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

Correlation

The correlation between PRU and IBN is 0.39, 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.


-0.50.00.51.00.4

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.80%
9.17%
PRU
IBN

Key characteristics

Sharpe Ratio

PRU:

0.69

IBN:

1.03

Sortino Ratio

PRU:

1.01

IBN:

1.53

Omega Ratio

PRU:

1.15

IBN:

1.21

Calmar Ratio

PRU:

0.92

IBN:

2.65

Martin Ratio

PRU:

3.34

IBN:

7.11

Ulcer Index

PRU:

4.69%

IBN:

3.35%

Daily Std Dev

PRU:

22.76%

IBN:

23.12%

Max Drawdown

PRU:

-88.53%

IBN:

-86.09%

Current Drawdown

PRU:

-10.85%

IBN:

-5.74%

Fundamentals

Market Cap

PRU:

$42.32B

IBN:

$110.86B

EPS

PRU:

$11.23

IBN:

$1.56

PE Ratio

PRU:

10.59

IBN:

19.87

PEG Ratio

PRU:

0.50

IBN:

0.00

Total Revenue (TTM)

PRU:

$75.26B

IBN:

$2.25T

Gross Profit (TTM)

PRU:

$74.58B

IBN:

$2.47T

EBITDA (TTM)

PRU:

$46.36B

IBN:

$324.13B

Returns By Period

In the year-to-date period, PRU achieves a 16.37% return, which is significantly lower than IBN's 27.21% return. Over the past 10 years, PRU has underperformed IBN with an annualized return of 6.96%, while IBN has yielded a comparatively higher 12.18% annualized return.


PRU

YTD

16.37%

1M

-7.33%

6M

0.80%

1Y

17.74%

5Y*

9.50%

10Y*

6.96%

IBN

YTD

27.21%

1M

1.04%

6M

9.17%

1Y

26.58%

5Y*

15.17%

10Y*

12.18%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PRU, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.691.03
The chart of Sortino ratio for PRU, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.011.53
The chart of Omega ratio for PRU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.21
The chart of Calmar ratio for PRU, currently valued at 0.92, compared to the broader market0.002.004.006.000.922.65
The chart of Martin ratio for PRU, currently valued at 3.34, compared to the broader market0.0010.0020.003.347.11
PRU
IBN

The current PRU Sharpe Ratio is 0.69, which is lower than the IBN Sharpe Ratio of 1.03. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
1.03
PRU
IBN

Dividends

PRU vs. IBN - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.50%, more than IBN's 0.79% 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%
IBN
ICICI Bank Limited
0.79%0.82%0.58%0.27%0.00%0.19%0.84%0.72%1.99%4.21%1.32%2.02%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-5.74%
PRU
IBN

Volatility

PRU vs. IBN - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRU) is 6.11%, while ICICI Bank Limited (IBN) has a volatility of 6.72%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.11%
6.72%
PRU
IBN

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


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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