PortfoliosLab logoPortfoliosLab logo
EIX vs. PEG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

EIX vs. PEG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIX
Edison International
23.72%-20.42%15.24%17.37%-2.58%13.59%-12.75%37.61%-6.65%-9.48%
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

EPS

EIX:

$8.28

PEG:

$6.33

PE Ratio

EIX:

8.84

PEG:

12.80

PEG Ratio

EIX:

0.11

PEG:

0.60

PS Ratio

EIX:

1.56

PEG:

2.22

Total Revenue (TTM)

EIX:

$18.09B

PEG:

$12.17B

Gross Profit (TTM)

EIX:

$8.20B

PEG:

$8.40B

EBITDA (TTM)

EIX:

$8.75B

PEG:

$4.22B

Returns By Period

In the year-to-date period, EIX achieves a 23.72% return, which is significantly higher than PEG's 1.62% return. Over the past 10 years, EIX has underperformed PEG with an annualized return of 4.32%, while PEG has yielded a comparatively higher 9.21% annualized return.


EIX

1D
1.87%
1M
-2.09%
YTD
23.72%
6M
36.39%
1Y
32.00%
3Y*
5.90%
5Y*
9.45%
10Y*
4.32%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

EIX vs. PEG — Risk / Return Rank

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

EIX
EIX Risk / Return Rank: 7575
Overall Rank
EIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
EIX Omega Ratio Rank: 7070
Omega Ratio Rank
EIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
EIX Martin Ratio Rank: 7979
Martin Ratio Rank

PEG
PEG Risk / Return Rank: 4242
Overall Rank
PEG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PEG Sortino Ratio Rank: 3636
Sortino Ratio Rank
PEG Omega Ratio Rank: 3535
Omega Ratio Rank
PEG Calmar Ratio Rank: 4747
Calmar Ratio Rank
PEG Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIX vs. PEG - Risk-Adjusted Trends 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.


EIXPEGDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.08

+1.04

Sortino ratio

Return per unit of downside risk

1.53

0.24

+1.29

Omega ratio

Gain probability vs. loss probability

1.21

1.03

+0.18

Calmar ratio

Return relative to maximum drawdown

1.86

0.19

+1.67

Martin ratio

Return relative to average drawdown

5.32

0.34

+4.98

EIX vs. PEG - Sharpe Ratio Comparison

The current EIX Sharpe Ratio is 1.11, which is higher than the PEG Sharpe Ratio of 0.08. 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.


Loading graphics...

Sharpe Ratios by Period


EIXPEGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.08

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.49

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.42

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.46

-0.13

Correlation

The correlation between EIX and PEG is 0.51, 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

EIX vs. PEG - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 4.59%, more than PEG's 3.16% yield.


TTM20252024202320222021202020192018201720162015
EIX
Edison International
4.59%5.51%2.93%4.19%4.46%3.94%4.10%3.28%4.28%3.53%2.75%2.93%
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

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.


Loading graphics...

Drawdown Indicators


EIXPEGDifference

Max Drawdown

Largest peak-to-trough decline

-72.18%

-54.32%

-17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-18.12%

-12.73%

-5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-43.88%

-27.29%

-16.59%

Max Drawdown (10Y)

Largest decline over 10 years

-43.88%

-40.78%

-3.10%

Current Drawdown

Current decline from peak

-11.04%

-10.26%

-0.78%

Average Drawdown

Average peak-to-trough decline

-15.03%

-11.16%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

7.00%

-0.67%

Volatility

EIX vs. PEG - Volatility Comparison

Edison International (EIX) has a higher volatility of 6.78% compared to Public Service Enterprise Group Incorporated (PEG) at 5.62%. 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.


Loading graphics...

Volatility by Period


EIXPEGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.62%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

13.25%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

28.91%

20.13%

+8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.32%

20.30%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.96%

21.89%

+6.07%

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


2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.75B
2.92B
(EIX) Total Revenue
(PEG) Total Revenue
Values in USD except per share items