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

Correlation

The correlation between PEG and OTTR is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

PEG vs. OTTR - Performance Comparison

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

2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%3,600.00%3,800.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,592.32%
2,708.41%
PEG
OTTR

Key characteristics

Sharpe Ratio

PEG:

2.35

OTTR:

-0.30

Sortino Ratio

PEG:

2.98

OTTR:

-0.24

Omega Ratio

PEG:

1.40

OTTR:

0.97

Calmar Ratio

PEG:

2.37

OTTR:

-0.32

Martin Ratio

PEG:

13.27

OTTR:

-0.57

Ulcer Index

PEG:

3.36%

OTTR:

14.61%

Daily Std Dev

PEG:

18.98%

OTTR:

27.83%

Max Drawdown

PEG:

-54.32%

OTTR:

-65.96%

Current Drawdown

PEG:

-9.38%

OTTR:

-24.34%

Fundamentals

Market Cap

PEG:

$42.57B

OTTR:

$3.19B

EPS

PEG:

$4.07

OTTR:

$7.24

PE Ratio

PEG:

21.00

OTTR:

10.55

PEG Ratio

PEG:

8.34

OTTR:

1.99

Total Revenue (TTM)

PEG:

$10.43B

OTTR:

$1.34B

Gross Profit (TTM)

PEG:

$3.77B

OTTR:

$491.09M

EBITDA (TTM)

PEG:

$4.46B

OTTR:

$513.80M

Returns By Period

In the year-to-date period, PEG achieves a 43.59% return, which is significantly higher than OTTR's -9.60% return. Over the past 10 years, PEG has underperformed OTTR with an annualized return of 11.19%, while OTTR has yielded a comparatively higher 12.61% annualized return.


PEG

YTD

43.59%

1M

-5.35%

6M

18.19%

1Y

45.49%

5Y*

11.51%

10Y*

11.19%

OTTR

YTD

-9.60%

1M

-5.62%

6M

-11.86%

1Y

-10.80%

5Y*

10.53%

10Y*

12.61%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PEG vs. OTTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Otter Tail Corporation (OTTR). 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-4.00-2.000.002.002.35-0.30
The chart of Sortino ratio for PEG, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.002.98-0.24
The chart of Omega ratio for PEG, currently valued at 1.40, compared to the broader market0.501.001.502.001.400.97
The chart of Calmar ratio for PEG, currently valued at 2.37, compared to the broader market0.002.004.006.002.37-0.32
The chart of Martin ratio for PEG, currently valued at 13.27, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.27-0.57
PEG
OTTR

The current PEG Sharpe Ratio is 2.35, which is higher than the OTTR Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of PEG and OTTR, 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
-0.30
PEG
OTTR

Dividends

PEG vs. OTTR - Dividend Comparison

PEG's dividend yield for the trailing twelve months is around 2.82%, more than OTTR's 2.49% 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%
OTTR
Otter Tail Corporation
2.49%2.06%2.81%2.18%3.47%2.73%2.70%2.88%3.07%4.62%3.91%4.06%

Drawdowns

PEG vs. OTTR - Drawdown Comparison

The maximum PEG drawdown since its inception was -54.32%, smaller than the maximum OTTR drawdown of -65.96%. Use the drawdown chart below to compare losses from any high point for PEG and OTTR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.38%
-24.34%
PEG
OTTR

Volatility

PEG vs. OTTR - Volatility Comparison

Public Service Enterprise Group Incorporated (PEG) and Otter Tail Corporation (OTTR) have volatilities of 6.40% and 6.45%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
6.45%
PEG
OTTR

Financials

PEG vs. OTTR - Financials Comparison

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


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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