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

Correlation

The correlation between EIX and SO is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EIX vs. SO - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
1,588.47%
8,649.88%
EIX
SO

Key characteristics

Sharpe Ratio

EIX:

-0.49

SO:

1.50

Sortino Ratio

EIX:

-0.47

SO:

2.11

Omega Ratio

EIX:

0.93

SO:

1.26

Calmar Ratio

EIX:

-0.34

SO:

2.09

Martin Ratio

EIX:

-0.73

SO:

5.07

Ulcer Index

EIX:

19.76%

SO:

5.47%

Daily Std Dev

EIX:

29.54%

SO:

18.54%

Max Drawdown

EIX:

-72.18%

SO:

-38.43%

Current Drawdown

EIX:

-32.69%

SO:

-2.72%

Fundamentals

Market Cap

EIX:

$22.41B

SO:

$100.17B

EPS

EIX:

$3.31

SO:

$3.99

PE Ratio

EIX:

17.51

SO:

22.66

PEG Ratio

EIX:

0.64

SO:

3.07

PS Ratio

EIX:

1.27

SO:

3.75

PB Ratio

EIX:

1.60

SO:

3.00

Total Revenue (TTM)

EIX:

$13.52B

SO:

$20.08B

Gross Profit (TTM)

EIX:

$4.74B

SO:

$8.91B

EBITDA (TTM)

EIX:

$5.24B

SO:

$9.96B

Returns By Period

In the year-to-date period, EIX achieves a -25.50% return, which is significantly lower than SO's 10.78% return. Over the past 10 years, EIX has underperformed SO with an annualized return of 3.53%, while SO has yielded a comparatively higher 12.18% annualized return.


EIX

YTD

-25.50%

1M

1.15%

6M

-29.12%

1Y

-13.49%

5Y*

3.13%

10Y*

3.53%

SO

YTD

10.78%

1M

-0.77%

6M

0.08%

1Y

27.80%

5Y*

13.74%

10Y*

12.18%

*Annualized

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Risk-Adjusted Performance

EIX vs. SO — Risk-Adjusted Performance Rank

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

EIX
The Risk-Adjusted Performance Rank of EIX is 2828
Overall Rank
The Sharpe Ratio Rank of EIX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EIX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of EIX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of EIX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of EIX is 3737
Martin Ratio Rank

SO
The Risk-Adjusted Performance Rank of SO is 8989
Overall Rank
The Sharpe Ratio Rank of SO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EIX vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) and The Southern Company (SO). 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.


The chart of Sharpe ratio for EIX, currently valued at -0.49, compared to the broader market-2.00-1.000.001.002.003.00
EIX: -0.49
SO: 1.50
The chart of Sortino ratio for EIX, currently valued at -0.47, compared to the broader market-6.00-4.00-2.000.002.004.00
EIX: -0.47
SO: 2.11
The chart of Omega ratio for EIX, currently valued at 0.93, compared to the broader market0.501.001.502.00
EIX: 0.93
SO: 1.26
The chart of Calmar ratio for EIX, currently valued at -0.34, compared to the broader market0.001.002.003.004.005.00
EIX: -0.34
SO: 2.09
The chart of Martin ratio for EIX, currently valued at -0.73, compared to the broader market-5.000.005.0010.0015.0020.00
EIX: -0.73
SO: 5.07

The current EIX Sharpe Ratio is -0.49, which is lower than the SO Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EIX and SO, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.49
1.50
EIX
SO

Dividends

EIX vs. SO - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 5.55%, more than SO's 3.18% yield.


TTM20242023202220212020201920182017201620152014
EIX
Edison International
5.55%2.93%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%
SO
The Southern Company
3.18%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%

Drawdowns

EIX vs. SO - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for EIX and SO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.69%
-2.72%
EIX
SO

Volatility

EIX vs. SO - Volatility Comparison

Edison International (EIX) has a higher volatility of 11.99% compared to The Southern Company (SO) at 6.58%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.99%
6.58%
EIX
SO

Financials

EIX vs. SO - Financials Comparison

This section allows you to compare key financial metrics between Edison International and The Southern 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