ITUB vs. PRU
ITUB (Itaú Unibanco Holding S.A.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — ITUB in Banks - Regional, PRU in Insurance - Life. Over the past 10 years, ITUB returned 17.09%/yr vs 8.31%/yr for PRU. At a 0.38 correlation, their price movements are largely independent.
Performance
ITUB vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, ITUB achieves a 4.97% return, which is significantly higher than PRU's -5.60% return. Over the past 10 years, ITUB has outperformed PRU with an annualized return of 17.09%, while PRU has yielded a comparatively lower 8.31% annualized return.
ITUB
- 1D
- -1.46%
- 1M
- -11.19%
- YTD
- 4.97%
- 6M
- 8.31%
- 1Y
- 27.73%
- 3Y*
- 23.62%
- 5Y*
- 21.08%
- 10Y*
- 17.09%
PRU
- 1D
- -0.86%
- 1M
- 4.29%
- YTD
- -5.60%
- 6M
- -4.28%
- 1Y
- 3.57%
- 3Y*
- 12.48%
- 5Y*
- 4.51%
- 10Y*
- 8.31%
ITUB vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITUB Itaú Unibanco Holding S.A. | 4.97% | 86.06% | -23.49% | 54.53% | 30.82% | -6.05% | -30.47% | 8.46% | 12.68% | 30.90% |
PRU Prudential Financial, Inc. | -5.60% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between ITUB and PRU is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2002 | 0.38 |
The correlation between ITUB and PRU shifts across timeframes, from 0.26 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ITUB:
$82.61B
PRU:
$36.24B
ITUB:
$4.00
PRU:
$9.85
ITUB:
1.86
PRU:
10.53
ITUB:
0.18
PRU:
0.44
ITUB:
0.22
PRU:
0.77
ITUB:
$384.43B
PRU:
$47.43B
ITUB:
$131.20B
PRU:
$14.72B
ITUB:
$54.38B
PRU:
$4.02B
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Return for Risk
ITUB vs. PRU — Risk / Return Rank
ITUB
PRU
ITUB vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) 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.
| ITUB | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.05 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.17 | +1.13 |
| Martin ratioReturn relative to average drawdown | 3.56 | 0.36 | +3.19 |
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
| ITUB | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.16 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.18 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.26 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.21 | +0.12 |
Drawdowns
ITUB vs. PRU - Drawdown Comparison
The maximum ITUB drawdown since its inception was -69.35%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for ITUB and PRU.
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Drawdown Indicators
| ITUB | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.35% | -88.53% | +19.18% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -21.46% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -28.17% | -25.66% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.59% | -33.11% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -61.96% | -65.89% | +3.93% |
Current DrawdownCurrent decline from peak | -21.53% | -13.45% | -8.08% |
Average DrawdownAverage peak-to-trough decline | -21.02% | -18.32% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.81% | 9.84% | -2.03% |
Volatility
ITUB vs. PRU - Volatility Comparison
Itaú Unibanco Holding S.A. (ITUB) has a higher volatility of 9.40% compared to Prudential Financial, Inc. (PRU) at 5.88%. This indicates that ITUB'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
| ITUB | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.40% | 5.88% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 25.62% | 17.55% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.93% | 22.61% | +8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.89% | 25.83% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.48% | 31.84% | +6.64% |
Dividends
ITUB vs. PRU - Dividend Comparison
ITUB's dividend yield for the trailing twelve months is around 8.58%, more than PRU's 5.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITUB Itaú Unibanco Holding S.A. | 8.58% | 11.26% | 9.20% | 3.61% | 4.21% | 29.81% | 4.80% | 8.21% | 6.93% | 3.35% | 15.63% | 3.89% |
PRU Prudential Financial, Inc. | 5.30% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
ITUB vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Itaú Unibanco Holding S.A. 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
ITUB and PRU have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITUB has higher volatility (9.40%) compared to PRU (5.88%). In terms of maximum drawdown, ITUB dropped -69.35% vs PRU's -88.53%.
ITUB currently has the higher Sharpe Ratio (0.90 vs 0.16), 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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