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.
Performance
PEG vs. VOO - Performance Comparison
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PEG vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 1.62% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, PEG achieves a 1.62% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, PEG has underperformed VOO with an annualized return of 9.21%, while VOO has yielded a comparatively higher 14.14% annualized return.
PEG
- 1D
- -0.54%
- 1M
- -5.19%
- YTD
- 1.62%
- 6M
- -1.45%
- 1Y
- 1.53%
- 3Y*
- 12.71%
- 5Y*
- 9.89%
- 10Y*
- 9.21%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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Return for Risk
PEG vs. VOO — Risk / Return Rank
PEG
VOO
PEG vs. VOO - Risk-Adjusted Trends 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.
| PEG | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.01 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.24 | 1.53 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.55 | -1.37 |
Martin ratioReturn relative to average drawdown | 0.34 | 7.31 | -6.97 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.01 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.71 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.79 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.38 |
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.
Dividends
PEG vs. VOO - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.16%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 3.16% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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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Drawdown Indicators
| PEG | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -33.99% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.98% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -24.52% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -33.99% | -6.79% |
Current DrawdownCurrent decline from peak | -10.26% | -5.55% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -3.72% | -7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 2.55% | +4.45% |
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 5.34%. 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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Volatility by Period
| PEG | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.34% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 9.47% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 18.11% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 16.82% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 17.99% | +3.90% |