Public Service Enterprise Group (PEG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Public Service Enterprise Group, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $77.56 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +10.76% |
| Total return over period | +35.65% |
| Annualized volatility | 20.01% |
| Sharpe ratio | 0.35 |
| Sortino ratio | 0.48 |
| Max drawdown | -17.17% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.93% |
| Correlation with the S&P 500 | 0.32 |
| Period range | $50.02 – $89.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Public Service Enterprise Group (PEG) has posted an annualized return of +10.76% with annual volatility of 20.01%, a Sharpe ratio of 0.35. Its worst stretch (max drawdown from a peak) was -17.17%. 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 S&P 500 stocks, try the optimizer.
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