PEG vs. ED
Compare and contrast key facts about Public Service Enterprise Group Incorporated (PEG) and Consolidated Edison, Inc. (ED).
Performance
PEG vs. ED - Performance Comparison
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PEG vs. ED - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ED Consolidated Edison, Inc. | 14.85% | 15.15% | 1.55% | -1.12% | 15.65% | 22.96% | -16.99% | 22.54% | -6.62% | 19.30% |
Fundamentals
PEG:
$6.33
ED:
$5.59
PEG:
12.80
ED:
20.26
PEG:
0.60
ED:
1.44
PEG:
2.22
ED:
2.42
PEG:
$12.17B
ED:
$16.92B
PEG:
$8.40B
ED:
$10.49B
PEG:
$4.22B
ED:
$6.84B
Returns By Period
In the year-to-date period, PEG achieves a 1.62% return, which is significantly lower than ED's 14.85% return. Over the past 10 years, PEG has outperformed ED with an annualized return of 9.21%, while ED has yielded a comparatively lower 7.72% annualized return.
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%
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%
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Return for Risk
PEG vs. ED — Risk / Return Rank
PEG
ED
PEG vs. ED - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Consolidated Edison, Inc. (ED). 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.
| PEG | ED | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.32 | -0.24 |
Sortino ratioReturn per unit of downside risk | 0.24 | 0.55 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.07 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.53 | -0.34 |
Martin ratioReturn relative to average drawdown | 0.34 | 0.87 | -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
| PEG | ED | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.32 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.68 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.37 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.09 |
Correlation
The correlation between PEG and ED 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
PEG vs. ED - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.16%, more than ED's 3.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
PEG vs. ED - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, smaller than the maximum ED drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for PEG and ED.
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Drawdown Indicators
| PEG | ED | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -78.90% | +24.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -14.23% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -22.03% | -5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -30.91% | -9.87% |
Current DrawdownCurrent decline from peak | -10.26% | -1.97% | -8.29% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -13.27% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 8.68% | -1.68% |
Volatility
PEG vs. ED - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 5.62% compared to Consolidated Edison, Inc. (ED) at 4.86%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEG | ED | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.86% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 12.12% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 18.29% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 18.65% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 21.02% | +0.87% |
Financials
PEG vs. ED - Financials Comparison
This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and Consolidated Edison, 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.
Total Revenue: Total amount of money received from sales and other business activities