PRS vs. SCHD
PRS (Prudential Financial, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 5 years, PRS returned 0.50%/yr vs 8.71%/yr for SCHD. At a 0.30 correlation, their price movements are largely independent.
Performance
PRS vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, PRS achieves a -5.41% return, which is significantly lower than SCHD's 17.72% return.
PRS
- 1D
- -0.55%
- 1M
- -2.89%
- YTD
- -5.41%
- 6M
- -5.54%
- 1Y
- -1.04%
- 3Y*
- 1.97%
- 5Y*
- 0.50%
- 10Y*
- —
SCHD
- 1D
- 0.41%
- 1M
- -2.47%
- YTD
- 17.72%
- 6M
- 17.25%
- 1Y
- 24.56%
- 3Y*
- 14.60%
- 5Y*
- 8.71%
- 10Y*
- 12.72%
PRS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRS Prudential Financial, Inc. | -5.41% | 8.75% | -1.49% | 8.05% | -5.95% | 0.21% | 10.13% | 21.72% | -3.77% |
SCHD Schwab U.S. Dividend Equity ETF | 17.72% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -9.35% |
Correlation
The correlation between PRS and SCHD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2018 | 0.30 |
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Return for Risk
PRS vs. SCHD — Risk / Return Rank
PRS
SCHD
PRS vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRS) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.40 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 5.35 | -5.46 |
| Martin ratioReturn relative to average drawdown | -0.28 | 12.94 | -13.22 |
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Drawdowns
PRS vs. SCHD - Drawdown Comparison
The maximum PRS drawdown since its inception was -30.45%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PRS and SCHD.
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Drawdown Indicators
| PRS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.45% | -33.37% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | -4.61% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -9.13% | -16.13% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -16.85% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -9.13% | -2.47% | -6.66% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -3.31% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.90% | +1.77% |
Volatility
PRS vs. SCHD - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRS) is 2.06%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.58%. This indicates that PRS experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 3.58% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 4.68% | 7.73% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.57% | 11.07% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.07% | 14.36% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.06% | 16.71% | -2.65% |
Dividends
PRS vs. SCHD - Dividend Comparison
PRS's dividend yield for the trailing twelve months is around 6.43%, more than SCHD's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRS Prudential Financial, Inc. | 6.43% | 5.90% | 6.05% | 5.64% | 4.31% | 5.18% | 4.94% | 5.16% | 1.52% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.30% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
PRS and SCHD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHD has higher volatility (3.58%) compared to PRS (2.06%). In terms of maximum drawdown, PRS dropped -30.45% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.23 vs -0.16), 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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