Prudential Financial, Inc. (PRS) Sharpe Ratio: -0.16

PRS's Sharpe Ratio of -0.16 indicates that for each unit of volatility, it generates -0.16 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PRS Sharpe Ratio Rank

Below Average

PRS ranks above 36.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

PRS Sharpe Ratio Market Positioning

The chart shows PRS's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.41 or lower
Yellow zone (middle 50%): -0.41 to 1.09
Green zone (top 25%): 1.09 or higher
Top 1%: 5.36+
Median: 0.18 — half of all investments score higher

How it compares to other similar stocks

The table compares PRS's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
SNDK	Sandisk Corporation	40.86
AXTI	AXT, Inc.	29.80
WDC	Western Digital Corporation	15.04
BW	Babcock & Wilcox Enterprises, Inc.	13.09
RVMDW	Revolution Medicines Inc. Warrant	12.97
BE	Bloom Energy Corporation	12.36
STX	Seagate Technology plc	10.72
MU	Micron Technology, Inc.	10.61
MMSMY	Mitsui Mining and Smelting Co Ltd ADR	9.58
LITE	Lumentum Holdings Inc.	9.57
PRS	Prudential Financial, Inc.	-0.16

Benchmark Against

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Historical Sharpe Ratio

The chart shows PRS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PRS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does PRS fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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