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.
Performance
PEG vs. XLU - Performance Comparison
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PEG vs. XLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 1.97% | -1.89% | 42.63% | 3.62% | -5.09% | 18.34% | 2.37% | 17.09% | 4.68% | 21.77% |
XLU Utilities Select Sector SPDR Fund | 8.77% | 16.03% | 23.31% | -7.18% | 1.44% | 17.70% | 0.51% | 25.93% | 3.94% | 12.05% |
Returns By Period
In the year-to-date period, PEG achieves a 1.97% return, which is significantly lower than XLU's 8.77% return. Over the past 10 years, PEG has underperformed XLU with an annualized return of 9.24%, while XLU has yielded a comparatively higher 9.79% annualized return.
PEG
- 1D
- 0.35%
- 1M
- -3.10%
- YTD
- 1.97%
- 6M
- -0.01%
- 1Y
- 0.71%
- 3Y*
- 12.84%
- 5Y*
- 9.96%
- 10Y*
- 9.24%
XLU
- 1D
- 0.48%
- 1M
- -1.98%
- YTD
- 8.77%
- 6M
- 6.26%
- 1Y
- 19.98%
- 3Y*
- 14.30%
- 5Y*
- 10.90%
- 10Y*
- 9.79%
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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 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.
| PEG | XLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | 1.27 | -1.24 |
Sortino ratioReturn per unit of downside risk | 0.18 | 1.73 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.21 | -2.06 |
Martin ratioReturn relative to average drawdown | 0.27 | 5.31 | -5.04 |
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 | XLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 1.27 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.64 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.51 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.41 | +0.05 |
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.
Dividends
PEG vs. XLU - Dividend Comparison
PEG's dividend yield for the trailing twelve months is around 3.15%, more than XLU's 2.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEG Public Service Enterprise Group Incorporated | 3.15% | 3.14% | 2.84% | 3.73% | 3.53% | 3.06% | 3.36% | 3.18% | 3.46% | 3.34% | 3.74% | 4.03% |
XLU Utilities Select Sector SPDR Fund | 2.58% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
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 | -12.73% | -9.18% | -3.55% |
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 | -9.95% | -2.72% | -7.23% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -10.26% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 3.82% | +3.20% |
Volatility
PEG vs. XLU - Volatility Comparison
Public Service Enterprise Group Incorporated (PEG) has a higher volatility of 5.62% compared to Utilities Select Sector SPDR Fund (XLU) at 5.09%. 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 | 5.62% | 5.09% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 10.36% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 15.79% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 17.18% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 19.21% | +2.68% |