PRS vs. JPM
PRS (Prudential Financial, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Over the past 5 years, PRS returned 0.64%/yr vs 19.57%/yr for JPM. At a 0.19 correlation, their price movements are largely independent.
Performance
PRS vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRS achieves a -4.42% return, which is significantly lower than JPM's 5.29% return.
PRS
- 1D
- -0.45%
- 1M
- -0.14%
- 6M
- -5.45%
- YTD
- -4.42%
- 1Y
- -3.46%
- 3Y*
- 2.35%
- 5Y*
- 0.64%
- 10Y*
- —
JPM
- 1D
- -0.58%
- 1M
- 4.78%
- 6M
- 4.09%
- YTD
- 5.29%
- 1Y
- 18.85%
- 3Y*
- 33.63%
- 5Y*
- 19.57%
- 10Y*
- 21.09%
PRS vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRS Prudential Financial, Inc. | -4.42% | 8.75% | -1.49% | 8.05% | -5.95% | 0.21% | 10.13% | 21.72% | -3.77% |
JPM JPMorgan Chase & Co. | 5.29% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -14.76% |
Correlation
The correlation between PRS and JPM is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.19 |
Fundamentals
PRS:
$7.69B
JPM:
$896.38B
PRS:
$9.87
JPM:
$21.08
PRS:
2.24
JPM:
15.87
PRS:
0.09
JPM:
1.75
PRS:
0.16
JPM:
3.28
PRS:
$47.30B
JPM:
$285.09B
PRS:
$20.22B
JPM:
$173.52B
PRS:
$4.13B
JPM:
$81.46B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.16 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.22 | -1.59 |
| Martin ratioReturn relative to average drawdown | -0.83 | 2.90 | -3.73 |
Loading charts...
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.
Loading charts...
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 | -9.47% | -15.47% | +6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -9.47% | -24.42% | +14.95% |
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 | -8.18% | -1.38% | -6.80% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -17.59% | +14.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 6.52% | -2.38% |
Volatility
PRS vs. JPM - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRS) is 2.44%, while JPMorgan Chase & Co. (JPM) has a volatility of 7.07%. 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.
Loading charts...
Volatility by Period
| PRS | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 7.07% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.94% | 17.05% | -12.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.46% | 22.02% | -15.56% |
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 | 14.03% | 27.29% | -13.26% |
Dividends
PRS vs. JPM - Dividend Comparison
PRS's dividend yield for the trailing twelve months is around 6.36%, more than JPM's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.79% | 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. | 6.36% | 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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (7.07%) compared to PRS (2.44%). In terms of maximum drawdown, PRS dropped -30.45% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.86 vs -0.53), 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.
Find the right allocation for PRS and JPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer