PRS vs. JPM

Last updated Jun 4, 2026

PRS (Prudential Financial, Inc.) and JPM (JPMorgan Chase & Co.) are both stocks. Over the past 5 years, PRS returned 0.91%/yr vs 15.45%/yr for JPM. At a 0.20 correlation, their price movements are largely independent.

Performance

PRS vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Financial, Inc. (PRS) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRS achieves a -4.25% return, which is significantly higher than JPM's -5.73% return.

PRS

• 1D: -0.90%
• 1M: -3.23%
• YTD: -4.25%
• 6M: -4.69%
• 1Y: 1.79%
• 3Y*: 1.74%
• 5Y*: 0.91%
• 10Y*: —

JPM

• 1D: -0.04%
• 1M: -2.21%
• YTD: -5.73%
• 6M: -2.68%
• 1Y: 15.18%
• 3Y*: 31.87%
• 5Y*: 15.45%
• 10Y*: 19.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRS vs. JPM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PRS Prudential Financial, Inc.	-4.25%	8.75%	-1.49%	8.05%	-5.95%	0.21%	10.13%	21.72%	-3.96%
JPM JPMorgan Chase & Co.	-5.73%	37.27%	44.29%	30.63%	-12.64%	27.75%	-5.53%	47.26%	-14.50%

Correlation

The correlation between PRS and JPM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Aug 23, 2018	0.20

Fundamentals

Market Cap PRS : $7.74B JPM : $840.48B
EPS PRS : $9.85 JPM : $21.08
PE Ratio PRS : 2.25 JPM : 14.27
PEG Ratio PRS : 0.09 JPM : 1.58
PS Ratio PRS : 0.16 JPM : 2.95
Total Revenue (TTM) PRS : $47.30B JPM : $285.09B
Gross Profit (TTM) PRS : $20.22B JPM : $173.52B
EBITDA (TTM) PRS : $4.13B JPM : $81.46B

Return for Risk

PRS vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRS

PRS Risk / Return Rank: 45
PRS Sharpe Ratio Rank: 51
PRS Sortino Ratio Rank: 40
PRS Omega Ratio Rank: 39
PRS Calmar Ratio Rank: 46
PRS Martin Ratio Rank: 47

JPM

JPM Risk / Return Rank: 59
JPM Sharpe Ratio Rank: 63
JPM Sortino Ratio Rank: 55
JPM Omega Ratio Rank: 54
JPM Calmar Ratio Rank: 61
JPM Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	PRS	JPM	Difference
Sharpe ratio Return per unit of total volatility	0.27	0.71	-0.44
Sortino ratio Return per unit of downside risk	0.44	1.06	-0.62
Omega ratio Gain probability vs. loss probability	1.05	1.14	-0.08
Calmar ratio Return relative to maximum drawdown	0.22	0.99	-0.76
Martin ratio Return relative to average drawdown	0.56	2.36	-1.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRS vs. JPM - Sharpe Ratio Comparison

The current PRS Sharpe Ratio is 0.27, which is lower than the JPM Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PRS and JPM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRS	JPM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	0.71	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.64	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.34	-0.06

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.

Drawdown Indicators

	PRS	JPM	Difference
Max Drawdown Largest peak-to-trough decline	-30.45%	-76.16%	+45.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.01%	-15.47%	+7.46%
Max Drawdown (3Y) Largest decline over 3 years	-9.38%	-24.42%	+15.04%
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 Drawdown Current decline from peak	-8.01%	-9.63%	+1.62%
Average Drawdown Average peak-to-trough decline	-3.14%	-17.62%	+14.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	6.46%	-3.29%

Volatility

PRS vs. JPM - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRS) is 1.68%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.39%. 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.

Volatility by Period

	PRS	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.68%	6.39%	-4.71%
Volatility (6M) Calculated over the trailing 6-month period	4.49%	17.16%	-12.67%
Volatility (1Y) Calculated over the trailing 1-year period	6.63%	21.41%	-14.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.04%	24.41%	-14.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.10%	27.37%	-13.27%

Dividends

PRS vs. JPM - Dividend Comparison

PRS's dividend yield for the trailing twelve months is around 6.35%, more than JPM's 1.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPM JPMorgan Chase & Co.	1.96%	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.	6.35%	5.90%	6.05%	5.64%	4.31%	5.18%	4.94%	5.16%	1.52%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PRS and JPM in my portfolio?

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.

Which is riskier, PRS or JPM?

JPM has higher volatility (6.39%) compared to PRS (1.68%). In terms of maximum drawdown, PRS dropped -30.45% vs JPM's -76.16%.

Which has better risk-adjusted returns?

JPM currently has the higher Sharpe Ratio (0.71 vs 0.27), 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.