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

Correlation

The correlation between PRU and IBN is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PRU vs. IBN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PRU:

-0.23

IBN:

1.11

Sortino Ratio

PRU:

-0.04

IBN:

1.68

Omega Ratio

PRU:

0.99

IBN:

1.24

Calmar Ratio

PRU:

-0.20

IBN:

2.02

Martin Ratio

PRU:

-0.49

IBN:

4.77

Ulcer Index

PRU:

10.30%

IBN:

5.77%

Daily Std Dev

PRU:

28.91%

IBN:

23.70%

Max Drawdown

PRU:

-88.53%

IBN:

-86.09%

Current Drawdown

PRU:

-16.38%

IBN:

-0.50%

Fundamentals

Market Cap

PRU:

$37.64B

IBN:

$119.53B

EPS

PRU:

$6.34

IBN:

$1.67

PE Ratio

PRU:

16.77

IBN:

19.98

PEG Ratio

PRU:

0.68

IBN:

0.00

PS Ratio

PRU:

0.62

IBN:

0.06

PB Ratio

PRU:

1.27

IBN:

3.22

Total Revenue (TTM)

PRU:

$60.46B

IBN:

$1.92T

Gross Profit (TTM)

PRU:

$61.67B

IBN:

$2.14T

EBITDA (TTM)

PRU:

$2.56B

IBN:

$177.75B

Returns By Period

In the year-to-date period, PRU achieves a -8.62% return, which is significantly lower than IBN's 13.90% return. Over the past 10 years, PRU has underperformed IBN with an annualized return of 6.67%, while IBN has yielded a comparatively higher 14.95% annualized return.


PRU

YTD

-8.62%

1M

6.75%

6M

-12.99%

1Y

-6.47%

5Y*

21.17%

10Y*

6.67%

IBN

YTD

13.90%

1M

6.75%

6M

14.78%

1Y

26.15%

5Y*

32.88%

10Y*

14.95%

*Annualized

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Risk-Adjusted Performance

PRU vs. IBN — Risk-Adjusted Performance Rank

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

PRU
The Risk-Adjusted Performance Rank of PRU is 3737
Overall Rank
The Sharpe Ratio Rank of PRU is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 4040
Martin Ratio Rank

IBN
The Risk-Adjusted Performance Rank of IBN is 8585
Overall Rank
The Sharpe Ratio Rank of IBN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IBN is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IBN is 8181
Omega Ratio Rank
The Calmar Ratio Rank of IBN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of IBN is 8686
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 vs. IBN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and ICICI Bank Limited (IBN). 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.


The current PRU Sharpe Ratio is -0.23, which is lower than the IBN Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PRU and IBN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PRU vs. IBN - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.91%, more than IBN's 0.70% yield.


TTM20242023202220212020201920182017201620152014
PRU
Prudential Financial, Inc.
4.91%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%
IBN
ICICI Bank Limited
0.70%0.80%0.82%0.58%0.27%0.00%0.19%0.84%0.72%1.99%4.21%1.32%

Drawdowns

PRU vs. IBN - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, roughly equal to the maximum IBN drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for PRU and IBN. For additional features, visit the drawdowns tool.


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Volatility

PRU vs. IBN - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRU) is 7.70%, while ICICI Bank Limited (IBN) has a volatility of 8.41%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than IBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PRU vs. IBN - Financials Comparison

This section allows you to compare key financial metrics between Prudential Financial, Inc. and ICICI Bank Limited. 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


0.00200.00B400.00B600.00B800.00B20212022202320242025
13.47B
519.93B
(PRU) Total Revenue
(IBN) Total Revenue
Values in USD except per share items