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 6.46%/yr vs 11.76%/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 4.83% return, which is significantly lower than CFR's 16.71% return. Over the past 10 years, PB has underperformed CFR with an annualized return of 6.46%, while CFR has yielded a comparatively higher 11.76% annualized return.
PB
- 1D
- 0.58%
- 1M
- 5.70%
- YTD
- 4.83%
- 6M
- 1.50%
- 1Y
- 8.83%
- 3Y*
- 9.95%
- 5Y*
- 3.78%
- 10Y*
- 6.46%
CFR
- 1D
- 0.08%
- 1M
- 6.18%
- YTD
- 16.71%
- 6M
- 14.80%
- 1Y
- 21.51%
- 3Y*
- 12.83%
- 5Y*
- 9.47%
- 10Y*
- 11.76%
PB vs. CFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PB Prosperity Bancshares, Inc. | 4.83% | -5.15% | 15.06% | -3.34% | 3.64% | 7.13% | -0.27% | 18.19% | -9.22% | -0.37% |
CFR Cullen/Frost Bankers, Inc. | 16.71% | -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 | 0.79 |
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:
$5.50
CFR:
$13.92
PB:
12.95
CFR:
10.46
PB:
8.26
CFR:
0.96
PB:
5.30
CFR:
2.51
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 | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.67 | -1.13 |
| Martin ratioReturn relative to average drawdown | 1.02 | 3.29 | -2.26 |
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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 | -11.29% | -1.58% | -9.71% |
Average DrawdownAverage peak-to-trough decline | -10.73% | -11.81% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.64% | 6.56% | +2.08% |
Volatility
PB vs. CFR - Volatility Comparison
The current volatility for Prosperity Bancshares, Inc. (PB) is 5.49%, while Cullen/Frost Bankers, Inc. (CFR) has a volatility of 5.99%. This indicates that PB experiences smaller price fluctuations and is considered to be less risky 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 | 5.49% | 5.99% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 16.60% | 14.62% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.98% | 21.95% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 30.18% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.77% | 33.29% | -2.52% |
Dividends
PB vs. CFR - Dividend Comparison
PB's dividend yield for the trailing twelve months is around 3.34%, more than CFR's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR Cullen/Frost Bankers, Inc. | 2.77% | 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. | 3.34% | 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.
CFR has higher volatility (5.99%) compared to PB (5.49%). In terms of maximum drawdown, PB dropped -47.89% vs CFR's -56.86%.
CFR currently has the higher Sharpe Ratio (0.98 vs 0.39), 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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