AMSF vs. PRU
AMSF (AMERISAFE, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — AMSF in Insurance - Specialty, PRU in Insurance - Life. Over the past 10 years, AMSF returned -0.60%/yr vs 7.63%/yr for PRU. At a 0.40 correlation, their price movements are largely independent.
Performance
AMSF vs. PRU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMSF achieves a -20.51% return, which is significantly lower than PRU's -8.27% return. Over the past 10 years, AMSF has underperformed PRU with an annualized return of -0.60%, while PRU has yielded a comparatively higher 7.63% annualized return.
AMSF
- 1D
- -2.14%
- 1M
- 0.37%
- YTD
- -20.51%
- 6M
- -19.31%
- 1Y
- -31.68%
- 3Y*
- -10.13%
- 5Y*
- -6.09%
- 10Y*
- -0.60%
PRU
- 1D
- -1.88%
- 1M
- 4.62%
- YTD
- -8.27%
- 6M
- -5.49%
- 1Y
- 1.77%
- 3Y*
- 12.09%
- 5Y*
- 3.46%
- 10Y*
- 7.63%
AMSF vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMSF AMERISAFE, Inc. | -20.51% | -20.78% | 19.62% | -0.86% | 6.13% | 2.00% | -6.09% | 24.48% | -6.63% | 0.16% |
PRU Prudential Financial, Inc. | -8.27% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between AMSF and PRU is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2005 | 0.40 |
Fundamentals
AMSF:
$568.73M
PRU:
$35.22B
AMSF:
$2.44
PRU:
$9.85
AMSF:
12.37
PRU:
10.23
AMSF:
1.76
PRU:
0.75
AMSF:
$324.77M
PRU:
$47.43B
AMSF:
$120.92M
PRU:
$14.72B
AMSF:
$48.16M
PRU:
$4.02B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMSF vs. PRU — Risk / Return Rank
AMSF
PRU
AMSF vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMERISAFE, Inc. (AMSF) and Prudential Financial, Inc. (PRU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AMSF | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.03 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 0.08 | -1.03 |
| Martin ratioReturn relative to average drawdown | -1.82 | 0.18 | -2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMSF | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.22 | 0.08 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.13 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.24 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.20 | +0.10 |
Drawdowns
AMSF vs. PRU - Drawdown Comparison
The maximum AMSF drawdown since its inception was -43.35%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for AMSF and PRU.
Loading charts...
Drawdown Indicators
| AMSF | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.35% | -88.53% | +45.18% |
Max Drawdown (1Y)Largest decline over 1 year | -33.66% | -21.46% | -12.20% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | -25.66% | -17.69% |
Max Drawdown (5Y)Largest decline over 5 years | -43.35% | -33.11% | -10.24% |
Max Drawdown (10Y)Largest decline over 10 years | -43.35% | -65.89% | +22.54% |
Current DrawdownCurrent decline from peak | -42.29% | -15.90% | -26.39% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -18.32% | +6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.54% | 9.78% | +7.76% |
Volatility
AMSF vs. PRU - Volatility Comparison
The current volatility for AMERISAFE, Inc. (AMSF) is 5.08%, while Prudential Financial, Inc. (PRU) has a volatility of 5.84%. This indicates that AMSF experiences smaller price fluctuations and is considered to be less risky than PRU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMSF | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.84% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 21.90% | 17.39% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 22.46% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.75% | 25.80% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.01% | 31.83% | -4.82% |
Dividends
AMSF vs. PRU - Dividend Comparison
AMSF's dividend yield for the trailing twelve months is around 8.56%, more than PRU's 5.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMSF AMERISAFE, Inc. | 8.56% | 6.66% | 8.69% | 10.39% | 10.08% | 9.59% | 7.97% | 6.82% | 1.55% | 1.30% | 6.37% | 7.07% |
PRU Prudential Financial, Inc. | 5.46% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
AMSF vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between AMERISAFE, Inc. and Prudential Financial, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMSF and PRU have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (5.84%) compared to AMSF (5.08%). In terms of maximum drawdown, AMSF dropped -43.35% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.08 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AMSF and PRU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer