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PRU vs. ABBV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRU and ABBV is 0.30, 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.


-0.50.00.51.00.3

Performance

PRU vs. ABBV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Financial, Inc. (PRU) and AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
0.80%
1.37%
PRU
ABBV

Key characteristics

Sharpe Ratio

PRU:

0.69

ABBV:

0.67

Sortino Ratio

PRU:

1.01

ABBV:

0.96

Omega Ratio

PRU:

1.15

ABBV:

1.15

Calmar Ratio

PRU:

0.92

ABBV:

0.83

Martin Ratio

PRU:

3.34

ABBV:

2.29

Ulcer Index

PRU:

4.69%

ABBV:

6.89%

Daily Std Dev

PRU:

22.76%

ABBV:

23.67%

Max Drawdown

PRU:

-88.53%

ABBV:

-45.09%

Current Drawdown

PRU:

-10.85%

ABBV:

-15.87%

Fundamentals

Market Cap

PRU:

$42.32B

ABBV:

$309.92B

EPS

PRU:

$11.23

ABBV:

$2.88

PE Ratio

PRU:

10.59

ABBV:

60.90

PEG Ratio

PRU:

0.50

ABBV:

0.42

Total Revenue (TTM)

PRU:

$75.26B

ABBV:

$55.53B

Gross Profit (TTM)

PRU:

$74.58B

ABBV:

$42.68B

EBITDA (TTM)

PRU:

$46.36B

ABBV:

$24.24B

Returns By Period

In the year-to-date period, PRU achieves a 16.37% return, which is significantly higher than ABBV's 14.73% return. Over the past 10 years, PRU has underperformed ABBV with an annualized return of 6.96%, while ABBV has yielded a comparatively higher 14.53% annualized return.


PRU

YTD

16.37%

1M

-7.33%

6M

0.80%

1Y

17.74%

5Y*

9.50%

10Y*

6.96%

ABBV

YTD

14.73%

1M

2.97%

6M

1.37%

1Y

17.21%

5Y*

18.99%

10Y*

14.53%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PRU vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and AbbVie Inc. (ABBV). 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, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.690.67
The chart of Sortino ratio for PRU, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.010.96
The chart of Omega ratio for PRU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.15
The chart of Calmar ratio for PRU, currently valued at 0.92, compared to the broader market0.002.004.006.000.920.83
The chart of Martin ratio for PRU, currently valued at 3.34, compared to the broader market0.0010.0020.003.342.29
PRU
ABBV

The current PRU Sharpe Ratio is 0.69, which is comparable to the ABBV Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PRU and ABBV, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
0.67
PRU
ABBV

Dividends

PRU vs. ABBV - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.50%, more than ABBV's 3.61% yield.


TTM20232022202120202019201820172016201520142013
PRU
Prudential Financial, Inc.
4.50%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%1.88%
ABBV
AbbVie Inc.
3.61%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%

Drawdowns

PRU vs. ABBV - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for PRU and ABBV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-15.87%
PRU
ABBV

Volatility

PRU vs. ABBV - Volatility Comparison

Prudential Financial, Inc. (PRU) and AbbVie Inc. (ABBV) have volatilities of 6.11% and 6.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.11%
6.39%
PRU
ABBV

Financials

PRU vs. ABBV - Financials Comparison

This section allows you to compare key financial metrics between Prudential Financial, Inc. and AbbVie Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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