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. Data as of 2026-10-29.
| Last close price | $114.15 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +12.83% |
| Total return over period | +43.36% |
| Annualized volatility | 18.04% |
| Period volatility | 31.17% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.99 |
| Sortino ratio | 1.44 |
| Max drawdown | -17.36% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.36% |
| Correlation with the S&P 500 | -0.14 |
| Period range | $79.64 – $116.26 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Consolidated Edison (ED) has posted an annualized return of +12.83% with annual volatility of 18.04%, a Sharpe ratio of 0.99. Its worst stretch (max drawdown from a peak) was -17.36%. Its correlation with the S&P 500 is -0.14, 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.
Optimize a portfolio with ED →
Other Utilities stocks
Is it part of the S&P 500?
Yes, Consolidated Edison (ED) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio