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ELV vs. PRU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELV vs. PRU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elevance Health Inc (ELV) and Prudential Financial, Inc. (PRU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ELV achieves a 16.45% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, ELV has outperformed PRU with an annualized return of 13.53%, while PRU has yielded a comparatively lower 9.04% annualized return.


ELV

1D
1.23%
1M
1.52%
YTD
16.45%
6M
13.69%
1Y
6.82%
3Y*
-3.25%
5Y*
2.49%
10Y*
13.53%

PRU

1D
1.87%
1M
7.42%
YTD
-1.25%
6M
-4.69%
1Y
9.05%
3Y*
13.33%
5Y*
5.57%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELV vs. PRU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELV
Elevance Health Inc
16.45%-3.14%-20.72%-6.89%11.83%46.12%7.74%16.33%18.11%58.72%
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 ELV and PRU is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2001

0.37

Over the past year, the correlation between ELV and PRU has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ELV:

$89.06B

PRU:

$37.91B

EPS

ELV:

$23.46

PRU:

$9.85

PE Ratio

ELV:

17.22

PRU:

11.01

PS Ratio

ELV:

0.45

PRU:

0.80

Total Revenue (TTM)

ELV:

$200.42B

PRU:

$47.43B

Gross Profit (TTM)

ELV:

$46.43B

PRU:

$14.72B

EBITDA (TTM)

ELV:

$8.92B

PRU:

$4.02B

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Return for Risk

ELV vs. PRU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELV
ELV Risk / Return Rank: 4747
Overall Rank
ELV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ELV Sortino Ratio Rank: 4343
Sortino Ratio Rank
ELV Omega Ratio Rank: 4545
Omega Ratio Rank
ELV Calmar Ratio Rank: 4949
Calmar Ratio Rank
ELV Martin Ratio Rank: 4747
Martin Ratio Rank

PRU
PRU Risk / Return Rank: 5252
Overall Rank
PRU Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PRU Sortino Ratio Rank: 4848
Sortino Ratio Rank
PRU Omega Ratio Rank: 4949
Omega Ratio Rank
PRU Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRU Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELV vs. PRU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elevance Health Inc (ELV) 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.


ELVPRUDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.07

1.09

-0.01

Calmar ratioReturn relative to maximum drawdown

0.22

0.42

-0.20

Martin ratioReturn relative to average drawdown

0.41

0.92

-0.51

ELV vs. PRU - Sharpe Ratio Comparison

The current ELV Sharpe Ratio is 0.18, which is lower than the PRU Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ELV and PRU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ELV vs. PRU - Drawdown Comparison

The maximum ELV drawdown since its inception was -67.19%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for ELV and PRU.


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Drawdown Indicators


ELVPRUDifference

Max Drawdown

Largest peak-to-trough decline

-67.19%

-88.53%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-30.60%

-21.46%

-9.14%

Max Drawdown (3Y)

Largest decline over 3 years

-50.38%

-25.66%

-24.72%

Max Drawdown (5Y)

Largest decline over 5 years

-50.38%

-33.11%

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-50.38%

-65.89%

+15.51%

Current Drawdown

Current decline from peak

-25.47%

-9.47%

-16.00%

Average Drawdown

Average peak-to-trough decline

-15.29%

-18.31%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.75%

9.90%

+6.85%

Volatility

ELV vs. PRU - Volatility Comparison

Elevance Health Inc (ELV) has a higher volatility of 9.29% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that ELV'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


ELVPRUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

6.05%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

27.54%

17.48%

+10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

38.79%

22.66%

+16.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

25.83%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.86%

31.83%

-0.97%

Dividends

ELV vs. PRU - Dividend Comparison

ELV's dividend yield for the trailing twelve months is around 1.70%, less than PRU's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
ELV
Elevance Health Inc
1.70%1.95%1.77%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%
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

ELV vs. PRU - Financials Comparison

This section allows you to compare key financial metrics between Elevance Health 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
50.18B
0
(ELV) Total Revenue
(PRU) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ELV and PRU have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELV has higher volatility (9.29%) compared to PRU (6.05%). In terms of maximum drawdown, ELV dropped -67.19% vs PRU's -88.53%.

PRU currently has the higher Sharpe Ratio (0.40 vs 0.18), 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.

Portfolio Optimizer

Find the right allocation for ELV 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.

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