Hello! I completely understand that you are worried. What size is Penelope's wheel? It may be a case that he is too big for his wheel which was causes stress. Another thing that is good to keep them from getting bored is making little treat toys. If you just search up on YouTube "hamster treat toy" there are loads of DIY's on there which keep your hamster busy and then gaining a reward at the end.
I hope this helps and good luck
