IBN vs. PRU
Compare and contrast key facts about ICICI Bank Limited (IBN) and Prudential Financial, Inc. (PRU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBN or PRU.
Key characteristics
| IBN | PRU | |
|---|---|---|
| YTD Return | 25.35% | 25.45% |
| 1Y Return | 32.76% | 39.33% |
| 3Y Return (Ann) | 13.92% | 9.46% |
| 5Y Return (Ann) | 17.26% | 11.61% |
| 10Y Return (Ann) | 12.01% | 8.65% |
| Sharpe Ratio | 1.36 | 1.80 |
| Sortino Ratio | 1.98 | 2.25 |
| Omega Ratio | 1.27 | 1.34 |
| Calmar Ratio | 3.33 | 2.33 |
| Martin Ratio | 9.55 | 8.96 |
| Ulcer Index | 3.33% | 4.44% |
| Daily Std Dev | 23.39% | 22.15% |
| Max Drawdown | -86.09% | -88.53% |
| Current Drawdown | -5.58% | -1.62% |
Fundamentals
| IBN | PRU | |
|---|---|---|
| Market Cap | $106.20B | $44.67B |
| EPS | $1.57 | $11.23 |
| PE Ratio | 19.08 | 11.17 |
| PEG Ratio | 0.00 | 0.53 |
| Total Revenue (TTM) | $2.25T | $73.44B |
| Gross Profit (TTM) | $2.25T | $74.58B |
| EBITDA (TTM) | $129.13B | -$159.00M |
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.
Performance
IBN vs. PRU - Performance Comparison
The year-to-date returns for both investments are quite close, with IBN having a 25.35% return and PRU slightly higher at 25.45%. Over the past 10 years, IBN has outperformed PRU with an annualized return of 12.01%, while PRU has yielded a comparatively lower 8.65% annualized return. 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
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.
Dividends
IBN vs. PRU - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.81%, less than PRU's 4.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.81% | 0.82% | 0.58% | 0.27% | 0.00% | 0.19% | 0.84% | 0.72% | 1.99% | 4.21% | 1.32% | 2.02% |
PRU Prudential Financial, Inc. | 4.10% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
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.
Volatility
IBN vs. PRU - Volatility Comparison
The current volatility for ICICI Bank Limited (IBN) is 8.56%, while Prudential Financial, Inc. (PRU) has a volatility of 9.03%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities