PEP vs. PRU
PEP (PepsiCo, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. PEP operates in Beverages - Non-Alcoholic (Consumer Defensive), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, PEP returned 6.62%/yr vs 9.04%/yr for PRU. At a 0.31 correlation, their price movements are largely independent.
Performance
PEP vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, PEP achieves a 2.49% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, PEP has underperformed PRU with an annualized return of 6.62%, while PRU has yielded a comparatively higher 9.04% annualized return.
PEP
- 1D
- 0.38%
- 1M
- -2.23%
- YTD
- 2.49%
- 6M
- -2.36%
- 1Y
- 14.62%
- 3Y*
- -4.09%
- 5Y*
- 2.73%
- 10Y*
- 6.62%
PRU
- 1D
- 1.87%
- 1M
- 7.90%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 11.09%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
PEP vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | 2.49% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
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 PEP and PRU is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.31 |
Over the past year, the correlation between PEP and PRU has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
PEP:
$197.79B
PRU:
$37.91B
PEP:
$6.37
PRU:
$9.85
PEP:
22.64
PRU:
11.01
PEP:
7.83
PRU:
0.46
PEP:
2.07
PRU:
0.80
PEP:
$95.45B
PRU:
$47.43B
PEP:
$51.60B
PRU:
$14.72B
PEP:
$15.08B
PRU:
$4.02B
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Return for Risk
PEP vs. PRU — Risk / Return Rank
PEP
PRU
PEP vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) 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.
| PEP | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 0.42 | +0.40 |
| Martin ratioReturn relative to average drawdown | 2.11 | 0.92 | +1.19 |
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Drawdowns
PEP vs. PRU - Drawdown Comparison
The maximum PEP drawdown since its inception was -73.92%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for PEP and PRU.
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Drawdown Indicators
| PEP | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.92% | -88.53% | +14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -21.46% | +5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -29.17% | -25.66% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -30.32% | -33.11% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -30.32% | -65.89% | +35.57% |
Current DrawdownCurrent decline from peak | -17.75% | -9.47% | -8.28% |
Average DrawdownAverage peak-to-trough decline | -13.65% | -18.31% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 9.90% | -3.53% |
Volatility
PEP vs. PRU - Volatility Comparison
The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while Prudential Financial, Inc. (PRU) has a volatility of 6.05%. This indicates that PEP 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.
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Volatility by Period
| PEP | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.05% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | 17.48% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.71% | 22.66% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 25.83% | -7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 31.83% | -12.16% |
Dividends
PEP vs. PRU - Dividend Comparison
PEP's dividend yield for the trailing twelve months is around 3.98%, less than PRU's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEP PepsiCo, Inc. | 3.98% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
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
PEP vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between PepsiCo, 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
PEP and PRU have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (6.05%) compared to PEP (5.39%). In terms of maximum drawdown, PEP dropped -73.92% vs PRU's -88.53%.
PEP currently has the higher Sharpe Ratio (0.62 vs 0.40), 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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