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

Correlation

The correlation between PEG and ALE is 0.47, 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

PEG vs. ALE - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.46%
5.28%
PEG
ALE

Key characteristics

Sharpe Ratio

PEG:

2.52

ALE:

0.93

Sortino Ratio

PEG:

3.19

ALE:

1.48

Omega Ratio

PEG:

1.42

ALE:

1.21

Calmar Ratio

PEG:

2.53

ALE:

0.54

Martin Ratio

PEG:

13.19

ALE:

6.84

Ulcer Index

PEG:

3.61%

ALE:

1.83%

Daily Std Dev

PEG:

18.93%

ALE:

13.49%

Max Drawdown

PEG:

-54.32%

ALE:

-73.95%

Current Drawdown

PEG:

-8.09%

ALE:

-7.34%

Fundamentals

Market Cap

PEG:

$42.98B

ALE:

$3.79B

EPS

PEG:

$4.07

ALE:

$3.12

PE Ratio

PEG:

21.20

ALE:

20.99

PEG Ratio

PEG:

8.34

ALE:

2.22

Total Revenue (TTM)

PEG:

$7.83B

ALE:

$1.17B

Gross Profit (TTM)

PEG:

$2.78B

ALE:

$243.10M

EBITDA (TTM)

PEG:

$3.29B

ALE:

$360.30M

Returns By Period

In the year-to-date period, PEG achieves a 2.11% return, which is significantly higher than ALE's 1.08% return. Over the past 10 years, PEG has outperformed ALE with an annualized return of 10.95%, while ALE has yielded a comparatively lower 5.24% annualized return.


PEG

YTD

2.11%

1M

0.26%

6M

16.46%

1Y

50.00%

5Y*

11.66%

10Y*

10.95%

ALE

YTD

1.08%

1M

1.28%

6M

5.28%

1Y

14.70%

5Y*

-0.60%

10Y*

5.24%

*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

PEG vs. ALE — Risk-Adjusted Performance Rank

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

PEG
The Risk-Adjusted Performance Rank of PEG is 9494
Overall Rank
The Sharpe Ratio Rank of PEG is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PEG is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PEG is 9393
Omega Ratio Rank
The Calmar Ratio Rank of PEG is 9393
Calmar Ratio Rank
The Martin Ratio Rank of PEG is 9595
Martin Ratio Rank

ALE
The Risk-Adjusted Performance Rank of ALE is 7777
Overall Rank
The Sharpe Ratio Rank of ALE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ALE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ALE is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ALE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ALE is 8787
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.

PEG vs. ALE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and ALLETE, Inc. (ALE). 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 PEG, currently valued at 2.52, compared to the broader market-2.000.002.002.520.93
The chart of Sortino ratio for PEG, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.003.191.48
The chart of Omega ratio for PEG, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.21
The chart of Calmar ratio for PEG, currently valued at 2.53, compared to the broader market0.002.004.006.002.530.54
The chart of Martin ratio for PEG, currently valued at 13.19, compared to the broader market-30.00-20.00-10.000.0010.0020.0013.196.84
PEG
ALE

The current PEG Sharpe Ratio is 2.52, which is higher than the ALE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PEG and ALE, 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.52
0.93
PEG
ALE

Dividends

PEG vs. ALE - Dividend Comparison

PEG's dividend yield for the trailing twelve months is around 2.78%, less than ALE's 4.31% yield.


TTM20242023202220212020201920182017201620152014
PEG
Public Service Enterprise Group Incorporated
2.78%2.84%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%
ALE
ALLETE, Inc.
4.31%4.35%4.43%4.03%3.80%3.99%2.90%2.94%2.88%3.24%3.97%3.55%

Drawdowns

PEG vs. ALE - Drawdown Comparison

The maximum PEG drawdown since its inception was -54.32%, smaller than the maximum ALE drawdown of -73.95%. Use the drawdown chart below to compare losses from any high point for PEG and ALE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.09%
-7.34%
PEG
ALE

Volatility

PEG vs. ALE - Volatility Comparison

Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 5.10% compared to ALLETE, Inc. (ALE) at 1.23%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than ALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.10%
1.23%
PEG
ALE

Financials

PEG vs. ALE - Financials Comparison

This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and ALLETE, Inc.. 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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