Consolidated Edison (ED): analysis and statistics
Return, volatility, Sharpe ratio and risk for Consolidated Edison, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $106.46 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +8.60% |
| Total return over period | +27.87% |
| Annualized volatility | 18.13% |
| Period volatility | 31.29% |
| Sharpe ratio | 0.26 |
| Sortino ratio | 0.37 |
| Max drawdown | -17.36% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.44% |
| Correlation with the S&P 500 | -0.12 |
| Period range | $74.30 – $114.50 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Consolidated Edison (ED) has posted an annualized return of +8.60% with annual volatility of 18.13%, a Sharpe ratio of 0.26. Its worst stretch (max drawdown from a peak) was -17.36%. Its correlation with the S&P 500 is -0.12, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ED would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Consolidated Edison (ED) is of the S&P 500.
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