Edison International (EIX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Edison International, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $58.83 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +2.93% |
| Total return over period | +9.00% |
| Annualized volatility | 30.99% |
| Period volatility | 53.54% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.06 |
| Sortino ratio | -0.08 |
| Max drawdown | -43.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.96% |
| Correlation with the S&P 500 | 0.19 |
| Period range | $45.07 – $80.38 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Edison International (EIX) has posted an annualized return of +2.93% with annual volatility of 30.99%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -43.88%. Its correlation with the S&P 500 is 0.19, 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 EIX 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, Edison International (EIX) is of the S&P 500.
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