IVZ vs. PRU
IVZ (Invesco Ltd.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — IVZ in Asset Management, PRU in Insurance - Life. Over the past 10 years, IVZ returned 5.38%/yr vs 9.04%/yr for PRU. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
IVZ vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, IVZ achieves a 11.84% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, IVZ has underperformed PRU with an annualized return of 5.38%, while PRU has yielded a comparatively higher 9.04% annualized return.
IVZ
- 1D
- 2.23%
- 1M
- 6.64%
- YTD
- 11.84%
- 6M
- 11.89%
- 1Y
- 106.01%
- 3Y*
- 26.94%
- 5Y*
- 4.41%
- 10Y*
- 5.38%
PRU
- 1D
- 1.87%
- 1M
- 7.90%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 11.09%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
IVZ vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 11.84% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
PRU Prudential Financial, Inc. | -1.25% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between IVZ and PRU is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.61 |
The correlation between IVZ and PRU shifts across timeframes, from 0.47 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
IVZ:
-$0.62
PRU:
$9.85
IVZ:
2.06
PRU:
0.80
IVZ:
$6.38B
PRU:
$47.43B
IVZ:
$2.75B
PRU:
$14.72B
IVZ:
$1.38B
PRU:
$4.02B
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Return for Risk
IVZ vs. PRU — Risk / Return Rank
IVZ
PRU
IVZ vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVZ | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.09 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 0.42 | +4.15 |
| Martin ratioReturn relative to average drawdown | 12.34 | 0.92 | +11.43 |
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Drawdowns
IVZ vs. PRU - Drawdown Comparison
The maximum IVZ drawdown since its inception was -83.91%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for IVZ and PRU.
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Drawdown Indicators
| IVZ | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.91% | -88.53% | +4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -21.46% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -36.52% | -25.66% | -10.86% |
Max Drawdown (5Y)Largest decline over 5 years | -52.44% | -33.11% | -19.33% |
Max Drawdown (10Y)Largest decline over 10 years | -79.72% | -65.89% | -13.83% |
Current DrawdownCurrent decline from peak | -0.20% | -9.47% | +9.27% |
Average DrawdownAverage peak-to-trough decline | -35.98% | -18.31% | -17.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.15% | 9.90% | -1.75% |
Volatility
IVZ vs. PRU - Volatility Comparison
Invesco Ltd. (IVZ) has a higher volatility of 9.80% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that IVZ'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
| IVZ | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.80% | 6.05% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 17.48% | +7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.17% | 22.66% | +12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.60% | 25.83% | +10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.41% | 31.83% | +7.58% |
Dividends
IVZ vs. PRU - Dividend Comparison
IVZ's dividend yield for the trailing twelve months is around 2.92%, less than PRU's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 2.92% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
PRU Prudential Financial, Inc. | 5.07% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
IVZ vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Invesco Ltd. 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
IVZ and PRU have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVZ has higher volatility (9.80%) compared to PRU (6.05%). In terms of maximum drawdown, IVZ dropped -83.91% vs PRU's -88.53%.
IVZ currently has the higher Sharpe Ratio (2.87 vs 0.40), 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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