DUK vs. PRU
DUK (Duke Energy Corporation) and PRU (Prudential Financial, Inc.) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, DUK returned 8.84%/yr vs 7.94%/yr for PRU. At a 0.25 correlation, their price movements are largely independent.
Performance
DUK vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 7.81% return, which is significantly higher than PRU's -4.78% return. Over the past 10 years, DUK has outperformed PRU with an annualized return of 8.84%, while PRU has yielded a comparatively lower 7.94% annualized return.
DUK
- 1D
- 1.97%
- 1M
- 0.90%
- YTD
- 7.81%
- 6M
- 8.45%
- 1Y
- 11.57%
- 3Y*
- 15.81%
- 5Y*
- 8.23%
- 10Y*
- 8.84%
PRU
- 1D
- 1.26%
- 1M
- 5.19%
- YTD
- -4.78%
- 6M
- -3.76%
- 1Y
- 4.47%
- 3Y*
- 13.09%
- 5Y*
- 4.24%
- 10Y*
- 7.94%
DUK vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 7.81% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
PRU Prudential Financial, Inc. | -4.78% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between DUK and PRU is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.25 |
The correlation between DUK and PRU shifts across timeframes, from 0.07 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DUK:
$96.77B
PRU:
$36.55B
DUK:
$6.61
PRU:
$9.85
DUK:
18.80
PRU:
10.62
DUK:
1.47
PRU:
0.44
DUK:
2.90
PRU:
0.78
DUK:
$33.29B
PRU:
$47.43B
DUK:
$19.45B
PRU:
$14.72B
DUK:
$15.91B
PRU:
$4.02B
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Return for Risk
DUK vs. PRU — Risk / Return Rank
DUK
PRU
DUK vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) 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.
| DUK | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.07 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.30 | +0.73 |
| Martin ratioReturn relative to average drawdown | 2.47 | 0.65 | +1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUK | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.28 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.16 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.25 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.21 | +0.28 |
Drawdowns
DUK vs. PRU - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for DUK and PRU.
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Drawdown Indicators
| DUK | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -88.53% | +16.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -21.46% | +10.58% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -25.66% | +14.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -33.11% | +8.95% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -65.89% | +28.52% |
Current DrawdownCurrent decline from peak | -6.12% | -12.70% | +6.58% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -18.32% | +7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 9.82% | -5.33% |
Volatility
DUK vs. PRU - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 5.10%, while Prudential Financial, Inc. (PRU) has a volatility of 5.85%. This indicates that DUK 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.
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Volatility by Period
| DUK | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 5.85% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 17.54% | -6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 22.61% | -8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 25.82% | -8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 31.84% | -11.46% |
Dividends
DUK vs. PRU - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.43%, less than PRU's 5.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.43% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
PRU Prudential Financial, Inc. | 5.26% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
DUK vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Duke Energy 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
DUK and PRU have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (5.85%) compared to DUK (5.10%). In terms of maximum drawdown, DUK dropped -71.92% vs PRU's -88.53%.
DUK currently has the higher Sharpe Ratio (0.77 vs 0.28), 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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