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EXC vs. SO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EXC vs. SO - Performance Comparison

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

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Returns By Period

In the year-to-date period, EXC achieves a 7.01% return, which is significantly lower than SO's 10.53% return. Over the past 10 years, EXC has underperformed SO with an annualized return of 9.62%, while SO has yielded a comparatively higher 10.39% annualized return.


EXC

1D
0.53%
1M
-4.30%
6M
4.17%
YTD
7.01%
1Y
6.28%
3Y*
7.69%
5Y*
10.58%
10Y*
9.62%
ALL TIME*
8.97%

SO

1D
0.21%
1M
-3.20%
6M
7.92%
YTD
10.53%
1Y
3.11%
3Y*
13.92%
5Y*
12.30%
10Y*
10.39%
ALL TIME*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$454.24M$436.53M$409.53M
$485.34M$447.77M$549.03M

EXC vs. SO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXC
Exelon Corporation
7.01%20.02%10.29%-13.96%8.29%41.48%-3.87%4.27%18.33%15.08%
SO
The Southern Company
10.53%9.47%21.72%2.21%8.24%16.34%0.63%51.65%-3.75%2.42%

Correlation

The correlation between EXC and SO is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1981

0.52

Over the past year, EXC and SO have become more correlated (0.74) than their long-term average of 0.52, meaning their price movements have been converging.

Fundamentals

Market Cap

EXC:

$46.88B

SO:

$106.57B

EPS

EXC:

$2.73

SO:

$4.15

PE Ratio

EXC:

16.78

SO:

22.78

PEG Ratio

EXC:

1.36

SO:

1.41

PS Ratio

EXC:

1.84

SO:

3.51

PB Ratio

EXC:

1.59

SO:

2.55

Total Revenue (TTM)

EXC:

$25.33B

SO:

$30.18B

Gross Profit (TTM)

EXC:

$6.22B

SO:

$13.10B

EBITDA (TTM)

EXC:

$9.06B

SO:

$14.19B

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Return for Risk

EXC vs. SO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EXC
EXC Risk / Return Rank: 5252
Overall Rank
EXC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EXC Sortino Ratio Rank: 4848
Sortino Ratio Rank
EXC Omega Ratio Rank: 4646
Omega Ratio Rank
EXC Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXC Martin Ratio Rank: 5656
Martin Ratio Rank

SO
SO Risk / Return Rank: 4949
Overall Rank
SO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SO Sortino Ratio Rank: 4444
Sortino Ratio Rank
SO Omega Ratio Rank: 4343
Omega Ratio Rank
SO Calmar Ratio Rank: 5252
Calmar Ratio Rank
SO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EXC vs. SO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelon Corporation (EXC) 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.

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.


EXCSODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratioReturn relative to maximum drawdown

0.41

0.25

+0.17

Martin ratioReturn relative to average drawdown

0.93

0.57

+0.36

EXC vs. SO - Sharpe Ratio Comparison

The current EXC Sharpe Ratio is 0.30, which is higher than the SO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of EXC and SO, 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

EXC vs. SO - Drawdown Comparison

The maximum EXC drawdown since its inception was -62.27%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for EXC and SO.


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Drawdown Indicators


EXCSODifference

Max Drawdown

Largest peak-to-trough decline

-62.27%

-38.43%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-14.99%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-18.89%

-14.99%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

-23.28%

-5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-40.04%

-38.43%

-1.61%

Current Drawdown

Current decline from peak

-8.03%

-3.51%

-4.52%

Average Drawdown

Average peak-to-trough decline

-20.00%

-6.86%

-13.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

6.48%

-0.37%

Volatility

EXC vs. SO - Volatility Comparison

Exelon Corporation (EXC) has a higher volatility of 7.31% compared to The Southern Company (SO) at 6.01%. This indicates that EXC'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.


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Volatility by Period


EXCSODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

6.01%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

13.82%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

16.98%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

18.73%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.98%

22.01%

+1.97%

Dividends

EXC vs. SO - Dividend Comparison

EXC's dividend yield for the trailing twelve months is around 3.58%, more than SO's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
EXC
Exelon Corporation
3.58%3.67%5.05%4.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.47%
SO
The Southern Company
3.48%3.37%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%

Financials

EXC vs. SO - Financials Comparison

This section allows you to compare key financial metrics between Exelon Corporation 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

EXC vs. SO - Profitability Comparison

The chart below illustrates the profitability comparison between Exelon Corporation and The Southern Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

EXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported a gross profit of 2.45B and revenue of 5.97B. Therefore, the gross margin over that period was 41.0%.

SO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Southern Company reported a gross profit of 3.58B and revenue of 6.98B. Therefore, the gross margin over that period was 51.3%.

EXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported an operating income of 979.00M and revenue of 5.97B, resulting in an operating margin of 16.4%.

SO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Southern Company reported an operating income of 1.78B and revenue of 6.98B, resulting in an operating margin of 25.5%.

EXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Exelon Corporation reported a net income of 396.00M and revenue of 5.97B, resulting in a net margin of 6.6%.

SO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Southern Company reported a net income of 1.17B and revenue of 6.98B, resulting in a net margin of 16.8%.


Frequently Asked Questions


EXC and SO have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXC has higher volatility (7.31%) compared to SO (6.01%). In terms of maximum drawdown, EXC dropped -62.27% vs SO's -38.43%.

EXC currently has the higher Sharpe Ratio (0.30 vs 0.22), 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

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