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

Correlation

The correlation between PEG and EIX is 0.42, 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.


Performance

PEG vs. EIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PEG:

0.39

EIX:

-0.66

Sortino Ratio

PEG:

0.72

EIX:

-0.65

Omega Ratio

PEG:

1.10

EIX:

0.90

Calmar Ratio

PEG:

0.58

EIX:

-0.44

Martin Ratio

PEG:

1.26

EIX:

-0.89

Ulcer Index

PEG:

7.95%

EIX:

21.41%

Daily Std Dev

PEG:

22.48%

EIX:

30.90%

Max Drawdown

PEG:

-54.32%

EIX:

-72.18%

Current Drawdown

PEG:

-15.76%

EIX:

-33.11%

Fundamentals

Market Cap

PEG:

$38.57B

EIX:

$22.16B

EPS

PEG:

$3.66

EIX:

$7.07

PE Ratio

PEG:

21.12

EIX:

8.15

PEG Ratio

PEG:

2.39

EIX:

0.62

PS Ratio

PEG:

3.59

EIX:

1.28

PB Ratio

PEG:

2.37

EIX:

1.45

Total Revenue (TTM)

PEG:

$10.75B

EIX:

$17.33B

Gross Profit (TTM)

PEG:

$4.86B

EIX:

$6.52B

EBITDA (TTM)

PEG:

$4.13B

EIX:

$8.22B

Returns By Period

In the year-to-date period, PEG achieves a -6.42% return, which is significantly higher than EIX's -25.97% return. Over the past 10 years, PEG has outperformed EIX with an annualized return of 10.11%, while EIX has yielded a comparatively lower 3.49% annualized return.


PEG

YTD

-6.42%

1M

-6.09%

6M

-8.49%

1Y

8.62%

5Y*

15.47%

10Y*

10.11%

EIX

YTD

-25.97%

1M

1.23%

6M

-28.03%

1Y

-20.37%

5Y*

5.21%

10Y*

3.49%

*Annualized

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Risk-Adjusted Performance

PEG vs. EIX — 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 6565
Overall Rank
The Sharpe Ratio Rank of PEG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PEG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PEG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PEG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PEG is 6767
Martin Ratio Rank

EIX
The Risk-Adjusted Performance Rank of EIX is 2020
Overall Rank
The Sharpe Ratio Rank of EIX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EIX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EIX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of EIX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EIX is 2929
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. EIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Edison International (EIX). 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.


The current PEG Sharpe Ratio is 0.39, which is higher than the EIX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of PEG and EIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PEG vs. EIX - Dividend Comparison

PEG's dividend yield for the trailing twelve months is around 3.10%, less than EIX's 5.58% yield.


TTM20242023202220212020201920182017201620152014
PEG
Public Service Enterprise Group Incorporated
3.10%2.84%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%
EIX
Edison International
5.58%2.93%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%

Drawdowns

PEG vs. EIX - Drawdown Comparison

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


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Volatility

PEG vs. EIX - Volatility Comparison

The current volatility for Public Service Enterprise Group Incorporated (PEG) is 6.36%, while Edison International (EIX) has a volatility of 11.49%. This indicates that PEG experiences smaller price fluctuations and is considered to be less risky than EIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PEG vs. EIX - Financials Comparison

This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and Edison International. 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


2.00B3.00B4.00B5.00B20212022202320242025
3.22B
3.81B
(PEG) Total Revenue
(EIX) Total Revenue
Values in USD except per share items

PEG vs. EIX - Profitability Comparison

The chart below illustrates the profitability comparison between Public Service Enterprise Group Incorporated and Edison International over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
71.5%
46.7%
(PEG) Gross Margin
(EIX) Gross Margin
PEG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Public Service Enterprise Group Incorporated reported a gross profit of 2.30B and revenue of 3.22B. Therefore, the gross margin over that period was 71.5%.

EIX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Edison International reported a gross profit of 1.78B and revenue of 3.81B. Therefore, the gross margin over that period was 46.7%.

PEG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Public Service Enterprise Group Incorporated reported an operating income of 797.00M and revenue of 3.22B, resulting in an operating margin of 24.7%.

EIX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Edison International reported an operating income of 2.13B and revenue of 3.81B, resulting in an operating margin of 56.0%.

PEG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Public Service Enterprise Group Incorporated reported a net income of 589.00M and revenue of 3.22B, resulting in a net margin of 18.3%.

EIX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Edison International reported a net income of 1.49B and revenue of 3.81B, resulting in a net margin of 39.2%.