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

Performance

EIX vs. PSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edison International (EIX) and Phillips 66 (PSX). 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 25.47% return, which is significantly lower than PSX's 44.08% return. Over the past 10 years, EIX has underperformed PSX with an annualized return of 4.40%, while PSX has yielded a comparatively higher 12.61% annualized return.


EIX

1D
2.12%
1M
6.35%
YTD
25.47%
6M
29.64%
1Y
44.50%
3Y*
8.42%
5Y*
10.46%
10Y*
4.40%

PSX

1D
-0.58%
1M
7.49%
YTD
44.08%
6M
33.41%
1Y
65.68%
3Y*
27.98%
5Y*
19.31%
10Y*
12.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIX vs. PSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIX
Edison International
25.47%-20.42%15.24%17.37%-2.58%13.59%-12.75%37.61%-6.65%-9.48%
PSX
Phillips 66
44.08%17.51%-11.63%33.07%49.58%8.51%-33.85%33.97%-12.28%20.94%

Correlation

The correlation between EIX and PSX is 0.04, 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

0.04

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

0.16

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since May 2, 2012

0.20

The correlation between EIX and PSX shifts across timeframes, from 0.04 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EIX:

$28.23B

PSX:

$73.83B

EPS

EIX:

$9.61

PSX:

$10.17

PE Ratio

EIX:

7.63

PSX:

18.00

PEG Ratio

EIX:

0.09

PSX:

0.10

PS Ratio

EIX:

1.44

PSX:

0.55

PB Ratio

EIX:

1.64

PSX:

2.59

Total Revenue (TTM)

EIX:

$19.61B

PSX:

$134.70B

Gross Profit (TTM)

EIX:

$4.27B

PSX:

$5.94B

EBITDA (TTM)

EIX:

$6.48B

PSX:

$9.17B

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Return for Risk

EIX vs. PSX — Risk / Return Rank

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

EIX
EIX Risk / Return Rank: 8484
Overall Rank
EIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
EIX Omega Ratio Rank: 7979
Omega Ratio Rank
EIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EIX Martin Ratio Rank: 8888
Martin Ratio Rank

PSX
PSX Risk / Return Rank: 8989
Overall Rank
PSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PSX Omega Ratio Rank: 8787
Omega Ratio Rank
PSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PSX Martin Ratio Rank: 8989
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. PSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and Phillips 66 (PSX). 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.


EIXPSXDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

4.33

4.00

+0.34

Martin ratioReturn relative to average drawdown

10.71

11.57

-0.86

EIX vs. PSX - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 1.75, which is comparable to the PSX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of EIX and PSX, 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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Sharpe Ratios by Period


EIXPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.34

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.58

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.36

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.50

-0.18

Drawdowns

EIX vs. PSX - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than PSX's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for EIX and PSX.


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Drawdown Indicators


EIXPSXDifference

Max Drawdown

Largest peak-to-trough decline

-72.18%

-64.21%

-7.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-17.28%

+6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-43.88%

-44.37%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.88%

-44.37%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-43.88%

-64.21%

+20.33%

Current Drawdown

Current decline from peak

-9.78%

-2.06%

-7.72%

Average Drawdown

Average peak-to-trough decline

-15.02%

-14.74%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

5.96%

-1.76%

Volatility

EIX vs. PSX - Volatility Comparison

The current volatility for Edison International (EIX) is 6.88%, while Phillips 66 (PSX) has a volatility of 8.15%. This indicates that EIX experiences smaller price fluctuations and is considered to be less risky than PSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIXPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

8.15%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

23.59%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

25.80%

29.47%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.40%

33.19%

-7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.04%

35.31%

-7.27%

Dividends

EIX vs. PSX - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.65%, more than PSX's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
EIX
Edison International
4.65%5.51%2.93%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%
PSX
Phillips 66
2.70%3.68%3.95%3.15%3.68%5.00%5.15%3.14%3.60%2.70%2.84%2.67%

Financials

EIX vs. PSX - Financials Comparison

This section allows you to compare key financial metrics between Edison International and Phillips 66. 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
4.10B
33.00B
(EIX) Total Revenue
(PSX) Total Revenue
Values in USD except per share items

EIX vs. PSX - Profitability Comparison

The chart below illustrates the profitability comparison between Edison International and Phillips 66 over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%2022202320242025202600
Portfolio components
EIX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Edison International reported a gross profit of 0.00 and revenue of 4.10B. Therefore, the gross margin over that period was 0.0%.

PSX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a gross profit of 0.00 and revenue of 33.00B. Therefore, the gross margin over that period was 0.0%.

EIX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Edison International reported an operating income of 1.07B and revenue of 4.10B, resulting in an operating margin of 26.2%.

PSX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported an operating income of 0.00 and revenue of 33.00B, resulting in an operating margin of 0.0%.

EIX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Edison International reported a net income of 570.00M and revenue of 4.10B, resulting in a net margin of 13.9%.

PSX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Phillips 66 reported a net income of 207.00M and revenue of 33.00B, resulting in a net margin of 0.6%.


Frequently Asked Questions


EIX and PSX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSX has higher volatility (8.15%) compared to EIX (6.88%). In terms of maximum drawdown, EIX dropped -72.18% vs PSX's -64.21%.

PSX currently has the higher Sharpe Ratio (2.34 vs 1.75), 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.

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