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

Key characteristics


MFCPRU
YTD Return6.65%9.59%
1Y Return25.50%41.89%
3Y Return (Ann)7.72%8.94%
5Y Return (Ann)10.14%7.03%
10Y Return (Ann)6.47%7.55%
Sharpe Ratio1.161.81
Daily Std Dev20.91%20.57%
Max Drawdown-83.73%-88.53%
Current Drawdown-5.68%-4.34%

Fundamentals


MFCPRU
Market Cap$42.40B$39.71B
EPS$1.90$6.74
PE Ratio12.3516.39
PEG Ratio1.030.43
Revenue (TTM)$27.25B$53.98B
Gross Profit (TTM)$17.65B$9.95B
EBITDA (TTM)$8.36B$3.28B

Correlation

-0.50.00.51.00.6

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.

Performance

MFC vs. PRU - Performance Comparison

In the year-to-date period, MFC achieves a 6.65% return, which is significantly lower than PRU's 9.59% return. Over the past 10 years, MFC has underperformed PRU with an annualized return of 6.47%, while PRU has yielded a comparatively higher 7.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%December2024FebruaryMarchAprilMay
309.89%
633.93%
MFC
PRU

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Manulife Financial Corporation

Prudential Financial, Inc.

Risk-Adjusted Performance

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.


MFC
Sharpe ratio
The chart of Sharpe ratio for MFC, currently valued at 1.16, compared to the broader market-2.00-1.000.001.002.003.004.001.16
Sortino ratio
The chart of Sortino ratio for MFC, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for MFC, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for MFC, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Martin ratio
The chart of Martin ratio for MFC, currently valued at 4.93, compared to the broader market-10.000.0010.0020.0030.004.93
PRU
Sharpe ratio
The chart of Sharpe ratio for PRU, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for PRU, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for PRU, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for PRU, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for PRU, currently valued at 10.37, compared to the broader market-10.000.0010.0020.0030.0010.37

MFC vs. PRU - Sharpe Ratio Comparison

The current MFC Sharpe Ratio is 1.16, which is lower than the PRU Sharpe Ratio of 1.81. The chart below compares the 12-month rolling Sharpe Ratio of MFC and PRU.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.16
1.81
MFC
PRU

Dividends

MFC vs. PRU - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 5.12%, more than PRU's 4.50% yield.


TTM20232022202120202019201820172016201520142013
MFC
Manulife Financial Corporation
5.12%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%2.71%2.57%
PRU
Prudential Financial, Inc.
4.50%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%1.88%

Drawdowns

MFC vs. PRU - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.73%, 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-5.68%
-4.34%
MFC
PRU

Volatility

MFC vs. PRU - Volatility Comparison

Manulife Financial Corporation (MFC) and Prudential Financial, Inc. (PRU) have volatilities of 4.98% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.98%
4.96%
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