Public Service Enterprise Group (PEG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Public Service Enterprise Group, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $72.39 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +9.20% |
| Total return over period | +29.98% |
| Annualized volatility | 19.90% |
| Period volatility | 34.36% |
| Sharpe ratio | 0.27 |
| Sortino ratio | 0.36 |
| Max drawdown | -19.05% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.91% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $50.02 – $89.43 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Public Service Enterprise Group (PEG) has posted an annualized return of +9.20% with annual volatility of 19.90%, a Sharpe ratio of 0.27. Its worst stretch (max drawdown from a peak) was -19.05%. Its correlation with the S&P 500 is 0.32, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PEG would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Public Service Enterprise Group (PEG) is of the S&P 500.
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