IBM vs. PRU
IBM (International Business Machines Corporation) and PRU (Prudential Financial, Inc.) are both stocks. IBM operates in Information Technology Services (Technology), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, IBM returned 11.43%/yr vs 7.94%/yr for PRU. At a 0.47 correlation, their price movements are largely independent.
Performance
IBM vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, IBM achieves a -2.58% return, which is significantly higher than PRU's -4.78% return. Over the past 10 years, IBM has outperformed PRU with an annualized return of 11.43%, while PRU has yielded a comparatively lower 7.94% annualized return.
IBM
- 1D
- -5.61%
- 1M
- 23.97%
- YTD
- -2.58%
- 6M
- -6.29%
- 1Y
- 8.65%
- 3Y*
- 33.23%
- 5Y*
- 19.70%
- 10Y*
- 11.43%
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%
IBM vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -2.58% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
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 IBM and PRU is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.47 |
The correlation between IBM and PRU shifts across timeframes, from 0.28 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
IBM:
$271.20B
PRU:
$36.55B
IBM:
$11.32
PRU:
$9.85
IBM:
25.16
PRU:
10.62
IBM:
0.30
PRU:
0.44
IBM:
3.93
PRU:
0.78
IBM:
$68.91B
PRU:
$47.43B
IBM:
$40.64B
PRU:
$14.72B
IBM:
$15.71B
PRU:
$4.02B
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Return for Risk
IBM vs. PRU — Risk / Return Rank
IBM
PRU
IBM vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) 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.
| IBM | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.07 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 0.30 | +0.01 |
| Martin ratioReturn relative to average drawdown | 0.67 | 0.65 | +0.02 |
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
| IBM | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.28 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.16 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.25 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.21 | +0.09 |
Drawdowns
IBM vs. PRU - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for IBM and PRU.
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Drawdown Indicators
| IBM | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -88.53% | +19.13% |
Max Drawdown (1Y)Largest decline over 1 year | -30.96% | -21.46% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -30.96% | -25.66% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -33.11% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -65.89% | +25.30% |
Current DrawdownCurrent decline from peak | -13.48% | -12.70% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -18.32% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.20% | 9.82% | +4.38% |
Volatility
IBM vs. PRU - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 21.74% compared to Prudential Financial, Inc. (PRU) at 5.85%. This indicates that IBM'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
| IBM | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.74% | 5.85% | +15.89% |
Volatility (6M)Calculated over the trailing 6-month period | 34.56% | 17.54% | +17.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.43% | 22.61% | +16.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.14% | 25.82% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 31.84% | -5.27% |
Dividends
IBM vs. PRU - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 2.36%, less than PRU's 5.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 2.36% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
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
IBM vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between International Business Machines 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
IBM and PRU have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.74%) compared to PRU (5.85%). In terms of maximum drawdown, IBM dropped -69.40% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.28 vs 0.24), 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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