ED vs. PEG
Compare and contrast key facts about Consolidated Edison, Inc. (ED) and Public Service Enterprise Group Incorporated (PEG).
Performance
ED vs. PEG - Performance Comparison
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ED vs. PEG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 14.85% | 15.15% | 1.55% | -1.12% | 15.65% | 22.96% | -16.99% | 22.54% | -6.62% | 19.30% |
PEG Public Service Enterprise Group Incorporated | 1.62% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
Fundamentals
ED:
$5.59
PEG:
$6.33
ED:
20.26
PEG:
12.80
ED:
1.44
PEG:
0.60
ED:
2.42
PEG:
2.22
ED:
$16.92B
PEG:
$12.17B
ED:
$10.49B
PEG:
$8.40B
ED:
$6.84B
PEG:
$4.22B
Returns By Period
In the year-to-date period, ED achieves a 14.85% return, which is significantly higher than PEG's 1.62% return. Over the past 10 years, ED has underperformed PEG with an annualized return of 7.72%, while PEG has yielded a comparatively higher 9.21% annualized return.
ED
- 1D
- -0.19%
- 1M
- 0.59%
- YTD
- 14.85%
- 6M
- 14.42%
- 1Y
- 5.76%
- 3Y*
- 9.45%
- 5Y*
- 12.69%
- 10Y*
- 7.72%
PEG
- 1D
- -0.54%
- 1M
- -5.19%
- YTD
- 1.62%
- 6M
- -1.45%
- 1Y
- 1.53%
- 3Y*
- 12.71%
- 5Y*
- 9.89%
- 10Y*
- 9.21%
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Return for Risk
ED vs. PEG — Risk / Return Rank
ED
PEG
ED vs. PEG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Consolidated Edison, Inc. (ED) and Public Service Enterprise Group Incorporated (PEG). 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.
| ED | PEG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.08 | +0.24 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.24 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.03 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.19 | +0.34 |
Martin ratioReturn relative to average drawdown | 0.87 | 0.34 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ED | PEG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.08 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.49 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.42 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.09 |
Correlation
The correlation between ED and PEG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ED vs. PEG - Dividend Comparison
ED's dividend yield for the trailing twelve months is around 3.04%, less than PEG's 3.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 3.04% | 3.42% | 3.72% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% |
PEG Public Service Enterprise Group Incorporated | 3.16% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
Drawdowns
ED vs. PEG - Drawdown Comparison
The maximum ED drawdown since its inception was -78.90%, which is greater than PEG's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for ED and PEG.
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Drawdown Indicators
| ED | PEG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.90% | -54.32% | -24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -12.73% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -27.29% | +5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -30.91% | -40.78% | +9.87% |
Current DrawdownCurrent decline from peak | -1.97% | -10.26% | +8.29% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -11.16% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 7.00% | +1.68% |
Volatility
ED vs. PEG - Volatility Comparison
The current volatility for Consolidated Edison, Inc. (ED) is 4.86%, while Public Service Enterprise Group Incorporated (PEG) has a volatility of 5.62%. This indicates that ED experiences smaller price fluctuations and is considered to be less risky than PEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ED | PEG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 5.62% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 13.25% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 20.13% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.65% | 20.30% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 21.89% | -0.87% |
Financials
ED vs. PEG - Financials Comparison
This section allows you to compare key financial metrics between Consolidated Edison, Inc. and Public Service Enterprise Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities