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

Correlation

The correlation between PRU and MET is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

PRU vs. MET - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
0.80%
14.80%
PRU
MET

Key characteristics

Sharpe Ratio

PRU:

0.69

MET:

1.12

Sortino Ratio

PRU:

1.01

MET:

1.51

Omega Ratio

PRU:

1.15

MET:

1.22

Calmar Ratio

PRU:

0.92

MET:

1.98

Martin Ratio

PRU:

3.34

MET:

6.38

Ulcer Index

PRU:

4.69%

MET:

3.83%

Daily Std Dev

PRU:

22.76%

MET:

21.86%

Max Drawdown

PRU:

-88.53%

MET:

-82.93%

Current Drawdown

PRU:

-10.85%

MET:

-9.22%

Fundamentals

Market Cap

PRU:

$42.32B

MET:

$56.26B

EPS

PRU:

$11.23

MET:

$4.93

PE Ratio

PRU:

10.59

MET:

16.48

PEG Ratio

PRU:

0.50

MET:

0.14

Total Revenue (TTM)

PRU:

$75.26B

MET:

$71.35B

Gross Profit (TTM)

PRU:

$74.58B

MET:

$71.35B

EBITDA (TTM)

PRU:

$46.36B

MET:

$3.06B

Returns By Period

In the year-to-date period, PRU achieves a 16.37% return, which is significantly lower than MET's 24.94% return. Over the past 10 years, PRU has underperformed MET with an annualized return of 6.96%, while MET has yielded a comparatively higher 7.94% annualized return.


PRU

YTD

16.37%

1M

-7.33%

6M

0.80%

1Y

17.74%

5Y*

9.50%

10Y*

6.96%

MET

YTD

24.94%

1M

-3.05%

6M

14.80%

1Y

26.68%

5Y*

13.18%

10Y*

7.94%

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Risk-Adjusted Performance

PRU vs. MET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and MetLife, Inc. (MET). 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-4.00-2.000.002.000.691.12
The chart of Sortino ratio for PRU, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.011.51
The chart of Omega ratio for PRU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.22
The chart of Calmar ratio for PRU, currently valued at 0.92, compared to the broader market0.002.004.006.000.921.98
The chart of Martin ratio for PRU, currently valued at 3.34, compared to the broader market0.0010.0020.003.346.38
PRU
MET

The current PRU Sharpe Ratio is 0.69, which is lower than the MET Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PRU and MET, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
1.12
PRU
MET

Dividends

PRU vs. MET - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.50%, more than MET's 2.71% 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%
MET
MetLife, Inc.
2.71%3.12%2.74%3.04%3.88%3.41%4.04%0.79%0.00%0.00%0.00%0.00%

Drawdowns

PRU vs. MET - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, which is greater than MET's maximum drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for PRU and MET. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-9.22%
PRU
MET

Volatility

PRU vs. MET - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRU) is 6.11%, while MetLife, Inc. (MET) has a volatility of 8.09%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than MET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.11%
8.09%
PRU
MET

Financials

PRU vs. MET - Financials Comparison

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


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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