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. Data as of 2026-10-29.
| Last close price | $72.47 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +9.70% |
| Total return over period | +31.81% |
| Annualized volatility | 19.87% |
| Period volatility | 34.32% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.57 |
| Sortino ratio | 0.78 |
| Max drawdown | -25.57% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.85% |
| Correlation with the S&P 500 | 0.31 |
| Period range | $52.59 – $89.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Public Service Enterprise Group (PEG) has posted an annualized return of +9.70% with annual volatility of 19.87%, a Sharpe ratio of 0.57. Its worst stretch (max drawdown from a peak) was -25.57%. Its correlation with the S&P 500 is 0.31, 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.
Optimize a portfolio with PEG →
Other Utilities stocks
Is it part of the S&P 500?
Yes, Public Service Enterprise Group (PEG) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio