PEG vs. FPURX
PEG (Public Service Enterprise Group Incorporated) is a stock, while FPURX (Fidelity Puritan Fund) is Diversified Portfolio fund actively managed by Fidelity. Over the past 10 years, PEG returned 9.12%/yr vs 10.95%/yr for FPURX. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
PEG vs. FPURX - Performance Comparison
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Returns By Period
In the year-to-date period, PEG achieves a -2.90% return, which is significantly lower than FPURX's 7.22% return. Over the past 10 years, PEG has underperformed FPURX with an annualized return of 9.12%, while FPURX has yielded a comparatively higher 10.95% annualized return.
PEG
- 1D
- -1.12%
- 1M
- -6.05%
- 6M
- -5.33%
- YTD
- -2.90%
- 1Y
- -10.96%
- 3Y*
- 10.23%
- 5Y*
- 7.80%
- 10Y*
- 9.12%
- ALL TIME*
- 10.07%
FPURX
- 1D
- 1.35%
- 1M
- -2.24%
- 6M
- 5.09%
- YTD
- 7.22%
- 1Y
- 15.02%
- 3Y*
- 14.36%
- 5Y*
- 8.51%
- 10Y*
- 10.95%
- ALL TIME*
- 9.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $216.48M | $232.76M | $240.76M |
PEG vs. FPURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | -2.90% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
FPURX Fidelity Puritan Fund | 7.22% | 12.22% | 18.94% | 20.20% | -17.35% | 18.92% | 20.58% | 21.27% | -4.18% | 18.28% |
Correlation
The correlation between PEG and FPURX is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1980 | 0.39 |
Over the past year, the correlation between PEG and FPURX has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
PEG vs. FPURX — Risk / Return Rank
PEG
FPURX
PEG vs. FPURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Fidelity Puritan Fund (FPURX). 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 | FPURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 1.97 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.39 | 7.58 | -8.96 |
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Drawdowns
PEG vs. FPURX - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, which is greater than FPURX's maximum drawdown of -31.76%. Use the drawdown chart below to compare losses from any high point for PEG and FPURX.
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Drawdown Indicators
| PEG | FPURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -31.76% | -22.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -7.24% | -5.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -16.51% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -22.53% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -23.93% | -16.85% |
Current DrawdownCurrent decline from peak | -14.26% | -4.03% | -10.23% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -4.64% | -6.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.51% | 1.88% | +6.63% |
Volatility
PEG vs. FPURX - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 4.87% compared to Fidelity Puritan Fund (FPURX) at 3.41%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than FPURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEG | FPURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 3.41% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 9.33% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 11.24% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 13.47% | +6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 13.18% | +8.78% |
Dividends
PEG vs. FPURX - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.39%, less than FPURX's 6.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FPURX Fidelity Puritan Fund | 6.43% | 6.83% | 11.30% | 5.34% | 9.38% | 13.10% | 5.10% | 4.29% | 15.26% | 3.78% | 3.71% | 7.49% |
PEG Public Service Enterprise Group Incorporated | 3.39% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
Frequently Asked Questions
PEG and FPURX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEG has higher volatility (4.87%) compared to FPURX (3.41%). In terms of maximum drawdown, PEG dropped -54.32% vs FPURX's -31.76%.
FPURX currently has the higher Sharpe Ratio (1.27 vs -0.62), 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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