PRU vs. KKR
PRU (Prudential Financial, Inc.) and KKR (KKR & Co. Inc.) are both stocks. Both are in the Financial Services sector — PRU in Insurance - Life, KKR in Asset Management. Over the past 10 years, PRU returned 8.31%/yr vs 23.50%/yr for KKR. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
PRU vs. KKR - Performance Comparison
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Returns By Period
In the year-to-date period, PRU achieves a -5.60% return, which is significantly higher than KKR's -26.61% return. Over the past 10 years, PRU has underperformed KKR with an annualized return of 8.31%, while KKR has yielded a comparatively higher 23.50% annualized return.
PRU
- 1D
- -0.86%
- 1M
- 4.29%
- YTD
- -5.60%
- 6M
- -4.28%
- 1Y
- 3.57%
- 3Y*
- 12.48%
- 5Y*
- 4.51%
- 10Y*
- 8.31%
KKR
- 1D
- -0.20%
- 1M
- -8.90%
- YTD
- -26.61%
- 6M
- -28.16%
- 1Y
- -23.96%
- 3Y*
- 19.93%
- 5Y*
- 11.96%
- 10Y*
- 23.50%
PRU vs. KKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | -5.60% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
KKR KKR & Co. Inc. | -26.61% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 41.78% |
Correlation
The correlation between PRU and KKR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2010 | 0.52 |
The correlation between PRU and KKR has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.
Fundamentals
PRU:
$36.24B
KKR:
$88.94B
PRU:
$9.85
KKR:
$3.10
PRU:
10.53
KKR:
30.04
PRU:
0.44
KKR:
3.17
PRU:
0.77
KKR:
4.45
PRU:
$47.43B
KKR:
$19.99B
PRU:
$14.72B
KKR:
$8.35B
PRU:
$4.02B
KKR:
$9.97B
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Return for Risk
PRU vs. KKR — Risk / Return Rank
PRU
KKR
PRU vs. KKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and KKR & Co. Inc. (KKR). 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 | KKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.91 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | -0.54 | +0.71 |
| Martin ratioReturn relative to average drawdown | 0.36 | -0.99 | +1.35 |
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 | KKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | -0.65 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.31 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.64 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.54 | -0.33 |
Drawdowns
PRU vs. KKR - Drawdown Comparison
The maximum PRU drawdown since its inception was -88.53%, which is greater than KKR's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for PRU and KKR.
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Drawdown Indicators
| PRU | KKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.53% | -53.10% | -35.43% |
Max Drawdown (1Y)Largest decline over 1 year | -21.46% | -44.62% | +23.16% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -49.42% | +23.76% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -49.42% | +16.31% |
Max Drawdown (10Y)Largest decline over 10 years | -65.89% | -49.42% | -16.47% |
Current DrawdownCurrent decline from peak | -13.45% | -43.68% | +30.23% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -16.18% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 24.21% | -14.37% |
Volatility
PRU vs. KKR - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRU) is 5.88%, while KKR & Co. Inc. (KKR) has a volatility of 10.21%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRU | KKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 10.21% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 17.55% | 29.77% | -12.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 37.30% | -14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.83% | 39.23% | -13.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.84% | 36.64% | -4.80% |
Dividends
PRU vs. KKR - Dividend Comparison
PRU's dividend yield for the trailing twelve months is around 5.30%, more than KKR's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 0.80% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
PRU Prudential Financial, Inc. | 5.30% | 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. KKR - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and KKR & Co. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PRU and KKR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KKR has higher volatility (10.21%) compared to PRU (5.88%). In terms of maximum drawdown, PRU dropped -88.53% vs KKR's -53.10%.
PRU currently has the higher Sharpe Ratio (0.16 vs -0.65), 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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