PEG vs. VOO
Compare and contrast key facts about Public Service Enterprise Group Incorporated (PEG) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEG or VOO.
Key characteristics
| PEG | VOO | |
|---|---|---|
| YTD Return | 21.71% | 10.48% |
| 1Y Return | 22.35% | 28.69% |
| 3Y Return (Ann) | 9.42% | 9.60% |
| 5Y Return (Ann) | 7.89% | 14.65% |
| 10Y Return (Ann) | 10.84% | 12.89% |
| Sharpe Ratio | 1.11 | 2.52 |
| Daily Std Dev | 18.02% | 11.57% |
| Max Drawdown | -54.32% | -33.99% |
| Current Drawdown | -0.36% | -0.06% |
Correlation
The correlation between PEG and VOO is 0.40, 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.
Performance
PEG vs. VOO - Performance Comparison
In the year-to-date period, PEG achieves a 21.71% return, which is significantly higher than VOO's 10.48% return. Over the past 10 years, PEG has underperformed VOO with an annualized return of 10.84%, while VOO has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
PEG vs. VOO - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.13%, more than VOO's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 3.13% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% | 3.57% | 4.49% |
VOO Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PEG vs. VOO - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PEG and VOO. For additional features, visit the drawdowns tool.
Volatility
PEG vs. VOO - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.51% and 3.36%, 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.