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

Correlation

The correlation between MFC and PRU is 0.61, 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.


-0.50.00.51.00.6

Performance

MFC vs. PRU - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
15.07%
-5.62%
MFC
PRU

Key characteristics

Sharpe Ratio

MFC:

2.12

PRU:

0.82

Sortino Ratio

MFC:

3.13

PRU:

1.17

Omega Ratio

MFC:

1.39

PRU:

1.17

Calmar Ratio

MFC:

4.06

PRU:

1.11

Martin Ratio

MFC:

12.74

PRU:

3.68

Ulcer Index

MFC:

3.59%

PRU:

5.14%

Daily Std Dev

MFC:

21.60%

PRU:

23.05%

Max Drawdown

MFC:

-83.74%

PRU:

-88.53%

Current Drawdown

MFC:

-8.69%

PRU:

-9.20%

Fundamentals

Market Cap

MFC:

$51.96B

PRU:

$41.86B

EPS

MFC:

$1.96

PRU:

$11.23

PE Ratio

MFC:

15.22

PRU:

10.47

PEG Ratio

MFC:

0.94

PRU:

0.50

Total Revenue (TTM)

MFC:

$36.16B

PRU:

$57.88B

Gross Profit (TTM)

MFC:

$36.16B

PRU:

$59.03B

EBITDA (TTM)

MFC:

$6.09B

PRU:

$32.55B

Returns By Period

In the year-to-date period, MFC achieves a -2.83% return, which is significantly lower than PRU's -0.78% return. Over the past 10 years, MFC has outperformed PRU with an annualized return of 10.97%, while PRU has yielded a comparatively lower 8.34% annualized return.


MFC

YTD

-2.83%

1M

-3.52%

6M

13.82%

1Y

46.77%

5Y*

13.79%

10Y*

10.97%

PRU

YTD

-0.78%

1M

-2.38%

6M

-5.02%

1Y

19.08%

5Y*

9.72%

10Y*

8.34%

*Annualized

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Risk-Adjusted Performance

MFC vs. PRU — Risk-Adjusted Performance Rank

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

MFC
The Risk-Adjusted Performance Rank of MFC is 9494
Overall Rank
The Sharpe Ratio Rank of MFC is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MFC is 9393
Sortino Ratio Rank
The Omega Ratio Rank of MFC is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MFC is 9797
Calmar Ratio Rank
The Martin Ratio Rank of MFC is 9595
Martin Ratio Rank

PRU
The Risk-Adjusted Performance Rank of PRU is 7575
Overall Rank
The Sharpe Ratio Rank of PRU is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 6767
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 7878
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.

MFC vs. PRU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC) 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 MFC, currently valued at 2.12, compared to the broader market-2.000.002.002.120.82
The chart of Sortino ratio for MFC, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.003.131.17
The chart of Omega ratio for MFC, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.17
The chart of Calmar ratio for MFC, currently valued at 4.06, compared to the broader market0.002.004.006.004.061.11
The chart of Martin ratio for MFC, currently valued at 12.74, compared to the broader market0.0010.0020.0012.743.68
MFC
PRU

The current MFC Sharpe Ratio is 2.12, which is higher than the PRU Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of MFC 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.12
0.82
MFC
PRU

Dividends

MFC vs. PRU - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 4.27%, less than PRU's 4.42% yield.


TTM20242023202220212020201920182017201620152014
MFC
Manulife Financial Corporation
4.27%4.15%4.86%5.71%4.91%6.27%3.71%4.97%3.02%3.13%3.50%3.36%
PRU
Prudential Financial, Inc.
4.42%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%

Drawdowns

MFC vs. PRU - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.74%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for MFC and PRU. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.69%
-9.20%
MFC
PRU

Volatility

MFC vs. PRU - Volatility Comparison

The current volatility for Manulife Financial Corporation (MFC) is 5.77%, while Prudential Financial, Inc. (PRU) has a volatility of 6.41%. This indicates that MFC 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
5.77%
6.41%
MFC
PRU

Financials

MFC vs. PRU - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial 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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