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EIX vs. PEG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EIX and PEG is 0.54, 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.


-0.50.00.51.00.5

Performance

EIX vs. PEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edison International (EIX) and Public Service Enterprise Group Incorporated (PEG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-14.96%
17.93%
EIX
PEG

Key characteristics

Sharpe Ratio

EIX:

-0.23

PEG:

2.88

Sortino Ratio

EIX:

-0.13

PEG:

3.59

Omega Ratio

EIX:

0.98

PEG:

1.48

Calmar Ratio

EIX:

-0.16

PEG:

2.91

Martin Ratio

EIX:

-0.90

PEG:

15.12

Ulcer Index

EIX:

6.23%

PEG:

3.62%

Daily Std Dev

EIX:

25.00%

PEG:

18.98%

Max Drawdown

EIX:

-72.18%

PEG:

-54.32%

Current Drawdown

EIX:

-28.28%

PEG:

-6.10%

Fundamentals

Market Cap

EIX:

$24.27B

PEG:

$44.08B

EPS

EIX:

$3.42

PEG:

$4.05

PE Ratio

EIX:

18.33

PEG:

21.76

PEG Ratio

EIX:

1.00

PEG:

8.34

Total Revenue (TTM)

EIX:

$13.62B

PEG:

$7.83B

Gross Profit (TTM)

EIX:

$4.75B

PEG:

$2.78B

EBITDA (TTM)

EIX:

$5.23B

PEG:

$3.29B

Returns By Period

In the year-to-date period, EIX achieves a -20.63% return, which is significantly lower than PEG's 4.32% return. Over the past 10 years, EIX has underperformed PEG with an annualized return of 3.06%, while PEG has yielded a comparatively higher 11.08% annualized return.


EIX

YTD

-20.63%

1M

-20.31%

6M

-14.96%

1Y

-4.24%

5Y*

0.28%

10Y*

3.06%

PEG

YTD

4.32%

1M

3.62%

6M

17.93%

1Y

55.40%

5Y*

11.72%

10Y*

11.08%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EIX vs. PEG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EIX
The Risk-Adjusted Performance Rank of EIX is 3030
Overall Rank
The Sharpe Ratio Rank of EIX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of EIX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EIX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of EIX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of EIX is 2525
Martin Ratio Rank

PEG
The Risk-Adjusted Performance Rank of PEG is 9595
Overall Rank
The Sharpe Ratio Rank of PEG is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of PEG is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PEG is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PEG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of PEG is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EIX vs. PEG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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.


Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at -0.23, compared to the broader market-2.000.002.004.00-0.232.88
The chart of Sortino ratio for EIX, currently valued at -0.13, compared to the broader market-4.00-2.000.002.004.006.00-0.133.59
The chart of Omega ratio for EIX, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.48
The chart of Calmar ratio for EIX, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.162.91
The chart of Martin ratio for EIX, currently valued at -0.90, compared to the broader market-10.000.0010.0020.0030.00-0.9015.12
EIX
PEG

The current EIX Sharpe Ratio is -0.23, which is lower than the PEG Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of EIX and PEG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.23
2.88
EIX
PEG

Dividends

EIX vs. PEG - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 5.05%, more than PEG's 2.72% yield.


TTM20242023202220212020201920182017201620152014
EIX
Edison International
5.05%2.93%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%
PEG
Public Service Enterprise Group Incorporated
2.72%2.84%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%

Drawdowns

EIX vs. PEG - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, which is greater than PEG's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for EIX and PEG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.28%
-6.10%
EIX
PEG

Volatility

EIX vs. PEG - Volatility Comparison

Edison International (EIX) has a higher volatility of 18.93% compared to Public Service Enterprise Group Incorporated (PEG) at 5.55%. This indicates that EIX's price experiences larger fluctuations and is considered to be riskier than PEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
18.93%
5.55%
EIX
PEG

Financials

EIX vs. PEG - Financials Comparison

This section allows you to compare key financial metrics between Edison International 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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