PRU vs. KEY
PRU (Prudential Financial, Inc.) and KEY (KeyCorp) are both stocks. Both are in the Financial Services sector — PRU in Insurance - Life, KEY in Banks - Regional. Over the past 10 years, PRU returned 7.94%/yr vs 10.03%/yr for KEY. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
PRU vs. KEY - 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 KEY's 7.52% return. Over the past 10 years, PRU has underperformed KEY with an annualized return of 7.94%, while KEY has yielded a comparatively higher 10.03% 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%
KEY
- 1D
- 0.42%
- 1M
- 1.74%
- YTD
- 7.52%
- 6M
- 15.23%
- 1Y
- 38.89%
- 3Y*
- 33.73%
- 5Y*
- 4.07%
- 10Y*
- 10.03%
PRU vs. KEY - 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% |
KEY KeyCorp | 7.52% | 26.22% | 25.34% | -11.53% | -21.69% | 45.92% | -14.50% | 42.72% | -24.61% | 12.74% |
Correlation
The correlation between PRU and KEY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.67 |
The correlation between PRU and KEY shifts across timeframes, from 0.61 (1 year) to 0.76 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PRU:
$36.55B
KEY:
$23.59B
PRU:
$9.85
KEY:
$1.78
PRU:
10.62
KEY:
12.25
PRU:
0.44
KEY:
0.50
PRU:
0.78
KEY:
2.12
PRU:
$47.43B
KEY:
$11.22B
PRU:
$14.72B
KEY:
$7.20B
PRU:
$4.02B
KEY:
$2.51B
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Return for Risk
PRU vs. KEY — Risk / Return Rank
PRU
KEY
PRU vs. KEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and KeyCorp (KEY). 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 | KEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.30 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 2.41 | -2.12 |
| Martin ratioReturn relative to average drawdown | 0.65 | 6.55 | -5.91 |
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 | KEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.78 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.11 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.25 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.15 | +0.06 |
Drawdowns
PRU vs. KEY - Drawdown Comparison
The maximum PRU drawdown since its inception was -88.53%, roughly equal to the maximum KEY drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for PRU and KEY.
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Drawdown Indicators
| PRU | KEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.53% | -87.08% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -21.46% | -17.76% | -3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -32.21% | +6.55% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -65.23% | +32.12% |
Max Drawdown (10Y)Largest decline over 10 years | -65.89% | -65.23% | -0.66% |
Current DrawdownCurrent decline from peak | -12.70% | -4.38% | -8.32% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -32.89% | +14.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.82% | 6.52% | +3.30% |
Volatility
PRU vs. KEY - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRU) is 5.85%, while KeyCorp (KEY) has a volatility of 7.36%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than KEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRU | KEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 7.36% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 17.54% | 17.24% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 24.12% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 38.05% | -12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.84% | 39.83% | -7.99% |
Dividends
PRU vs. KEY - Dividend Comparison
PRU's dividend yield for the trailing twelve months is around 5.26%, more than KEY's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEY KeyCorp | 3.77% | 3.97% | 4.78% | 5.69% | 4.54% | 3.24% | 4.51% | 3.51% | 3.82% | 1.88% | 1.81% | 3.83% |
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. KEY - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and KeyCorp. 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 KEY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KEY has higher volatility (7.36%) compared to PRU (5.85%). In terms of maximum drawdown, PRU dropped -88.53% vs KEY's -87.08%.
KEY currently has the higher Sharpe Ratio (1.78 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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