PRU vs. MS
PRU (Prudential Financial, Inc.) and MS (Morgan Stanley) are both stocks. Both are in the Financial Services sector — PRU in Insurance - Life, MS in Capital Markets. Over the past 10 years, PRU returned 9.04%/yr vs 27.71%/yr for MS. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
PRU vs. MS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRU achieves a -1.25% return, which is significantly lower than MS's 21.88% return. Over the past 10 years, PRU has underperformed MS with an annualized return of 9.04%, while MS has yielded a comparatively higher 27.71% annualized return.
PRU
- 1D
- 1.87%
- 1M
- 7.90%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 11.09%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
MS
- 1D
- 0.65%
- 1M
- 11.18%
- YTD
- 21.88%
- 6M
- 21.28%
- 1Y
- 69.28%
- 3Y*
- 38.69%
- 5Y*
- 22.26%
- 10Y*
- 27.71%
PRU vs. MS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | -1.25% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
MS Morgan Stanley | 21.88% | 45.16% | 39.73% | 13.93% | -10.34% | 46.65% | 38.09% | 32.67% | -22.76% | 26.61% |
Correlation
The correlation between PRU and MS 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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.66 |
The correlation between PRU and MS shifts across timeframes, from 0.47 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PRU:
$37.91B
MS:
$340.97B
PRU:
$9.85
MS:
$11.41
PRU:
11.01
MS:
18.75
PRU:
0.46
MS:
1.76
PRU:
0.80
MS:
2.84
PRU:
$47.43B
MS:
$120.22B
PRU:
$14.72B
MS:
$69.72B
PRU:
$4.02B
MS:
$27.21B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRU vs. MS — Risk / Return Rank
PRU
MS
PRU vs. MS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Morgan Stanley (MS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRU | MS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.43 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 3.53 | -3.11 |
| Martin ratioReturn relative to average drawdown | 0.92 | 11.65 | -10.74 |
Loading charts...
Drawdowns
PRU vs. MS - Drawdown Comparison
The maximum PRU drawdown since its inception was -88.53%, roughly equal to the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for PRU and MS.
Loading charts...
Drawdown Indicators
| PRU | MS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.53% | -88.12% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -21.46% | -18.83% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -29.24% | +3.58% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -32.38% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -65.89% | -51.33% | -14.56% |
Current DrawdownCurrent decline from peak | -9.47% | -1.94% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -18.31% | -33.69% | +15.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.90% | 5.70% | +4.20% |
Volatility
PRU vs. MS - Volatility Comparison
The current volatility for Prudential Financial, Inc. (PRU) is 6.05%, while Morgan Stanley (MS) has a volatility of 8.62%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRU | MS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 8.62% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 21.46% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 25.81% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.83% | 28.75% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 31.51% | +0.32% |
Dividends
PRU vs. MS - Dividend Comparison
PRU's dividend yield for the trailing twelve months is around 5.07%, more than MS's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 1.87% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
PRU Prudential Financial, Inc. | 5.07% | 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. MS - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and Morgan Stanley. 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 MS 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.
MS has higher volatility (8.62%) compared to PRU (6.05%). In terms of maximum drawdown, PRU dropped -88.53% vs MS's -88.12%.
MS currently has the higher Sharpe Ratio (2.58 vs 0.40), 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.
Find the right allocation for PRU and MS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer