BMY vs. PRU
BMY (Bristol-Myers Squibb Company) and PRU (Prudential Financial, Inc.) are both stocks. BMY operates in Drug Manufacturers - General (Healthcare), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, BMY returned 1.00%/yr vs 9.04%/yr for PRU. At a 0.34 correlation, their price movements are largely independent.
Performance
BMY vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, BMY achieves a 8.27% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, BMY has underperformed PRU with an annualized return of 1.00%, while PRU has yielded a comparatively higher 9.04% annualized return.
BMY
- 1D
- 0.40%
- 1M
- 0.23%
- YTD
- 8.27%
- 6M
- 11.43%
- 1Y
- 20.57%
- 3Y*
- 0.45%
- 5Y*
- 0.73%
- 10Y*
- 1.00%
PRU
- 1D
- 1.87%
- 1M
- 7.90%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 11.09%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
BMY vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 8.27% | 0.11% | 15.81% | -26.14% | 18.98% | 2.88% | 0.41% | 27.74% | -12.90% | 7.71% |
PRU Prudential Financial, Inc. | -1.25% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between BMY and PRU is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.34 |
The correlation between BMY and PRU shifts across timeframes, from 0.22 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BMY:
$116.75B
PRU:
$37.91B
BMY:
$3.57
PRU:
$9.85
BMY:
16.02
PRU:
11.01
BMY:
0.91
PRU:
0.46
BMY:
2.40
PRU:
0.80
BMY:
$48.48B
PRU:
$47.43B
BMY:
$33.33B
PRU:
$14.72B
BMY:
$13.34B
PRU:
$4.02B
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Return for Risk
BMY vs. PRU — Risk / Return Rank
BMY
PRU
BMY vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BMY | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.42 | +1.10 |
| Martin ratioReturn relative to average drawdown | 3.32 | 0.92 | +2.41 |
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Drawdowns
BMY vs. PRU - Drawdown Comparison
The maximum BMY drawdown since its inception was -72.03%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for BMY and PRU.
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Drawdown Indicators
| BMY | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.03% | -88.53% | +16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -21.46% | +9.41% |
Max Drawdown (3Y)Largest decline over 3 years | -36.85% | -25.66% | -11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -47.67% | -33.11% | -14.56% |
Max Drawdown (10Y)Largest decline over 10 years | -47.67% | -65.89% | +18.22% |
Current DrawdownCurrent decline from peak | -17.79% | -9.47% | -8.32% |
Average DrawdownAverage peak-to-trough decline | -22.38% | -18.31% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.34% | 9.90% | -3.56% |
Volatility
BMY vs. PRU - Volatility Comparison
Bristol-Myers Squibb Company (BMY) has a higher volatility of 8.22% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that BMY's price experiences larger fluctuations and is considered to be riskier than PRU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMY | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 6.05% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.18% | 17.48% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.08% | 22.66% | +4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 25.83% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.29% | 31.83% | -6.54% |
Dividends
BMY vs. PRU - Dividend Comparison
BMY's dividend yield for the trailing twelve months is around 4.38%, less than PRU's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 4.38% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
PRU Prudential Financial, Inc. | 5.07% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
BMY vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Bristol-Myers Squibb Company 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
BMY and PRU have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMY has higher volatility (8.22%) compared to PRU (6.05%). In terms of maximum drawdown, BMY dropped -72.03% vs PRU's -88.53%.
BMY currently has the higher Sharpe Ratio (0.68 vs 0.40), 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.
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