Correlation
The correlation between PEG and VOO is 0.39, 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.
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.
Performance
PEG vs. VOO - Performance Comparison
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Key characteristics
PEG:
0.48
VOO:
0.60
PEG:
0.63
VOO:
0.88
PEG:
1.09
VOO:
1.13
PEG:
0.48
VOO:
0.56
PEG:
1.00
VOO:
2.13
PEG:
8.30%
VOO:
4.91%
PEG:
22.62%
VOO:
19.46%
PEG:
-54.32%
VOO:
-33.99%
PEG:
-15.20%
VOO:
-5.22%
Returns By Period
In the year-to-date period, PEG achieves a -5.79% return, which is significantly lower than VOO's -0.85% return. Over the past 10 years, PEG has underperformed VOO with an annualized return of 10.04%, while VOO has yielded a comparatively higher 12.64% annualized return.
PEG
-5.79%
-2.55%
-13.85%
8.48%
8.38%
14.26%
10.04%
VOO
-0.85%
5.19%
-2.42%
10.85%
15.45%
16.18%
12.64%
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Risk-Adjusted Performance
PEG vs. VOO — Risk-Adjusted Performance Rank
PEG
VOO
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.
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Dividends
PEG vs. VOO - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.08%, more than VOO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 3.08% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% | 3.57% |
VOO Vanguard S&P 500 ETF | 1.31% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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.
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Volatility
PEG vs. VOO - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 5.62% compared to Vanguard S&P 500 ETF (VOO) at 4.44%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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