GWO.TO vs. PRU
Compare and contrast key facts about Great-West Lifeco Inc. (GWO.TO) and Prudential Financial, Inc. (PRU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GWO.TO or PRU.
Key characteristics
| GWO.TO | PRU | |
|---|---|---|
| YTD Return | -7.15% | 8.49% |
| 1Y Return | 10.92% | 40.20% |
| 3Y Return (Ann) | 10.09% | 9.25% |
| 5Y Return (Ann) | 9.56% | 6.65% |
| 10Y Return (Ann) | 8.07% | 7.74% |
| Sharpe Ratio | 0.85 | 1.94 |
| Daily Std Dev | 13.84% | 20.61% |
| Max Drawdown | -68.06% | -88.53% |
| Current Drawdown | -9.57% | -5.30% |
Fundamentals
| GWO.TO | PRU | |
|---|---|---|
| Market Cap | CA$37.56B | $39.75B |
| EPS | CA$2.93 | $6.74 |
| PE Ratio | 13.74 | 16.41 |
| PEG Ratio | 2.09 | 0.43 |
| Revenue (TTM) | CA$36.05B | $53.98B |
| Gross Profit (TTM) | CA$12.32B | $9.95B |
| EBITDA (TTM) | CA$12.41B | $3.28B |
Correlation
The correlation between GWO.TO and PRU is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GWO.TO vs. PRU - Performance Comparison
In the year-to-date period, GWO.TO achieves a -7.15% return, which is significantly lower than PRU's 8.49% return. Both investments have delivered pretty close results over the past 10 years, with GWO.TO having a 8.07% annualized return and PRU not far behind at 7.74%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GWO.TO vs. PRU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifeco Inc. (GWO.TO) 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.
Dividends
GWO.TO vs. PRU - Dividend Comparison
GWO.TO's dividend yield for the trailing twelve months is around 5.26%, more than PRU's 4.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWO.TO Great-West Lifeco Inc. | 5.26% | 4.74% | 6.26% | 4.76% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% | 3.66% | 3.76% |
PRU Prudential Financial, Inc. | 4.54% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
Drawdowns
GWO.TO vs. PRU - Drawdown Comparison
The maximum GWO.TO drawdown since its inception was -68.06%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for GWO.TO and PRU. For additional features, visit the drawdowns tool.
Volatility
GWO.TO vs. PRU - Volatility Comparison
The current volatility for Great-West Lifeco Inc. (GWO.TO) is 3.64%, while Prudential Financial, Inc. (PRU) has a volatility of 4.46%. This indicates that GWO.TO 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.
Financials
GWO.TO vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Great-West Lifeco 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.
Total Revenue: Total amount of money received from sales and other business activities