LU vs. EIX

In the year-to-date period, LU achieves a 30.54% return, which is significantly higher than EIX's -25.50% return.

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This table presents a comparison of risk-adjusted performance metrics for Lufax Holding Ltd (LU) and Edison International (EIX). 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 current LU Sharpe Ratio is 0.81, which is higher than the EIX Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of LU and EIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LU's dividend yield for the trailing twelve months is around 77.56%, more than EIX's 5.55% yield.

The maximum LU drawdown since its inception was -96.68%, which is greater than EIX's maximum drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for LU and EIX. For additional features, visit the drawdowns tool.

Lufax Holding Ltd (LU) has a higher volatility of 22.06% compared to Edison International (EIX) at 11.99%. This indicates that LU's price experiences larger fluctuations and is considered to be riskier than EIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Lufax Holding Ltd and Edison International. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.