PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBN vs. PRU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IBN and PRU is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IBN vs. PRU - Performance Comparison

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

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.48%
-0.49%
IBN
PRU

Key characteristics

Sharpe Ratio

IBN:

0.96

PRU:

0.42

Sortino Ratio

IBN:

1.45

PRU:

0.68

Omega Ratio

IBN:

1.20

PRU:

1.10

Calmar Ratio

IBN:

1.56

PRU:

0.56

Martin Ratio

IBN:

4.41

PRU:

1.60

Ulcer Index

IBN:

4.82%

PRU:

5.99%

Daily Std Dev

IBN:

22.12%

PRU:

22.49%

Max Drawdown

IBN:

-86.09%

PRU:

-88.53%

Current Drawdown

IBN:

-8.59%

PRU:

-13.87%

Fundamentals

Market Cap

IBN:

$102.98B

PRU:

$39.68B

EPS

IBN:

$1.58

PRU:

$7.47

PE Ratio

IBN:

18.46

PRU:

14.93

PEG Ratio

IBN:

0.00

PRU:

0.65

Total Revenue (TTM)

IBN:

$2.59T

PRU:

$70.41B

Gross Profit (TTM)

IBN:

$2.82T

PRU:

$39.54B

EBITDA (TTM)

IBN:

$174.73B

PRU:

$31.96B

Returns By Period

In the year-to-date period, IBN achieves a -2.34% return, which is significantly higher than PRU's -5.88% return. Over the past 10 years, IBN has outperformed PRU with an annualized return of 12.27%, while PRU has yielded a comparatively lower 7.71% annualized return.


IBN

YTD

-2.34%

1M

3.51%

6M

4.07%

1Y

18.88%

5Y*

14.63%

10Y*

12.27%

PRU

YTD

-5.88%

1M

-6.26%

6M

-1.54%

1Y

7.40%

5Y*

8.83%

10Y*

7.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IBN vs. PRU — Risk-Adjusted Performance Rank

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

IBN
The Risk-Adjusted Performance Rank of IBN is 7575
Overall Rank
The Sharpe Ratio Rank of IBN is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of IBN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IBN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IBN is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IBN is 7878
Martin Ratio Rank

PRU
The Risk-Adjusted Performance Rank of PRU is 5858
Overall Rank
The Sharpe Ratio Rank of PRU is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 5050
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 6767
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBN vs. PRU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) 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.


Sharpe ratio
The chart of Sharpe ratio for IBN, currently valued at 0.88, compared to the broader market-2.000.002.004.000.880.42
The chart of Sortino ratio for IBN, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.006.001.350.68
The chart of Omega ratio for IBN, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.10
The chart of Calmar ratio for IBN, currently valued at 1.42, compared to the broader market0.002.004.006.001.420.56
The chart of Martin ratio for IBN, currently valued at 4.00, compared to the broader market-10.000.0010.0020.0030.004.001.60
IBN
PRU

The current IBN Sharpe Ratio is 0.96, which is higher than the PRU Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of IBN and PRU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.88
0.42
IBN
PRU

Dividends

IBN vs. PRU - Dividend Comparison

IBN's dividend yield for the trailing twelve months is around 0.82%, less than PRU's 4.71% yield.


TTM20242023202220212020201920182017201620152014
IBN
ICICI Bank Limited
0.82%0.80%0.82%0.58%0.27%0.00%0.19%0.84%0.72%1.99%4.21%1.32%
PRU
Prudential Financial, Inc.
4.71%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%

Drawdowns

IBN vs. PRU - Drawdown Comparison

The maximum IBN drawdown since its inception was -86.09%, roughly equal to the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for IBN and PRU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.59%
-13.87%
IBN
PRU

Volatility

IBN vs. PRU - Volatility Comparison

The current volatility for ICICI Bank Limited (IBN) is 5.43%, while Prudential Financial, Inc. (PRU) has a volatility of 5.85%. This indicates that IBN 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.43%
5.85%
IBN
PRU

Financials

IBN vs. PRU - Financials Comparison

This section allows you to compare key financial metrics between ICICI Bank Limited 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab