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PRU vs. MET
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, PRU achieves a -8.27% return, which is significantly lower than MET's 4.08% return. Over the past 10 years, PRU has underperformed MET with an annualized return of 7.63%, while MET has yielded a comparatively higher 12.42% annualized return.


PRU

1D
-1.88%
1M
4.62%
YTD
-8.27%
6M
-5.49%
1Y
1.77%
3Y*
12.09%
5Y*
3.46%
10Y*
7.63%

MET

1D
-2.25%
1M
3.33%
YTD
4.08%
6M
6.00%
1Y
5.13%
3Y*
18.73%
5Y*
7.21%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRU vs. MET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRU
Prudential Financial, Inc.
-8.27%0.18%19.46%10.09%-3.86%45.32%-11.40%20.10%-26.46%13.65%
MET
MetLife, Inc.
4.08%-0.80%27.68%-5.49%19.23%37.43%-3.42%28.84%-15.77%21.67%

Correlation

The correlation between PRU and MET is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2001

0.79

The correlation between PRU and MET shifts across timeframes, from 0.77 (1 year) to 0.87 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PRU:

$9.85

MET:

$7.21

PE Ratio

PRU:

10.23

MET:

11.24

PEG Ratio

PRU:

0.42

MET:

0.37

PS Ratio

PRU:

0.75

MET:

0.53

Total Revenue (TTM)

PRU:

$47.43B

MET:

$76.95B

Gross Profit (TTM)

PRU:

$14.72B

MET:

$14.75B

EBITDA (TTM)

PRU:

$4.02B

MET:

$4.11B

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Return for Risk

PRU vs. MET — Risk / Return Rank

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

PRU
PRU Risk / Return Rank: 4040
Overall Rank
PRU Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PRU Sortino Ratio Rank: 3535
Sortino Ratio Rank
PRU Omega Ratio Rank: 3535
Omega Ratio Rank
PRU Calmar Ratio Rank: 4242
Calmar Ratio Rank
PRU Martin Ratio Rank: 4242
Martin Ratio Rank

MET
MET Risk / Return Rank: 4545
Overall Rank
MET Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MET Sortino Ratio Rank: 4141
Sortino Ratio Rank
MET Omega Ratio Rank: 4040
Omega Ratio Rank
MET Calmar Ratio Rank: 4747
Calmar Ratio Rank
MET Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRU vs. MET - Risk-Adjusted Trends 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.


PRUMETDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.03

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.08

0.30

-0.21

Martin ratioReturn relative to average drawdown

0.18

0.80

-0.62

PRU vs. MET - Sharpe Ratio Comparison

The current PRU Sharpe Ratio is 0.08, which is lower than the MET Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PRU and MET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRUMETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.23

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.28

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.41

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.26

-0.05

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 -82.37%. Use the drawdown chart below to compare losses from any high point for PRU and MET.


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Drawdown Indicators


PRUMETDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-82.37%

-6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-21.46%

-17.46%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-21.97%

-3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

-35.09%

+1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-65.89%

-55.16%

-10.73%

Current Drawdown

Current decline from peak

-15.90%

-4.20%

-11.70%

Average Drawdown

Average peak-to-trough decline

-18.32%

-17.64%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

6.42%

+3.36%

Volatility

PRU vs. MET - Volatility Comparison

Prudential Financial, Inc. (PRU) and MetLife, Inc. (MET) have volatilities of 5.84% and 5.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRUMETDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.98%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.39%

17.26%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

22.89%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

25.69%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.83%

30.69%

+1.14%

Dividends

PRU vs. MET - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 5.46%, more than MET's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
MET
MetLife, Inc.
2.83%2.85%2.63%3.12%2.74%3.04%3.88%3.41%4.04%14.52%2.92%3.06%
PRU
Prudential Financial, Inc.
5.46%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. 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


0.005.00B10.00B15.00B20.00B202220232024202520260
19.07B
(PRU) Total Revenue
(MET) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PRU and MET have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MET has higher volatility (5.98%) compared to PRU (5.84%). In terms of maximum drawdown, PRU dropped -88.53% vs MET's -82.37%.

MET currently has the higher Sharpe Ratio (0.23 vs 0.08), 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.

Portfolio Optimizer

Find the right allocation for PRU and MET

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