Could the rootball have been much drier than the other 2 when it was planted? It looks like it needs water, they get droopy like that when they're too dry. I'd soak it good and give it some shade for a few days if it's really hot. Newly transplanted peonies like being watered just as much as any other newly transplanted perennial or annual, they just don't want to sit in a boggy area. You can safely water your peonies whenever you water everything else as long as the soil drains well. It's also better to water them at ground level rather than on the leaves to prevent mold problems if you're in a humid climate.

Thank you! I watered it and it perked right back up this morning!!!! I appreciate your advice and will keep in mind for the future!

So glad it worked, vraslli!