PEG vs. O
PEG (Public Service Enterprise Group Incorporated) and O (Realty Income Corporation) are both stocks. PEG operates in Utilities - Diversified (Utilities), while O operates in REIT - Retail (Real Estate). Over the past 10 years, PEG returned 9.23%/yr vs 4.58%/yr for O. At a 0.34 correlation, their price movements are largely independent.
Performance
PEG vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, PEG achieves a -2.40% return, which is significantly lower than O's 8.26% return. Over the past 10 years, PEG has outperformed O with an annualized return of 9.23%, while O has yielded a comparatively lower 4.58% annualized return.
PEG
- 1D
- -0.73%
- 1M
- -3.36%
- YTD
- -2.40%
- 6M
- -1.91%
- 1Y
- -2.49%
- 3Y*
- 12.05%
- 5Y*
- 8.43%
- 10Y*
- 9.23%
O
- 1D
- -0.32%
- 1M
- -5.46%
- YTD
- 8.26%
- 6M
- 5.55%
- 1Y
- 12.57%
- 3Y*
- 5.73%
- 5Y*
- 2.47%
- 10Y*
- 4.58%
PEG vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | -2.40% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
O Realty Income Corporation | 8.26% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between PEG and O is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 1994 | 0.34 |
The correlation between PEG and O shifts across timeframes, from 0.34 (all time) to 0.46 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PEG:
$6.03
O:
$1.17
PEG:
12.90
O:
50.86
PEG:
0.56
O:
4.14
PEG:
2.28
O:
6.87
PEG:
$12.79B
O:
$5.92B
PEG:
$10.19B
O:
$3.89B
PEG:
$4.20B
O:
$3.93B
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Return for Risk
PEG vs. O — Risk / Return Rank
PEG
O
PEG vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.14 | -1.33 |
| Martin ratioReturn relative to average drawdown | -0.32 | 2.88 | -3.20 |
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 | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.79 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.13 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.18 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Drawdowns
PEG vs. O - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for PEG and O.
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Drawdown Indicators
| PEG | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -48.45% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -11.10% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -26.49% | +9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -34.48% | +7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -48.28% | +7.50% |
Current DrawdownCurrent decline from peak | -13.81% | -10.44% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -9.21% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 4.37% | +3.43% |
Volatility
PEG vs. O - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) and Realty Income Corporation (O) have volatilities of 5.65% and 5.48%, 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 | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.48% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 11.72% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 15.95% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.41% | 18.87% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 25.63% | -3.69% |
Dividends
PEG vs. O - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.29%, less than O's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.42% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
PEG Public Service Enterprise Group Incorporated | 3.29% | 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. O - Financials Comparison
This section allows you to compare key financial metrics between Public Service Enterprise Group Incorporated and Realty Income 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. O - 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%.
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. 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%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
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%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
Frequently Asked Questions
PEG and O have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEG has higher volatility (5.65%) compared to O (5.48%). In terms of maximum drawdown, PEG dropped -54.32% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.79 vs -0.13), 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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