BNY vs. PRU
BNY (The Bank of New York Mellon Corporation) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — BNY in Banks - Diversified, PRU in Insurance - Life. Over the past 10 years, BNY returned 16.08%/yr vs 8.31%/yr for PRU. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
BNY vs. PRU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BNY achieves a 23.16% return, which is significantly higher than PRU's -5.60% return. Over the past 10 years, BNY has outperformed PRU with an annualized return of 16.08%, while PRU has yielded a comparatively lower 8.31% annualized return.
BNY
- 1D
- -0.43%
- 1M
- 8.64%
- YTD
- 23.16%
- 6M
- 24.93%
- 1Y
- 59.92%
- 3Y*
- 51.12%
- 5Y*
- 26.33%
- 10Y*
- 16.08%
PRU
- 1D
- -0.86%
- 1M
- 4.29%
- YTD
- -5.60%
- 6M
- -4.28%
- 1Y
- 3.57%
- 3Y*
- 12.48%
- 5Y*
- 4.51%
- 10Y*
- 8.31%
BNY vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 23.16% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
PRU Prudential Financial, Inc. | -5.60% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between BNY and PRU is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.65 |
Over the past year, the correlation between BNY and PRU has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
Fundamentals
BNY:
$98.99B
PRU:
$36.24B
BNY:
$8.43
PRU:
$9.85
BNY:
16.81
PRU:
10.53
BNY:
0.83
PRU:
0.44
BNY:
2.47
PRU:
0.77
BNY:
$40.65B
PRU:
$47.43B
BNY:
$20.54B
PRU:
$14.72B
BNY:
$8.96B
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
BNY vs. PRU — Risk / Return Rank
BNY
PRU
BNY vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BNY) 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.
| BNY | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.05 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 5.93 | 0.17 | +5.77 |
| Martin ratioReturn relative to average drawdown | 16.81 | 0.36 | +16.44 |
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
| BNY | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.03 | 0.16 | +2.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.18 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.26 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.21 | +0.15 |
Drawdowns
BNY vs. PRU - Drawdown Comparison
The maximum BNY drawdown since its inception was -72.28%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for BNY and PRU.
Loading charts...
Drawdown Indicators
| BNY | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -88.53% | +16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -21.46% | +11.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -25.66% | +8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.45% | -33.11% | -7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -50.49% | -65.89% | +15.40% |
Current DrawdownCurrent decline from peak | -1.56% | -13.45% | +11.89% |
Average DrawdownAverage peak-to-trough decline | -18.71% | -18.32% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 9.84% | -6.26% |
Volatility
BNY vs. PRU - Volatility Comparison
The current volatility for The Bank of New York Mellon Corporation (BNY) is 4.88%, while Prudential Financial, Inc. (PRU) has a volatility of 5.88%. This indicates that BNY 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
| BNY | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 5.88% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 17.55% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.89% | 22.61% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.60% | 25.83% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 31.84% | -4.79% |
Dividends
BNY vs. PRU - Dividend Comparison
BNY's dividend yield for the trailing twelve months is around 1.50%, less than PRU's 5.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 1.50% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
PRU Prudential Financial, Inc. | 5.30% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
BNY vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between The Bank of New York Mellon Corporation 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
BNY and PRU have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (5.88%) compared to BNY (4.88%). In terms of maximum drawdown, BNY dropped -72.28% vs PRU's -88.53%.
BNY currently has the higher Sharpe Ratio (3.03 vs 0.16), 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 BNY 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