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

Correlation

The correlation between PEG and NEE is 0.63, 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.


-0.50.00.51.00.6

Performance

PEG vs. NEE - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,000.96%
1,761.27%
PEG
NEE

Key characteristics

Sharpe Ratio

PEG:

2.35

NEE:

0.92

Sortino Ratio

PEG:

2.98

NEE:

1.30

Omega Ratio

PEG:

1.40

NEE:

1.17

Calmar Ratio

PEG:

2.37

NEE:

0.61

Martin Ratio

PEG:

13.27

NEE:

3.41

Ulcer Index

PEG:

3.36%

NEE:

6.82%

Daily Std Dev

PEG:

18.98%

NEE:

25.33%

Max Drawdown

PEG:

-54.32%

NEE:

-47.81%

Current Drawdown

PEG:

-9.38%

NEE:

-17.04%

Fundamentals

Market Cap

PEG:

$42.57B

NEE:

$148.62B

EPS

PEG:

$4.07

NEE:

$3.37

PE Ratio

PEG:

21.00

NEE:

21.45

PEG Ratio

PEG:

8.34

NEE:

2.94

Total Revenue (TTM)

PEG:

$10.43B

NEE:

$26.29B

Gross Profit (TTM)

PEG:

$3.77B

NEE:

$14.94B

EBITDA (TTM)

PEG:

$4.46B

NEE:

$15.46B

Returns By Period

In the year-to-date period, PEG achieves a 43.59% return, which is significantly higher than NEE's 21.43% return. Over the past 10 years, PEG has underperformed NEE with an annualized return of 11.19%, while NEE has yielded a comparatively higher 13.31% annualized return.


PEG

YTD

43.59%

1M

-5.35%

6M

18.19%

1Y

45.49%

5Y*

11.51%

10Y*

11.19%

NEE

YTD

21.43%

1M

-6.15%

6M

-0.26%

1Y

23.75%

5Y*

5.86%

10Y*

13.31%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PEG vs. NEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and NextEra Energy, Inc. (NEE). 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 2.35, compared to the broader market-4.00-2.000.002.002.350.92
The chart of Sortino ratio for PEG, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.981.30
The chart of Omega ratio for PEG, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.17
The chart of Calmar ratio for PEG, currently valued at 2.37, compared to the broader market0.002.004.006.002.370.61
The chart of Martin ratio for PEG, currently valued at 13.27, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.273.41
PEG
NEE

The current PEG Sharpe Ratio is 2.35, which is higher than the NEE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PEG and NEE, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.35
0.92
PEG
NEE

Dividends

PEG vs. NEE - Dividend Comparison

PEG's dividend yield for the trailing twelve months is around 2.82%, less than NEE's 2.87% yield.


TTM20232022202120202019201820172016201520142013
PEG
Public Service Enterprise Group Incorporated
2.82%3.73%3.53%3.06%3.36%3.18%3.46%3.34%3.74%4.03%3.57%4.49%
NEE
NextEra Energy, Inc.
2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%

Drawdowns

PEG vs. NEE - Drawdown Comparison

The maximum PEG drawdown since its inception was -54.32%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for PEG and NEE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.38%
-17.04%
PEG
NEE

Volatility

PEG vs. NEE - Volatility Comparison

Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 6.40% compared to NextEra Energy, Inc. (NEE) at 5.59%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
5.59%
PEG
NEE

Financials

PEG vs. NEE - Financials Comparison

This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and NextEra Energy, 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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