From Muppet Wiki

"Joe" is a live pig who appears in Kermit's Swamp Years. Young Kermit encounters him on a farm, where he's chased by the curious porker. A shaken Kermit, informed by Pilgrim that the creature is a pig, replies, "A pig, huh? I hope I never encounter another one of those my entire life."

In A Behind the Scenes Look at Kermit's Swamp Years, the pig is interviewed by Joe the Armadillo, who addresses him as Joe. However, it should be noted that the armadillo refers to all of his interview subjects with some variation of "Joe." Joe (armadillo) asks Joe (pig) his opinion of Kermit, and is amazed to find that the porcine actor thinks Kermit is "better than DeNiro."