PRS vs. JNJ
PRS (Prudential Financial, Inc.) and JNJ (Johnson & Johnson) are both stocks. Over the past 5 years, PRS returned 0.49%/yr vs 11.37%/yr for JNJ. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
PRS vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, PRS achieves a -5.14% return, which is significantly lower than JNJ's 25.25% return.
PRS
- 1D
- 0.47%
- 1M
- -0.89%
- 6M
- -7.21%
- YTD
- -5.14%
- 1Y
- -5.17%
- 3Y*
- 2.03%
- 5Y*
- 0.49%
- 10Y*
- —
- ALL TIME*
- 3.71%
JNJ
- 1D
- 0.21%
- 1M
- -2.54%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 57.03%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.09B | $2.09B | $1.99B | |
| $825.41K | $865.34K | $1.01M |
PRS vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRS Prudential Financial, Inc. | -5.14% | 8.75% | -1.49% | 8.05% | -5.95% | 0.21% | 10.13% | 21.72% | -3.77% |
JNJ Johnson & Johnson | 25.25% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -3.41% |
Correlation
The correlation between PRS and JNJ is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.14 |
The correlation between PRS and JNJ shifts across timeframes, from -0.05 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PRS:
$7.51B
JNJ:
$617.78B
PRS:
$9.87
JNJ:
$8.63
PRS:
2.19
JNJ:
29.71
PRS:
0.09
JNJ:
0.99
PRS:
0.16
JNJ:
6.38
PRS:
$47.30B
JNJ:
$97.93B
PRS:
$20.22B
JNJ:
$68.99B
PRS:
$4.13B
JNJ:
$31.92B
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Return for Risk
PRS vs. JNJ — Risk / Return Rank
PRS
JNJ
PRS vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRS) and Johnson & Johnson (JNJ). 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.
| PRS | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.03 | ||
| Sortino ratioReturn per unit of downside risk | -5.37 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.56 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 5.46 | -5.95 |
| Martin ratioReturn relative to average drawdown | -1.05 | 15.18 | -16.23 |
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Drawdowns
PRS vs. JNJ - Drawdown Comparison
The maximum PRS drawdown since its inception was -30.45%, smaller than the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for PRS and JNJ.
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Drawdown Indicators
| PRS | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.45% | -50.67% | +20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -10.96% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -9.92% | -15.72% | +5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -18.41% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.37% | — |
Current DrawdownCurrent decline from peak | -8.87% | -4.07% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -11.88% | +8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 3.93% | +0.72% |
Volatility
PRS vs. JNJ - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRS) is 1.98%, while Johnson & Johnson (JNJ) has a volatility of 8.48%. This indicates that PRS experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRS | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 8.48% | -6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 5.01% | 15.03% | -10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.40% | 18.44% | -12.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.09% | 17.46% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.99% | 18.75% | -4.76% |
Dividends
PRS vs. JNJ - Dividend Comparison
PRS's dividend yield for the trailing twelve months is around 8.15%, more than JNJ's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.04% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
PRS Prudential Financial, Inc. | 6.52% | 5.90% | 6.05% | 5.64% | 4.31% | 5.18% | 4.94% | 5.16% | 1.52% | 0.00% | 0.00% | 0.00% |
Financials
PRS vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and Johnson & Johnson. 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
PRS and JNJ have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (8.48%) compared to PRS (1.98%). In terms of maximum drawdown, PRS dropped -30.45% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.26 vs -0.77), 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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