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

Performance

FDX vs. PRU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FedEx Corporation (FDX) 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, FDX achieves a 81.23% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, FDX has outperformed PRU with an annualized return of 14.31%, while PRU has yielded a comparatively lower 9.04% annualized return.


FDX

1D
0.09%
1M
38.75%
YTD
81.23%
6M
85.05%
1Y
137.53%
3Y*
34.12%
5Y*
14.19%
10Y*
14.31%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDX vs. PRU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDX
FedEx Corporation
81.23%5.11%13.49%49.13%-31.64%0.72%74.27%-4.78%-34.67%35.21%
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 FDX and PRU is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.43

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

0.47

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

0.50

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

0.51

The correlation between FDX and PRU shifts across timeframes, from 0.37 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FDX:

$27.68

PRU:

$9.85

PE Ratio

FDX:

12.22

PRU:

11.01

PS Ratio

FDX:

0.60

PRU:

0.80

Total Revenue (TTM)

FDX:

$91.93B

PRU:

$47.43B

Gross Profit (TTM)

FDX:

$22.44B

PRU:

$14.72B

EBITDA (TTM)

FDX:

$10.48B

PRU:

$4.02B

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Return for Risk

FDX vs. PRU — Risk / Return Rank

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

FDX
FDX Risk / Return Rank: 9898
Overall Rank
FDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDX Omega Ratio Rank: 9898
Omega Ratio Rank
FDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDX Martin Ratio Rank: 9898
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.

FDX vs. PRU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FedEx Corporation (FDX) 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.


FDXPRUDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+4.43

Omega ratioGain probability vs. loss probability

1.70

1.09

+0.62

Calmar ratioReturn relative to maximum drawdown

11.80

0.42

+11.38

Martin ratioReturn relative to average drawdown

31.66

0.92

+30.75

FDX vs. PRU - Sharpe Ratio Comparison

The current FDX Sharpe Ratio is 3.52, which is higher than the PRU Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of FDX 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

FDX vs. PRU - Drawdown Comparison

The maximum FDX drawdown since its inception was -71.32%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for FDX and PRU.


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Drawdown Indicators


FDXPRUDifference

Max Drawdown

Largest peak-to-trough decline

-71.32%

-88.53%

+17.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-21.46%

+9.79%

Max Drawdown (3Y)

Largest decline over 3 years

-35.85%

-25.66%

-10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-51.89%

-33.11%

-18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-65.97%

-65.89%

-0.08%

Current Drawdown

Current decline from peak

-0.05%

-9.47%

+9.42%

Average Drawdown

Average peak-to-trough decline

-20.30%

-18.31%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

9.90%

-5.56%

Volatility

FDX vs. PRU - Volatility Comparison

FedEx Corporation (FDX) has a higher volatility of 25.08% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that FDX'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


FDXPRUDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.08%

6.05%

+19.03%

Volatility (6M)

Calculated over the trailing 6-month period

31.91%

17.48%

+14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

39.09%

22.66%

+16.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.88%

25.83%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.97%

31.83%

+2.14%

Dividends

FDX vs. PRU - Dividend Comparison

FDX's dividend yield for the trailing twelve months is around 25.08%, more than PRU's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FDX
FedEx Corporation
25.08%1.98%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%
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

FDX vs. PRU - Financials Comparison

This section allows you to compare key financial metrics between FedEx 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20.00B25.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
24.00B
0
(FDX) Total Revenue
(PRU) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FDX and PRU have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDX has higher volatility (25.08%) compared to PRU (6.05%). In terms of maximum drawdown, FDX dropped -71.32% vs PRU's -88.53%.

FDX currently has the higher Sharpe Ratio (3.52 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.

Portfolio Optimizer

Find the right allocation for FDX 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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