PRU vs. CVX
PRU (Prudential Financial, Inc.) and CVX (Chevron Corporation) are both stocks. PRU operates in Insurance - Life (Financial Services), while CVX operates in Oil & Gas Integrated (Energy). Over the past 10 years, PRU returned 7.94%/yr vs 10.72%/yr for CVX. At a 0.46 correlation, their price movements are largely independent.
Performance
PRU vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, PRU achieves a -4.78% return, which is significantly lower than CVX's 25.24% return. Over the past 10 years, PRU has underperformed CVX with an annualized return of 7.94%, while CVX has yielded a comparatively higher 10.72% annualized return.
PRU
- 1D
- 1.26%
- 1M
- 5.19%
- YTD
- -4.78%
- 6M
- -3.76%
- 1Y
- 4.47%
- 3Y*
- 13.09%
- 5Y*
- 4.24%
- 10Y*
- 7.94%
CVX
- 1D
- -0.55%
- 1M
- 4.08%
- YTD
- 25.24%
- 6M
- 27.25%
- 1Y
- 39.19%
- 3Y*
- 10.91%
- 5Y*
- 16.22%
- 10Y*
- 10.72%
PRU vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | -4.78% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
CVX Chevron Corporation | 25.24% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between PRU and CVX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.46 |
Over the past year, the correlation between PRU and CVX has dropped to 0.06 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
Fundamentals
PRU:
$36.55B
CVX:
$371.98B
PRU:
$9.85
CVX:
$5.75
PRU:
10.62
CVX:
32.55
PRU:
0.44
CVX:
3.17
PRU:
0.78
CVX:
1.93
PRU:
$47.43B
CVX:
$185.89B
PRU:
$14.72B
CVX:
$47.27B
PRU:
$4.02B
CVX:
$40.44B
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Return for Risk
PRU vs. CVX — Risk / Return Rank
PRU
CVX
PRU vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Chevron Corporation (CVX). 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.
| PRU | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.33 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 3.06 | -2.76 |
| Martin ratioReturn relative to average drawdown | 0.65 | 7.76 | -7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRU | CVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.94 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.65 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.37 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.37 | -0.17 |
Drawdowns
PRU vs. CVX - Drawdown Comparison
The maximum PRU drawdown since its inception was -88.53%, which is greater than CVX's maximum drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for PRU and CVX.
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Drawdown Indicators
| PRU | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.53% | -55.77% | -32.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.46% | -13.99% | -7.47% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -20.64% | -5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -24.95% | -8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -65.89% | -55.77% | -10.12% |
Current DrawdownCurrent decline from peak | -12.70% | -10.48% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -11.39% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 5.50% | +4.32% |
Volatility
PRU vs. CVX - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRU) is 5.85%, while Chevron Corporation (CVX) has a volatility of 7.27%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRU | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 7.27% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.54% | 17.77% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 22.03% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 25.12% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.84% | 29.15% | +2.69% |
Dividends
PRU vs. CVX - Dividend Comparison
PRU's dividend yield for the trailing twelve months is around 5.26%, more than CVX's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 3.73% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
PRU Prudential Financial, Inc. | 5.26% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
PRU vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and Chevron Corporation. 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
PRU and CVX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVX has higher volatility (7.27%) compared to PRU (5.85%). In terms of maximum drawdown, PRU dropped -88.53% vs CVX's -55.77%.
CVX currently has the higher Sharpe Ratio (1.94 vs 0.28), 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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