PRS vs. JPM
PRS (Prudential Financial, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Over the past 5 years, PRS returned 0.49%/yr vs 21.31%/yr for JPM. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
PRS vs. JPM - 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 JPM's 10.73% 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%
JPM
- 1D
- 0.27%
- 1M
- 5.65%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 23.90%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.69B | $3.19B | $3.04B | |
| $825.41K | $865.34K | $1.01M |
PRS vs. JPM - 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% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -14.76% |
Correlation
The correlation between PRS and JPM is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.19 |
Fundamentals
PRS:
$7.51B
JPM:
$942.62B
PRS:
$9.87
JPM:
$23.29
PRS:
2.19
JPM:
15.10
PRS:
0.09
JPM:
1.67
PRS:
0.16
JPM:
3.30
PRS:
$47.30B
JPM:
$297.63B
PRS:
$20.22B
JPM:
$186.33B
PRS:
$4.13B
JPM:
$90.84B
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Return for Risk
PRS vs. JPM — Risk / Return Rank
PRS
JPM
PRS vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRS) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.17 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.36 | -1.85 |
| Martin ratioReturn relative to average drawdown | -1.05 | 3.24 | -4.29 |
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Drawdowns
PRS vs. JPM - Drawdown Comparison
The maximum PRS drawdown since its inception was -30.45%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for PRS and JPM.
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Drawdown Indicators
| PRS | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.45% | -76.16% | +45.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -15.47% | +5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -9.92% | -24.42% | +14.50% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -38.77% | +23.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.63% | — |
Current DrawdownCurrent decline from peak | -8.87% | -1.54% | -7.33% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -17.56% | +14.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 6.51% | -1.86% |
Volatility
PRS vs. JPM - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRS) is 1.98%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.60%. This indicates that PRS experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRS | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.98% | 6.60% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 5.01% | 16.70% | -11.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.40% | 22.50% | -16.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.09% | 24.46% | -14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.99% | 27.33% | -13.34% |
Dividends
PRS vs. JPM - Dividend Comparison
PRS's dividend yield for the trailing twelve months is around 8.15%, more than JPM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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. JPM - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and JPMorgan Chase & Co.. 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 JPM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.60%) compared to PRS (1.98%). In terms of maximum drawdown, PRS dropped -30.45% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.94 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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