EXC vs PEG: Correlation
Exelon (EXC) and Public Service Enterprise Group (PEG) show a strong relationship: their 3-year correlation of weekly returns is 0.62.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EXC and PEG?
Across a 3-year window, the weekly returns of EXC and PEG correlate at 0.62, strong. Lately the two have moved closer together, with the 1-year correlation at 0.77 versus 0.62 over 3 years. Stretching to 5 years gives 0.70, with an annualized covariance of 225.8 %².
Within EXC's tracked universe of 41 assets, PEG comes in at #17 by 3-year correlation. On 12-month performance EXC holds a 10.3-point edge, +1.7% against -8.6%. Across three years, the rolling one-year figure varied moderately, from 0.34 to 0.82.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EXC vs PEG: side by side
| EXC (Exelon) | PEG (Public Service Enterprise Group) | |
|---|---|---|
| 1-year return | +1.7% | -8.6% |
| 5-year return | +48.1% | +34.9% |
| Volatility (ann.) | 19.4% | 18.9% |
| Beta vs S&P 500 | -0.05 | 0.25 |
| Max drawdown (3Y) | -18.9% | -18.8% |
| Market cap | $45.3B | $36.5B |
| P/E (trailing) | 16.3 | 18.4 |
| Dividend yield | 3.69% | 3.51% |
| Sector / category | Utilities | Utilities |
Year-by-year returns
| Year | EXC | PEG |
|---|---|---|
| 2022 | +8.3% | -5.1% |
| 2023 | -14.0% | +3.6% |
| 2024 | +9.2% | +42.6% |
| 2025 | +20.0% | -1.9% |
| 2026 | +2.7% | -7.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EXC and PEG good diversifiers for each other?
To a limited degree. At 0.62 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between EXC and PEG?
As of 2026-08-27, the correlation of weekly returns between EXC and PEG is 0.62 over 3 years, 0.77 over 1 year and 0.70 over 5 years.
Is PEG a good diversifier for EXC?
To a limited degree. At 0.62 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.62 mean?
On the −1 to +1 scale, 0.62 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/exc-vs-peg.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/exc-vs-peg/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EXC correlations · PEG correlations
