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

Correlation

The correlation between VST and ED is 0.25, 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.


-0.50.00.51.00.2

Performance

VST vs. ED - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,071.67%
66.00%
VST
ED

Key characteristics

Sharpe Ratio

VST:

4.65

ED:

0.20

Sortino Ratio

VST:

4.13

ED:

0.39

Omega Ratio

VST:

1.54

ED:

1.05

Calmar Ratio

VST:

7.57

ED:

0.20

Martin Ratio

VST:

19.62

ED:

0.57

Ulcer Index

VST:

13.45%

ED:

5.68%

Daily Std Dev

VST:

56.70%

ED:

16.57%

Max Drawdown

VST:

-53.32%

ED:

-74.02%

Current Drawdown

VST:

-16.88%

ED:

-15.89%

Fundamentals

Market Cap

VST:

$47.52B

ED:

$31.03B

EPS

VST:

$5.31

ED:

$5.32

PE Ratio

VST:

26.31

ED:

16.83

PEG Ratio

VST:

0.81

ED:

8.67

Total Revenue (TTM)

VST:

$15.85B

ED:

$15.04B

Gross Profit (TTM)

VST:

$5.41B

ED:

$8.46B

EBITDA (TTM)

VST:

$5.87B

ED:

$5.88B

Returns By Period

In the year-to-date period, VST achieves a 262.58% return, which is significantly higher than ED's 1.92% return.


VST

YTD

262.58%

1M

-14.86%

6M

59.16%

1Y

263.90%

5Y*

47.27%

10Y*

N/A

ED

YTD

1.92%

1M

-11.83%

6M

1.85%

1Y

2.28%

5Y*

3.66%

10Y*

6.82%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VST vs. ED - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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 VST, currently valued at 4.65, compared to the broader market-4.00-2.000.002.004.650.20
The chart of Sortino ratio for VST, currently valued at 4.13, compared to the broader market-4.00-2.000.002.004.004.130.39
The chart of Omega ratio for VST, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.05
The chart of Calmar ratio for VST, currently valued at 7.57, compared to the broader market0.002.004.006.007.570.20
The chart of Martin ratio for VST, currently valued at 19.62, compared to the broader market0.005.0010.0015.0020.0025.0019.620.57
VST
ED

The current VST Sharpe Ratio is 4.65, which is higher than the ED Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of VST 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 Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
4.65
0.20
VST
ED

Dividends

VST vs. ED - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.63%, less than ED's 3.71% yield.


TTM20232022202120202019201820172016201520142013
VST
Vistra Corp.
0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%0.00%
ED
Consolidated Edison, Inc.
3.71%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%4.45%

Drawdowns

VST vs. ED - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, smaller than the maximum ED drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for VST and ED. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.88%
-15.89%
VST
ED

Volatility

VST vs. ED - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 15.40% compared to Consolidated Edison, Inc. (ED) at 4.07%. This indicates that VST'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.40%
4.07%
VST
ED

Financials

VST vs. ED - Financials Comparison

This section allows you to compare key financial metrics between Vistra Corp. 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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