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PRU.TO vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRU.TO and SPY is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PRU.TO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perseus Mining Limited (PRU.TO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
7.52%
10.90%
PRU.TO
SPY

Key characteristics

Sharpe Ratio

PRU.TO:

1.99

SPY:

1.87

Sortino Ratio

PRU.TO:

2.60

SPY:

2.52

Omega Ratio

PRU.TO:

1.30

SPY:

1.35

Calmar Ratio

PRU.TO:

1.15

SPY:

2.81

Martin Ratio

PRU.TO:

8.94

SPY:

11.69

Ulcer Index

PRU.TO:

8.12%

SPY:

2.02%

Daily Std Dev

PRU.TO:

36.38%

SPY:

12.65%

Max Drawdown

PRU.TO:

-95.47%

SPY:

-55.19%

Current Drawdown

PRU.TO:

-33.95%

SPY:

0.00%

Returns By Period

In the year-to-date period, PRU.TO achieves a 12.28% return, which is significantly higher than SPY's 4.58% return. Over the past 10 years, PRU.TO has outperformed SPY with an annualized return of 23.82%, while SPY has yielded a comparatively lower 13.23% annualized return.


PRU.TO

YTD

12.28%

1M

6.67%

6M

9.13%

1Y

74.86%

5Y*

19.95%

10Y*

23.82%

SPY

YTD

4.58%

1M

2.57%

6M

10.04%

1Y

24.97%

5Y*

14.73%

10Y*

13.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PRU.TO vs. SPY — Risk-Adjusted Performance Rank

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

PRU.TO
The Risk-Adjusted Performance Rank of PRU.TO is 8787
Overall Rank
The Sharpe Ratio Rank of PRU.TO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU.TO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PRU.TO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of PRU.TO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PRU.TO is 9090
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7777
Overall Rank
The Sharpe Ratio Rank of SPY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRU.TO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Perseus Mining Limited (PRU.TO) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for PRU.TO, currently valued at 1.74, compared to the broader market-2.000.002.001.741.82
The chart of Sortino ratio for PRU.TO, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.006.002.332.44
The chart of Omega ratio for PRU.TO, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.34
The chart of Calmar ratio for PRU.TO, currently valued at 0.91, compared to the broader market0.002.004.006.000.912.70
The chart of Martin ratio for PRU.TO, currently valued at 7.07, compared to the broader market0.0010.0020.0030.007.0711.17
PRU.TO
SPY

The current PRU.TO Sharpe Ratio is 1.99, which is comparable to the SPY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PRU.TO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.74
1.82
PRU.TO
SPY

Dividends

PRU.TO vs. SPY - Dividend Comparison

PRU.TO's dividend yield for the trailing twelve months is around 1.95%, more than SPY's 1.15% yield.


TTM20242023202220212020201920182017201620152014
PRU.TO
Perseus Mining Limited
1.95%2.19%1.80%1.57%1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.15%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

PRU.TO vs. SPY - Drawdown Comparison

The maximum PRU.TO drawdown since its inception was -95.47%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PRU.TO and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-54.09%
0
PRU.TO
SPY

Volatility

PRU.TO vs. SPY - Volatility Comparison

Perseus Mining Limited (PRU.TO) has a higher volatility of 9.11% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that PRU.TO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
9.11%
3.00%
PRU.TO
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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