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

Correlation

The correlation between LU and EIX is 0.08, 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.


-0.50.00.51.00.1

Performance

LU vs. EIX - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
12.35%
13.24%
LU
EIX

Key characteristics

Sharpe Ratio

LU:

1.11

EIX:

1.15

Sortino Ratio

LU:

2.19

EIX:

1.69

Omega Ratio

LU:

1.27

EIX:

1.20

Calmar Ratio

LU:

1.00

EIX:

1.72

Martin Ratio

LU:

4.69

EIX:

4.28

Ulcer Index

LU:

20.70%

EIX:

4.82%

Daily Std Dev

LU:

87.60%

EIX:

17.89%

Max Drawdown

LU:

-96.68%

EIX:

-72.18%

Current Drawdown

LU:

-91.52%

EIX:

-10.00%

Fundamentals

Market Cap

LU:

$2.29B

EIX:

$31.17B

EPS

LU:

-$0.75

EIX:

$3.42

Total Revenue (TTM)

LU:

$20.24B

EIX:

$17.32B

Gross Profit (TTM)

LU:

$10.84B

EIX:

$6.50B

EBITDA (TTM)

LU:

-$1.11B

EIX:

$6.83B

Returns By Period

In the year-to-date period, LU achieves a 79.07% return, which is significantly higher than EIX's 14.78% return.


LU

YTD

79.07%

1M

2.07%

6M

12.33%

1Y

90.88%

5Y*

N/A

10Y*

N/A

EIX

YTD

14.78%

1M

-7.66%

6M

13.23%

1Y

20.46%

5Y*

5.65%

10Y*

5.98%

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Risk-Adjusted Performance

LU vs. EIX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for LU, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.111.15
The chart of Sortino ratio for LU, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.191.69
The chart of Omega ratio for LU, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.20
The chart of Calmar ratio for LU, currently valued at 1.00, compared to the broader market0.002.004.006.001.001.72
The chart of Martin ratio for LU, currently valued at 4.69, compared to the broader market-5.000.005.0010.0015.0020.0025.004.694.28
LU
EIX

The current LU Sharpe Ratio is 1.11, which is comparable to the EIX Sharpe Ratio of 1.15. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.11
1.15
LU
EIX

Dividends

LU vs. EIX - Dividend Comparison

LU's dividend yield for the trailing twelve months is around 98.37%, more than EIX's 3.92% yield.


TTM20232022202120202019201820172016201520142013
LU
Lufax Holding Ltd
98.37%11.60%26.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIX
Edison International
3.92%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%

Drawdowns

LU vs. EIX - Drawdown Comparison

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-91.52%
-10.00%
LU
EIX

Volatility

LU vs. EIX - Volatility Comparison

Lufax Holding Ltd (LU) has a higher volatility of 21.45% compared to Edison International (EIX) at 5.36%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
21.45%
5.36%
LU
EIX

Financials

LU vs. EIX - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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