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

Correlation

The correlation between SO and ED is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SO vs. ED - Performance Comparison

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

6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%16,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,673.87%
5,244.92%
SO
ED

Key characteristics

Sharpe Ratio

SO:

1.08

ED:

0.13

Sortino Ratio

SO:

1.65

ED:

0.31

Omega Ratio

SO:

1.19

ED:

1.04

Calmar Ratio

SO:

1.44

ED:

0.13

Martin Ratio

SO:

4.65

ED:

0.43

Ulcer Index

SO:

3.94%

ED:

5.13%

Daily Std Dev

SO:

16.89%

ED:

16.60%

Max Drawdown

SO:

-38.43%

ED:

-74.02%

Current Drawdown

SO:

-12.72%

ED:

-16.54%

Fundamentals

Market Cap

SO:

$91.25B

ED:

$31.47B

EPS

SO:

$4.29

ED:

$5.32

PE Ratio

SO:

19.41

ED:

17.08

PEG Ratio

SO:

2.93

ED:

8.67

Total Revenue (TTM)

SO:

$26.43B

ED:

$15.04B

Gross Profit (TTM)

SO:

$10.81B

ED:

$8.46B

EBITDA (TTM)

SO:

$13.20B

ED:

$5.88B

Returns By Period

In the year-to-date period, SO achieves a 20.51% return, which is significantly higher than ED's 1.14% return. Over the past 10 years, SO has outperformed ED with an annualized return of 9.91%, while ED has yielded a comparatively lower 6.94% annualized return.


SO

YTD

20.51%

1M

-7.43%

6M

6.31%

1Y

18.58%

5Y*

9.29%

10Y*

9.91%

ED

YTD

1.14%

1M

-7.86%

6M

-0.02%

1Y

1.88%

5Y*

3.35%

10Y*

6.94%

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Risk-Adjusted Performance

SO vs. ED - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Southern Company (SO) and Consolidated Edison, Inc. (ED). 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 SO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.001.080.13
The chart of Sortino ratio for SO, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.650.31
The chart of Omega ratio for SO, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.04
The chart of Calmar ratio for SO, currently valued at 1.44, compared to the broader market0.002.004.006.001.440.13
The chart of Martin ratio for SO, currently valued at 4.65, compared to the broader market0.0010.0020.004.650.43
SO
ED

The current SO Sharpe Ratio is 1.08, which is higher than the ED Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SO and ED, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.08
0.13
SO
ED

Dividends

SO vs. ED - Dividend Comparison

SO's dividend yield for the trailing twelve months is around 3.51%, less than ED's 3.74% yield.


TTM20232022202120202019201820172016201520142013
SO
The Southern Company
3.51%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%4.89%
ED
Consolidated Edison, Inc.
3.74%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%

Drawdowns

SO vs. ED - Drawdown Comparison

The maximum SO drawdown since its inception was -38.43%, smaller than the maximum ED drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SO and ED. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.72%
-16.54%
SO
ED

Volatility

SO vs. ED - Volatility Comparison

The current volatility for The Southern Company (SO) is 4.71%, while Consolidated Edison, Inc. (ED) has a volatility of 5.33%. This indicates that SO experiences smaller price fluctuations and is considered to be less risky than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%JulyAugustSeptemberOctoberNovemberDecember
4.71%
5.33%
SO
ED

Financials

SO vs. ED - Financials Comparison

This section allows you to compare key financial metrics between The Southern Company and Consolidated Edison, Inc.. 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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