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LNC vs. PRU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LNC and PRU is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LNC vs. PRU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LNC:

0.52

PRU:

-0.29

Sortino Ratio

LNC:

0.97

PRU:

-0.13

Omega Ratio

LNC:

1.14

PRU:

0.98

Calmar Ratio

LNC:

0.38

PRU:

-0.27

Martin Ratio

LNC:

2.21

PRU:

-0.68

Ulcer Index

LNC:

9.60%

PRU:

10.09%

Daily Std Dev

LNC:

40.61%

PRU:

28.71%

Max Drawdown

LNC:

-92.87%

PRU:

-88.53%

Current Drawdown

LNC:

-47.42%

PRU:

-19.04%

Fundamentals

Market Cap

LNC:

$5.70B

PRU:

$36.68B

EPS

LNC:

$7.07

PRU:

$6.34

PE Ratio

LNC:

4.72

PRU:

16.34

PEG Ratio

LNC:

1.24

PRU:

0.66

PS Ratio

LNC:

0.32

PRU:

0.61

PB Ratio

LNC:

0.78

PRU:

1.23

Total Revenue (TTM)

LNC:

$18.13B

PRU:

$60.46B

Gross Profit (TTM)

LNC:

$13.74B

PRU:

$61.67B

EBITDA (TTM)

LNC:

$111.00M

PRU:

$11.76B

Returns By Period

In the year-to-date period, LNC achieves a 8.25% return, which is significantly higher than PRU's -11.53% return. Over the past 10 years, LNC has underperformed PRU with an annualized return of -2.05%, while PRU has yielded a comparatively higher 6.37% annualized return.


LNC

YTD

8.25%

1M

11.99%

6M

-1.54%

1Y

20.55%

5Y*

3.84%

10Y*

-2.05%

PRU

YTD

-11.53%

1M

5.19%

6M

-13.09%

1Y

-8.86%

5Y*

18.59%

10Y*

6.37%

*Annualized

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Risk-Adjusted Performance

LNC vs. PRU — Risk-Adjusted Performance Rank

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

LNC
The Risk-Adjusted Performance Rank of LNC is 6969
Overall Rank
The Sharpe Ratio Rank of LNC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LNC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of LNC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of LNC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of LNC is 7575
Martin Ratio Rank

PRU
The Risk-Adjusted Performance Rank of PRU is 3535
Overall Rank
The Sharpe Ratio Rank of PRU is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 3737
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.

LNC vs. PRU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lincoln National Corporation (LNC) 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.


The current LNC Sharpe Ratio is 0.52, which is higher than the PRU Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of LNC 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.


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Dividends

LNC vs. PRU - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.40%, more than PRU's 5.07% yield.


TTM20242023202220212020201920182017201620152014
LNC
Lincoln National Corporation
5.40%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%
PRU
Prudential Financial, Inc.
5.07%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%

Drawdowns

LNC vs. PRU - Drawdown Comparison

The maximum LNC drawdown since its inception was -92.87%, roughly equal to the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for LNC and PRU. For additional features, visit the drawdowns tool.


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Volatility

LNC vs. PRU - Volatility Comparison

Lincoln National Corporation (LNC) has a higher volatility of 12.80% compared to Prudential Financial, Inc. (PRU) at 9.25%. This indicates that LNC'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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Financials

LNC vs. PRU - Financials Comparison

This section allows you to compare key financial metrics between Lincoln National 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B20212022202320242025
4.72B
13.47B
(LNC) Total Revenue
(PRU) Total Revenue
Values in USD except per share items