Edison International (EIX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Edison International, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $78.72 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +8.33% |
| Total return over period | +26.98% |
| Annualized volatility | 26.29% |
| Sharpe ratio | 0.18 |
| Sortino ratio | 0.24 |
| Max drawdown | -43.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.03% |
| Correlation with the S&P 500 | 0.26 |
| 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 +8.33% with annual volatility of 26.29%, a Sharpe ratio of 0.18. Its worst stretch (max drawdown from a peak) was -43.88%. Its correlation with the S&P 500 is 0.26, 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 S&P 500 stocks, try the optimizer.
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