PB vs. CFR
PB (Prosperity Bancshares, Inc.) and CFR (Cullen/Frost Bankers, Inc.) are both stocks. Both operate in the Banks - Regional industry within the Financial Services sector. Over the past 10 years, PB returned 6.69%/yr vs 12.41%/yr for CFR. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
PB vs. CFR - Performance Comparison
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Returns By Period
In the year-to-date period, PB achieves a 3.71% return, which is significantly lower than CFR's 23.17% return. Over the past 10 years, PB has underperformed CFR with an annualized return of 6.69%, while CFR has yielded a comparatively higher 12.41% annualized return.
PB
- 1D
- -2.19%
- 1M
- 2.06%
- 6M
- 2.16%
- YTD
- 3.71%
- 1Y
- -1.85%
- 3Y*
- 11.90%
- 5Y*
- 2.97%
- 10Y*
- 6.69%
CFR
- 1D
- -2.27%
- 1M
- 9.14%
- 6M
- 15.87%
- YTD
- 23.17%
- 1Y
- 16.09%
- 3Y*
- 16.32%
- 5Y*
- 10.46%
- 10Y*
- 12.41%
PB vs. CFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PB Prosperity Bancshares, Inc. | 3.71% | -5.15% | 15.06% | -3.34% | 3.64% | 7.13% | -0.27% | 18.19% | -9.22% | -0.37% |
CFR Cullen/Frost Bankers, Inc. | 23.17% | -2.76% | 27.86% | -16.06% | 8.66% | 48.17% | -7.58% | 14.60% | -4.84% | 9.93% |
Correlation
The correlation between PB and CFR is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 1998 | 0.65 |
The correlation between PB and CFR shifts across timeframes, from 0.65 (all time) to 0.82 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PB:
$7.10B
CFR:
$9.65B
PB:
$5.48
CFR:
$15.70
PB:
12.85
CFR:
9.79
PB:
8.20
CFR:
0.90
PB:
5.26
CFR:
2.35
PB:
$1.29B
CFR:
$2.79B
PB:
$930.60M
CFR:
$1.66B
PB:
$674.35M
CFR:
$658.50M
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Return for Risk
PB vs. CFR — Risk / Return Rank
PB
CFR
PB vs. CFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prosperity Bancshares, Inc. (PB) and Cullen/Frost Bankers, Inc. (CFR). 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.
| PB | CFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.25 | -1.36 |
| Martin ratioReturn relative to average drawdown | -0.21 | 2.46 | -2.67 |
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Drawdowns
PB vs. CFR - Drawdown Comparison
The maximum PB drawdown since its inception was -47.89%, smaller than the maximum CFR drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for PB and CFR.
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Drawdown Indicators
| PB | CFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.89% | -56.86% | +8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -16.45% | -12.95% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -24.84% | -27.43% | +2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -34.37% | -45.62% | +11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.24% | -56.86% | +14.62% |
Current DrawdownCurrent decline from peak | -12.24% | -2.27% | -9.97% |
Average DrawdownAverage peak-to-trough decline | -10.73% | -11.80% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.67% | 6.56% | +2.11% |
Volatility
PB vs. CFR - Volatility Comparison
Prosperity Bancshares, Inc. (PB) has a higher volatility of 5.93% compared to Cullen/Frost Bankers, Inc. (CFR) at 5.35%. This indicates that PB's price experiences larger fluctuations and is considered to be riskier than CFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PB | CFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.35% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 14.52% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 21.95% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.43% | 30.09% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.44% | 33.09% | -2.65% |
Dividends
PB vs. CFR - Dividend Comparison
PB's dividend yield for the trailing twelve months is around 3.38%, more than CFR's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.62% | 3.12% | 2.79% | 3.30% | 2.42% | 2.33% | 3.27% | 2.86% | 2.93% | 2.38% | 2.44% | 3.50% |
PB Prosperity Bancshares, Inc. | 3.38% | 3.39% | 3.00% | 3.26% | 2.90% | 2.75% | 2.70% | 2.35% | 2.39% | 1.97% | 1.73% | 2.33% |
Financials
PB vs. CFR - Financials Comparison
This section allows you to compare key financial metrics between Prosperity Bancshares, Inc. and Cullen/Frost Bankers, 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
PB and CFR have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PB has higher volatility (5.93%) compared to CFR (5.35%). In terms of maximum drawdown, PB dropped -47.89% vs CFR's -56.86%.
CFR currently has the higher Sharpe Ratio (0.74 vs -0.08), 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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