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

Correlation

The correlation between LNC and PRU is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

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.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
23.35%
695.33%
LNC
PRU

Key characteristics

Sharpe Ratio

LNC:

0.62

PRU:

0.88

Sortino Ratio

LNC:

1.09

PRU:

1.24

Omega Ratio

LNC:

1.14

PRU:

1.18

Calmar Ratio

LNC:

0.35

PRU:

1.18

Martin Ratio

LNC:

3.08

PRU:

4.27

Ulcer Index

LNC:

7.07%

PRU:

4.72%

Daily Std Dev

LNC:

34.87%

PRU:

22.78%

Max Drawdown

LNC:

-92.87%

PRU:

-88.53%

Current Drawdown

LNC:

-52.52%

PRU:

-9.03%

Fundamentals

Market Cap

LNC:

$5.53B

PRU:

$42.32B

EPS

LNC:

$1.43

PRU:

$11.23

PE Ratio

LNC:

22.70

PRU:

10.59

PEG Ratio

LNC:

1.24

PRU:

0.50

Total Revenue (TTM)

LNC:

$12.66B

PRU:

$75.26B

Gross Profit (TTM)

LNC:

$14.08B

PRU:

$74.58B

EBITDA (TTM)

LNC:

$1.77B

PRU:

$46.36B

Returns By Period

In the year-to-date period, LNC achieves a 21.99% return, which is significantly higher than PRU's 18.75% return. Over the past 10 years, LNC has underperformed PRU with an annualized return of -3.00%, while PRU has yielded a comparatively higher 7.04% annualized return.


LNC

YTD

21.99%

1M

-9.54%

6M

-0.19%

1Y

19.73%

5Y*

-8.18%

10Y*

-3.00%

PRU

YTD

18.75%

1M

-5.06%

6M

2.26%

1Y

19.31%

5Y*

9.93%

10Y*

7.04%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LNC, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.620.88
The chart of Sortino ratio for LNC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.091.24
The chart of Omega ratio for LNC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.18
The chart of Calmar ratio for LNC, currently valued at 0.35, compared to the broader market0.002.004.006.000.351.18
The chart of Martin ratio for LNC, currently valued at 3.08, compared to the broader market-5.000.005.0010.0015.0020.0025.003.084.27
LNC
PRU

The current LNC Sharpe Ratio is 0.62, which is comparable to the PRU Sharpe Ratio of 0.88. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.62
0.88
LNC
PRU

Dividends

LNC vs. PRU - Dividend Comparison

LNC's dividend yield for the trailing twelve months is around 5.81%, more than PRU's 4.41% yield.


TTM20232022202120202019201820172016201520142013
LNC
Lincoln National Corporation
5.81%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%1.11%0.93%
PRU
Prudential Financial, Inc.
4.41%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%1.88%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-52.52%
-9.03%
LNC
PRU

Volatility

LNC vs. PRU - Volatility Comparison

Lincoln National Corporation (LNC) has a higher volatility of 7.76% compared to Prudential Financial, Inc. (PRU) at 6.56%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.76%
6.56%
LNC
PRU

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


Values in USD except per share items
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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.

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