total Revenue (TTM) EIX : $18.09B LU : $31.92B
Gross Profit (TTM) EIX : $8.20B LU : $13.50B
EBITDA (TTM) EIX : $8.75B LU : -$1.26B

Returns By Period

In the year-to-date period, EIX achieves a 23.72% return, which is significantly higher than LU's -26.95% return.

EIX

• 1D: 1.87%
• 1M: -2.09%
• YTD: 23.72%
• 6M: 36.39%
• 1Y: 32.00%
• 3Y*: 5.90%
• 5Y*: 9.45%
• 10Y*: 4.32%

LU

• 1D: 5.06%
• 1M: -28.08%
• YTD: -26.95%
• 6M: -53.94%
• 1Y: -37.04%
• 3Y*: -37.59%
• 5Y*: -47.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EIX vs. LU — Risk / Return Rank

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

EIX

EIX Risk / Return Rank: 75
EIX Sharpe Ratio Rank: 78
EIX Sortino Ratio Rank: 70
EIX Omega Ratio Rank: 70
EIX Calmar Ratio Rank: 77
EIX Martin Ratio Rank: 79

LU

LU Risk / Return Rank: 16
LU Sharpe Ratio Rank: 14
LU Sortino Ratio Rank: 14
LU Omega Ratio Rank: 16
LU Calmar Ratio Rank: 21
LU Martin Ratio Rank: 16

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. LU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and Lufax Holding Ltd (LU). 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	LU	Difference
Sharpe ratio Return per unit of total volatility	1.11	-0.66	+1.77
Sortino ratio Return per unit of downside risk	1.53	-0.80	+2.33
Omega ratio Gain probability vs. loss probability	1.21	0.91	+0.30
Calmar ratio Return relative to maximum drawdown	1.86	-0.62	+2.48
Martin ratio Return relative to average drawdown	5.32	-1.28	+6.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIX vs. LU - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 1.11, which is higher than the LU Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of EIX and LU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EIX	LU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	-0.66	+1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	-0.60	+0.97
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	-0.55	+0.87

Correlation

The correlation between EIX and LU is 0.07, 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.

Dividends

EIX vs. LU - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.59%, while LU has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EIX Edison International	4.59%	5.51%	2.93%	4.19%	4.46%	3.94%	4.10%	3.28%	4.28%	3.53%	2.75%	2.93%
LU Lufax Holding Ltd	0.00%	0.00%	0.00%	11.60%	26.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EIX vs. LU - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, smaller than the maximum LU drawdown of -97.25%. Use the drawdown chart below to compare losses from any high point for EIX and LU.

Drawdown Indicators

	EIX	LU	Difference
Max Drawdown Largest peak-to-trough decline	-72.18%	-97.25%	+25.07%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	-59.55%	+41.43%
Max Drawdown (5Y) Largest decline over 5 years	-43.88%	-96.32%	+52.44%
Max Drawdown (10Y) Largest decline over 10 years	-43.88%	—	—
Current Drawdown Current decline from peak	-11.04%	-97.12%	+86.08%
Average Drawdown Average peak-to-trough decline	-15.03%	-79.63%	+64.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.33%	28.68%	-22.35%

Volatility

EIX vs. LU - Volatility Comparison

The current volatility for Edison International (EIX) is 6.78%, while Lufax Holding Ltd (LU) has a volatility of 15.15%. This indicates that EIX experiences smaller price fluctuations and is considered to be less risky than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIX	LU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	15.15%	-8.37%
Volatility (6M) Calculated over the trailing 6-month period	17.18%	39.88%	-22.70%
Volatility (1Y) Calculated over the trailing 1-year period	28.91%	56.42%	-27.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.32%	80.32%	-55.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.96%	80.49%	-52.53%

Financials