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UA vs. ED
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UA vs. ED - Performance Comparison

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

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Returns By Period

In the year-to-date period, UA achieves a 22.50% return, which is significantly higher than ED's 10.24% return. Over the past 10 years, UA has underperformed ED with an annualized return of -16.19%, while ED has yielded a comparatively higher 7.01% annualized return.


UA

1D
0.86%
1M
17.84%
YTD
22.50%
6M
41.35%
1Y
-4.85%
3Y*
-5.28%
5Y*
-20.46%
10Y*
-16.19%

ED

1D
0.84%
1M
2.26%
YTD
10.24%
6M
12.27%
1Y
7.08%
3Y*
9.08%
5Y*
10.68%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UA vs. ED - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UA
Under Armour, Inc.
22.50%-35.66%-10.66%-6.39%-50.55%21.24%-22.42%18.61%21.40%-47.08%
ED
Consolidated Edison, Inc.
10.24%15.15%1.55%-1.12%15.65%22.96%-16.99%22.54%-6.62%19.30%

Correlation

The correlation between UA and ED is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2016

0.07

Fundamentals

Market Cap

UA:

$2.50B

ED:

$39.26B

EPS

UA:

-$1.16

ED:

$5.94

PS Ratio

UA:

0.51

ED:

2.27

PB Ratio

UA:

1.77

ED:

1.67

Total Revenue (TTM)

UA:

$4.97B

ED:

$17.22B

Gross Profit (TTM)

UA:

$2.26B

ED:

$11.62B

EBITDA (TTM)

UA:

-$86.93M

ED:

$8.47B

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Return for Risk

UA vs. ED — Risk / Return Rank

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

UA
UA Risk / Return Rank: 3636
Overall Rank
UA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UA Sortino Ratio Rank: 3636
Sortino Ratio Rank
UA Omega Ratio Rank: 3535
Omega Ratio Rank
UA Calmar Ratio Rank: 3737
Calmar Ratio Rank
UA Martin Ratio Rank: 3838
Martin Ratio Rank

ED
ED Risk / Return Rank: 5555
Overall Rank
ED Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ED Sortino Ratio Rank: 4949
Sortino Ratio Rank
ED Omega Ratio Rank: 4747
Omega Ratio Rank
ED Calmar Ratio Rank: 6060
Calmar Ratio Rank
ED Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UA vs. ED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UA) 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.

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.


UAEDDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.02

1.08

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.20

0.76

-0.96

Martin ratioReturn relative to average drawdown

-0.33

1.59

-1.92

UA vs. ED - Sharpe Ratio Comparison

The current UA Sharpe Ratio is -0.16, which is lower than the ED Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of UA and ED, 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

UA vs. ED - Drawdown Comparison

The maximum UA drawdown since its inception was -91.34%, which is greater than ED's maximum drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for UA and ED.


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Drawdown Indicators


UAEDDifference

Max Drawdown

Largest peak-to-trough decline

-91.34%

-78.90%

-12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-42.86%

-9.63%

-33.23%

Max Drawdown (3Y)

Largest decline over 3 years

-60.16%

-17.36%

-42.80%

Max Drawdown (5Y)

Largest decline over 5 years

-82.50%

-22.03%

-60.47%

Max Drawdown (10Y)

Largest decline over 10 years

-89.92%

-30.91%

-59.01%

Current Drawdown

Current decline from peak

-87.14%

-5.91%

-81.23%

Average Drawdown

Average peak-to-trough decline

-69.19%

-13.24%

-55.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.26%

4.59%

+21.67%

Volatility

UA vs. ED - Volatility Comparison

Under Armour, Inc. (UA) has a higher volatility of 11.83% compared to Consolidated Edison, Inc. (ED) at 5.98%. This indicates that UA's price experiences larger fluctuations and is considered to be riskier than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UAEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.83%

5.98%

+5.85%

Volatility (6M)

Calculated over the trailing 6-month period

43.31%

12.27%

+31.04%

Volatility (1Y)

Calculated over the trailing 1-year period

53.90%

16.65%

+37.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.27%

18.79%

+31.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.37%

21.01%

+29.36%

Dividends

UA vs. ED - Dividend Comparison

UA has not paid dividends to shareholders, while ED's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM20252024202320222021202020192018201720162015
ED
Consolidated Edison, Inc.
3.23%3.42%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%
UA
Under Armour, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

UA vs. ED - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, Inc. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
1.15B
5.10B
(UA) Total Revenue
(ED) Total Revenue
Values in USD except per share items

UA vs. ED - Profitability Comparison

The chart below illustrates the profitability comparison between Under Armour, Inc. and Consolidated Edison, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
40.3%
81.5%
Portfolio components
UA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Under Armour, Inc. reported a gross profit of 465.14M and revenue of 1.15B. Therefore, the gross margin over that period was 40.3%.

ED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a gross profit of 4.15B and revenue of 5.10B. Therefore, the gross margin over that period was 81.5%.

UA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Under Armour, Inc. reported an operating income of -33.70M and revenue of 1.15B, resulting in an operating margin of -2.9%.

ED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported an operating income of 1.18B and revenue of 5.10B, resulting in an operating margin of 23.1%.

UA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Under Armour, Inc. reported a net income of -43.39M and revenue of 1.15B, resulting in a net margin of -3.8%.

ED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Consolidated Edison, Inc. reported a net income of 924.00M and revenue of 5.10B, resulting in a net margin of 18.1%.


Frequently Asked Questions


UA and ED have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UA has higher volatility (11.83%) compared to ED (5.98%). In terms of maximum drawdown, UA dropped -91.34% vs ED's -78.90%.

ED currently has the higher Sharpe Ratio (0.44 vs -0.16), 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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