PEG vs. XLU
PEG (Public Service Enterprise Group Incorporated) is a stock, while XLU (State Street Utilities Select Sector SPDR ETF) is Utilities Equities fund tracking the Utilities Select Sector Index. Over the past 10 years, PEG returned 9.12%/yr vs 8.92%/yr for XLU. Their 0.75 correlation means they have sometimes moved together and sometimes differently.
Performance
PEG vs. XLU - Performance Comparison
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Returns By Period
In the year-to-date period, PEG achieves a -2.90% return, which is significantly lower than XLU's 5.28% return. Both investments have delivered pretty close results over the past 10 years, with PEG having a 9.12% annualized return and XLU not far behind at 8.92%.
PEG
- 1D
- -1.12%
- 1M
- -6.05%
- 6M
- -5.33%
- YTD
- -2.90%
- 1Y
- -10.96%
- 3Y*
- 10.23%
- 5Y*
- 7.80%
- 10Y*
- 9.12%
- ALL TIME*
- 10.07%
XLU
- 1D
- -0.69%
- 1M
- -3.08%
- 6M
- 3.92%
- YTD
- 5.28%
- 1Y
- 6.26%
- 3Y*
- 13.58%
- 5Y*
- 9.34%
- 10Y*
- 8.92%
- ALL TIME*
- 7.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $216.48M | $232.76M | $240.76M | |
| $827.32M | $819.54M | $911.53M |
PEG vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | -2.90% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
XLU State Street Utilities Select Sector SPDR ETF | 5.28% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Correlation
The correlation between PEG and XLU is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.75 |
The correlation between PEG and XLU has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
PEG vs. XLU — Risk / Return Rank
PEG
XLU
PEG vs. XLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and State Street Utilities Select Sector SPDR ETF (XLU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEG | XLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.08 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 0.70 | -1.60 |
| Martin ratioReturn relative to average drawdown | -1.39 | 1.44 | -2.82 |
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Drawdowns
PEG vs. XLU - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, roughly equal to the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for PEG and XLU.
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Drawdown Indicators
| PEG | XLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.32% | -51.98% | -2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -9.18% | -3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -13.15% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -25.26% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -36.07% | -4.71% |
Current DrawdownCurrent decline from peak | -14.26% | -5.83% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -10.19% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.51% | 4.48% | +4.03% |
Volatility
PEG vs. XLU - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 4.87% compared to State Street Utilities Select Sector SPDR ETF (XLU) at 4.59%. This indicates that PEG's price experiences larger fluctuations and is considered to be riskier than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEG | XLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 4.59% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 12.01% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 15.00% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 17.34% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 19.30% | +2.66% |
Dividends
PEG vs. XLU - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.39%, more than XLU's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 3.39% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
XLU State Street Utilities Select Sector SPDR ETF | 2.70% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
Frequently Asked Questions
PEG and XLU have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEG has higher volatility (4.87%) compared to XLU (4.59%). In terms of maximum drawdown, PEG dropped -54.32% vs XLU's -51.98%.
XLU currently has the higher Sharpe Ratio (0.43 vs -0.62), 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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