PEG vs. XLU
Compare and contrast key facts about Public Service Enterprise Group Incorporated (PEG) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEG or XLU.
Key characteristics
| PEG | XLU | |
|---|---|---|
| YTD Return | 43.88% | 27.94% |
| 1Y Return | 45.48% | 36.31% |
| 3Y Return (Ann) | 15.30% | 9.33% |
| 5Y Return (Ann) | 10.71% | 8.51% |
| 10Y Return (Ann) | 11.60% | 9.05% |
| Sharpe Ratio | 2.32 | 2.15 |
| Sortino Ratio | 2.96 | 2.98 |
| Omega Ratio | 1.40 | 1.37 |
| Calmar Ratio | 2.33 | 1.67 |
| Martin Ratio | 11.20 | 10.72 |
| Ulcer Index | 3.92% | 3.22% |
| Daily Std Dev | 18.96% | 16.06% |
| Max Drawdown | -54.32% | -52.27% |
| Current Drawdown | -6.75% | -3.69% |
Correlation
The correlation between PEG and XLU is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PEG vs. XLU - Performance Comparison
In the year-to-date period, PEG achieves a 43.88% return, which is significantly higher than XLU's 27.94% return. Over the past 10 years, PEG has outperformed XLU with an annualized return of 11.60%, while XLU has yielded a comparatively lower 9.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PEG vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Service Enterprise Group Incorporated (PEG) and Utilities Select Sector SPDR Fund (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.
Dividends
PEG vs. XLU - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 2.76%, less than XLU's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 2.76% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% | 3.57% | 4.49% |
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
PEG vs. XLU - Drawdown Comparison
The maximum PEG drawdown since its inception was -54.32%, roughly equal to the maximum XLU drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for PEG and XLU. For additional features, visit the drawdowns tool.
Volatility
PEG vs. XLU - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 9.04% compared to Utilities Select Sector SPDR Fund (XLU) at 5.72%. 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.