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EIX vs. LU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, EIX achieves a 23.54% return, which is significantly higher than LU's -51.17% return.


EIX

1D
0.43%
1M
1.43%
YTD
23.54%
6M
22.29%
1Y
54.05%
3Y*
7.30%
5Y*
10.69%
10Y*
3.93%

LU

1D
0.00%
1M
-23.78%
YTD
-51.17%
6M
-53.01%
1Y
-55.20%
3Y*
-19.18%
5Y*
-41.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIX vs. LU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EIX
Edison International
23.54%-20.42%15.24%17.37%-2.58%13.59%13.25%
LU
Lufax Holding Ltd
-51.17%7.11%73.97%-58.03%-60.48%-60.35%22.41%

Correlation

The correlation between EIX and LU is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2020

0.06

Fundamentals

Total Revenue (TTM)

EIX:

$19.61B

LU:

CN¥31.92B

Gross Profit (TTM)

EIX:

$4.27B

LU:

CN¥13.50B

EBITDA (TTM)

EIX:

$6.48B

LU:

-CN¥1.26B

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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: 9090
Overall Rank
EIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
EIX Omega Ratio Rank: 8787
Omega Ratio Rank
EIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
EIX Martin Ratio Rank: 9292
Martin Ratio Rank

LU
LU Risk / Return Rank: 77
Overall Rank
LU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LU Sortino Ratio Rank: 44
Sortino Ratio Rank
LU Omega Ratio Rank: 66
Omega Ratio Rank
LU Calmar Ratio Rank: 1212
Calmar Ratio Rank
LU Martin Ratio Rank: 99
Martin Ratio Rank
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EIXLUDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.72

Omega ratioGain probability vs. loss probability

1.36

0.80

+0.57

Calmar ratioReturn relative to maximum drawdown

5.23

-0.77

+6.00

Martin ratioReturn relative to average drawdown

13.87

-1.38

+15.25

EIX vs. LU - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 2.26, which is higher than the LU Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of EIX and LU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EIX vs. LU - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, smaller than the maximum LU drawdown of -96.68%. Use the drawdown chart below to compare losses from any high point for EIX and LU.


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Drawdown Indicators


EIXLUDifference

Max Drawdown

Largest peak-to-trough decline

-72.18%

-96.68%

+24.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-71.59%

+61.20%

Max Drawdown (3Y)

Largest decline over 3 years

-43.88%

-71.59%

+27.71%

Max Drawdown (5Y)

Largest decline over 5 years

-43.88%

-94.67%

+50.79%

Max Drawdown (10Y)

Largest decline over 10 years

-43.88%

Current Drawdown

Current decline from peak

-11.17%

-95.69%

+84.52%

Average Drawdown

Average peak-to-trough decline

-15.02%

-78.45%

+63.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

40.02%

-36.11%

Volatility

EIX vs. LU - Volatility Comparison

The current volatility for Edison International (EIX) is 6.56%, while Lufax Holding Ltd (LU) has a volatility of 13.81%. 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.


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Volatility by Period


EIXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

13.81%

-7.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

35.05%

-17.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

53.37%

-29.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.43%

76.72%

-51.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.09%

76.20%

-48.11%

Dividends

EIX vs. LU - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.72%, while LU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EIX
Edison International
4.72%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%101.26%11.60%26.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

EIX vs. LU - Financials Comparison

This section allows you to compare key financial metrics between Edison International and Lufax Holding Ltd. 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


5.00B10.00B15.00B20.00B20222023202420252026
4.10B
4.45B
(EIX) Total Revenue
(LU) Total Revenue
Please note, different currencies. EIX values in USD, LU values in CNY

Frequently Asked Questions


EIX and LU have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LU has higher volatility (13.81%) compared to EIX (6.56%). In terms of maximum drawdown, EIX dropped -72.18% vs LU's -96.68%.

EIX currently has the higher Sharpe Ratio (2.26 vs -1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EIX and LU

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