PEG vs. CPK
PEG (Public Service Enterprise Group Incorporated) and CPK (Chesapeake Utilities Corporation) are both stocks. Both are in the Utilities sector — PEG in Utilities - Diversified, CPK in Utilities - Regulated Gas. Over the past 10 years, PEG returned 9.71%/yr vs 9.34%/yr for CPK. At a 0.25 correlation, their price movements are largely independent.
Performance
PEG vs. CPK - Performance Comparison
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Returns By Period
In the year-to-date period, PEG achieves a 0.92% return, which is significantly higher than CPK's -0.45% return. Both investments have delivered pretty close results over the past 10 years, with PEG having a 9.71% annualized return and CPK not far behind at 9.34%.
PEG
- 1D
- 1.17%
- 1M
- 5.17%
- YTD
- 0.92%
- 6M
- 2.72%
- 1Y
- 1.65%
- 3Y*
- 12.39%
- 5Y*
- 8.79%
- 10Y*
- 9.71%
CPK
- 1D
- 1.01%
- 1M
- -0.98%
- YTD
- -0.45%
- 6M
- -1.95%
- 1Y
- 5.77%
- 3Y*
- 0.97%
- 5Y*
- 2.45%
- 10Y*
- 9.34%
PEG vs. CPK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 0.92% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
CPK Chesapeake Utilities Corporation | -0.45% | 5.07% | 17.44% | -8.83% | -17.61% | 36.78% | 15.15% | 19.88% | 5.37% | 19.34% |
Correlation
The correlation between PEG and CPK is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.25 |
The correlation between PEG and CPK shifts across timeframes, from 0.25 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PEG:
$6.03
CPK:
$3.21
PEG:
13.22
CPK:
38.50
PEG:
0.58
CPK:
6.11
PEG:
2.34
CPK:
4.93
PEG:
$12.79B
CPK:
$586.05M
PEG:
$10.19B
CPK:
$313.50M
PEG:
$4.20B
CPK:
$224.92M
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Return for Risk
PEG vs. CPK — Risk / Return Rank
PEG
CPK
PEG vs. CPK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Chesapeake Utilities Corporation (CPK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEG | CPK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.05 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.34 | -0.27 |
| Martin ratioReturn relative to average drawdown | 0.12 | 0.70 | -0.58 |
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Drawdowns
PEG vs. CPK - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, which is greater than CPK's maximum drawdown of -44.54%. Use the drawdown chart below to compare losses from any high point for PEG and CPK.
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Drawdown Indicators
| PEG | CPK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -44.54% | -9.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -12.54% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -31.17% | +14.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -38.67% | +11.38% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -38.67% | -2.11% |
Current DrawdownCurrent decline from peak | -10.88% | -10.20% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -8.82% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.98% | 6.14% | +1.84% |
Volatility
PEG vs. CPK - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) and Chesapeake Utilities Corporation (CPK) have volatilities of 5.87% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEG | CPK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.17% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.78% | 13.88% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 18.84% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 22.79% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 26.65% | -4.69% |
Dividends
PEG vs. CPK - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.26%, more than CPK's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPK Chesapeake Utilities Corporation | 2.22% | 2.16% | 2.07% | 2.18% | 1.76% | 1.29% | 1.59% | 1.65% | 1.77% | 1.63% | 1.80% | 2.00% |
PEG Public Service Enterprise Group Incorporated | 3.26% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
Financials
PEG vs. CPK - Financials Comparison
This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and Chesapeake Utilities Corporation. 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
PEG vs. CPK - Profitability Comparison
PEG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Public Service Enterprise Group Incorporated reported a gross profit of 2.91B and revenue of 3.85B. Therefore, the gross margin over that period was 75.7%.
CPK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported a gross profit of 0.00 and revenue of 353.10K. Therefore, the gross margin over that period was 0.0%.
PEG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Public Service Enterprise Group Incorporated reported an operating income of 1.08B and revenue of 3.85B, resulting in an operating margin of 27.9%.
CPK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported an operating income of 99.40K and revenue of 353.10K, resulting in an operating margin of 28.2%.
PEG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Public Service Enterprise Group Incorporated reported a net income of 741.00M and revenue of 3.85B, resulting in a net margin of 19.3%.
CPK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Chesapeake Utilities Corporation reported a net income of 59.30K and revenue of 353.10K, resulting in a net margin of 16.8%.
Frequently Asked Questions
PEG and CPK have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPK has higher volatility (6.17%) compared to PEG (5.87%). In terms of maximum drawdown, PEG dropped -54.32% vs CPK's -44.54%.
CPK currently has the higher Sharpe Ratio (0.23 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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