MORN vs. PRU
MORN (Morningstar, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — MORN in Financial Data & Stock Exchanges, PRU in Insurance - Life. Over the past 10 years, MORN returned 8.88%/yr vs 9.04%/yr for PRU. At a 0.39 correlation, their price movements are largely independent.
Performance
MORN vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, MORN achieves a -18.94% return, which is significantly lower than PRU's -1.25% return. Both investments have delivered pretty close results over the past 10 years, with MORN having a 8.88% annualized return and PRU not far ahead at 9.04%.
MORN
- 1D
- -1.09%
- 1M
- 5.41%
- YTD
- -18.94%
- 6M
- -17.73%
- 1Y
- -42.15%
- 3Y*
- -4.38%
- 5Y*
- -5.16%
- 10Y*
- 8.88%
PRU
- 1D
- 1.87%
- 1M
- 7.42%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 9.05%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
MORN vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | -18.94% | -35.05% | 18.29% | 33.10% | -36.31% | 48.23% | 54.54% | 38.93% | 14.34% | 33.38% |
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 MORN and PRU is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 3, 2005 | 0.39 |
The correlation between MORN and PRU shifts across timeframes, from 0.24 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MORN:
$6.89B
PRU:
$37.91B
MORN:
$9.74
PRU:
$9.85
MORN:
17.99
PRU:
11.01
MORN:
0.36
PRU:
0.46
MORN:
2.89
PRU:
0.80
MORN:
$2.51B
PRU:
$47.43B
MORN:
$1.55B
PRU:
$14.72B
MORN:
$743.90M
PRU:
$4.02B
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Return for Risk
MORN vs. PRU — Risk / Return Rank
MORN
PRU
MORN vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) 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.
| MORN | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.09 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 0.42 | -1.26 |
| Martin ratioReturn relative to average drawdown | -1.28 | 0.92 | -2.19 |
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Drawdowns
MORN vs. PRU - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for MORN and PRU.
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Drawdown Indicators
| MORN | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.92% | -88.53% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -50.65% | -21.46% | -29.19% |
Max Drawdown (3Y)Largest decline over 3 years | -56.70% | -25.66% | -31.04% |
Max Drawdown (5Y)Largest decline over 5 years | -56.70% | -33.11% | -23.59% |
Max Drawdown (10Y)Largest decline over 10 years | -56.70% | -65.89% | +9.19% |
Current DrawdownCurrent decline from peak | -50.59% | -9.47% | -41.12% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -18.31% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.06% | 9.90% | +23.16% |
Volatility
MORN vs. PRU - Volatility Comparison
Morningstar, Inc. (MORN) has a higher volatility of 13.64% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that MORN'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
| MORN | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.64% | 6.05% | +7.59% |
Volatility (6M)Calculated over the trailing 6-month period | 31.02% | 17.48% | +13.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.60% | 22.66% | +11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.76% | 25.83% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.78% | 31.83% | -4.05% |
Dividends
MORN vs. PRU - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 1.09%, less than PRU's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | 1.09% | 0.84% | 0.48% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% |
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
MORN vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. 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
MORN and PRU have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORN has higher volatility (13.64%) compared to PRU (6.05%). In terms of maximum drawdown, MORN dropped -67.92% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.40 vs -1.22), 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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