PEGRY vs. VEOEY

Last updated Apr 1, 2026

Compare and contrast key facts about Pennon Group PLC ADR (PEGRY) and Veolia Environnement SA ADR (VEOEY).

Performance

PEGRY vs. VEOEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pennon Group PLC ADR (PEGRY) and Veolia Environnement SA ADR (VEOEY). The values are adjusted to include any dividend payments, if applicable.

PEGRY vs. VEOEY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEGRY Pennon Group PLC ADR	3.09%	25.47%	-19.73%	-3.62%	-30.48%	128.51%	11.91%	23.00%	-1.16%	-4.11%
VEOEY Veolia Environnement SA ADR	9.97%	29.09%	-7.09%	27.73%	-26.84%	60.92%	-6.25%	37.22%	-16.48%	10.20%

Fundamentals

Total Revenue (TTM) PEGRY : $1.69B VEOEY : $88.92B
Gross Profit (TTM) PEGRY : $1.46B VEOEY : $15.59B
EBITDA (TTM) PEGRY : $520.90M VEOEY : $12.34B

Returns By Period

In the year-to-date period, PEGRY achieves a 3.09% return, which is significantly lower than VEOEY's 9.97% return.

PEGRY

• 1D: 1.95%
• 1M: -13.55%
• YTD: 3.09%
• 6M: 13.91%
• 1Y: 29.38%
• 3Y*: -0.18%
• 5Y*: 8.53%
• 10Y*: —

VEOEY

• 1D: 2.69%
• 1M: -9.78%
• YTD: 9.97%
• 6M: 11.84%
• 1Y: 15.76%
• 3Y*: 12.05%
• 5Y*: 12.76%
• 10Y*: 10.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PEGRY vs. VEOEY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEGRY

PEGRY Risk / Return Rank: 70
PEGRY Sharpe Ratio Rank: 73
PEGRY Sortino Ratio Rank: 65
PEGRY Omega Ratio Rank: 64
PEGRY Calmar Ratio Rank: 72
PEGRY Martin Ratio Rank: 74

VEOEY

VEOEY Risk / Return Rank: 61
VEOEY Sharpe Ratio Rank: 65
VEOEY Sortino Ratio Rank: 55
VEOEY Omega Ratio Rank: 57
VEOEY Calmar Ratio Rank: 63
VEOEY Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEGRY vs. VEOEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pennon Group PLC ADR (PEGRY) and Veolia Environnement SA ADR (VEOEY). 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.

	PEGRY	VEOEY	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.66	+0.31
Sortino ratio Return per unit of downside risk	1.40	0.99	+0.41
Omega ratio Gain probability vs. loss probability	1.18	1.14	+0.04
Calmar ratio Return relative to maximum drawdown	1.60	0.98	+0.62
Martin ratio Return relative to average drawdown	4.49	2.53	+1.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEGRY vs. VEOEY - Sharpe Ratio Comparison

The current PEGRY Sharpe Ratio is 0.97, which is higher than the VEOEY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PEGRY and VEOEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PEGRY	VEOEY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.66	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.46	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.44	-0.18

Correlation

The correlation between PEGRY and VEOEY is 0.24, 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

PEGRY vs. VEOEY - Dividend Comparison

PEGRY's dividend yield for the trailing twelve months is around 5.54%, more than VEOEY's 4.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEGRY Pennon Group PLC ADR	5.54%	27.47%	7.56%	5.41%	4.43%	80.45%	2.60%	1.16%	1.39%	0.00%	0.00%	0.00%
VEOEY Veolia Environnement SA ADR	4.03%	4.43%	4.72%	3.90%	4.10%	5.11%	2.23%	4.50%	5.06%	7.54%	4.95%	3.35%

Drawdowns

PEGRY vs. VEOEY - Drawdown Comparison

The maximum PEGRY drawdown since its inception was -64.05%, which is greater than VEOEY's maximum drawdown of -48.54%. Use the drawdown chart below to compare losses from any high point for PEGRY and VEOEY.

Drawdown Indicators

	PEGRY	VEOEY	Difference
Max Drawdown Largest peak-to-trough decline	-64.05%	-48.54%	-15.51%
Max Drawdown (1Y) Largest decline over 1 year	-17.84%	-15.31%	-2.53%
Max Drawdown (5Y) Largest decline over 5 years	-64.05%	-48.54%	-15.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.54%	—
Current Drawdown Current decline from peak	-42.60%	-9.78%	-32.82%
Average Drawdown Average peak-to-trough decline	-33.62%	-11.46%	-22.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.34%	5.92%	+0.42%

Volatility

PEGRY vs. VEOEY - Volatility Comparison

Pennon Group PLC ADR (PEGRY) has a higher volatility of 11.19% compared to Veolia Environnement SA ADR (VEOEY) at 8.46%. This indicates that PEGRY's price experiences larger fluctuations and is considered to be riskier than VEOEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PEGRY	VEOEY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.19%	8.46%	+2.73%
Volatility (6M) Calculated over the trailing 6-month period	18.17%	14.69%	+3.48%
Volatility (1Y) Calculated over the trailing 1-year period	30.43%	23.88%	+6.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.93%	27.63%	+19.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.18%	27.41%	+18.77%

Financials