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PRU vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRU and SCHD is 0.71, 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.


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Performance

PRU vs. SCHD - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.79%
3.24%
PRU
SCHD

Key characteristics

Sharpe Ratio

PRU:

0.69

SCHD:

0.88

Sortino Ratio

PRU:

1.02

SCHD:

1.33

Omega Ratio

PRU:

1.15

SCHD:

1.16

Calmar Ratio

PRU:

0.93

SCHD:

1.26

Martin Ratio

PRU:

3.14

SCHD:

3.70

Ulcer Index

PRU:

5.07%

SCHD:

2.70%

Daily Std Dev

PRU:

22.98%

SCHD:

11.33%

Max Drawdown

PRU:

-88.53%

SCHD:

-33.37%

Current Drawdown

PRU:

-11.57%

SCHD:

-7.68%

Returns By Period

In the year-to-date period, PRU achieves a -3.37% return, which is significantly lower than SCHD's -1.13% return. Over the past 10 years, PRU has underperformed SCHD with an annualized return of 8.03%, while SCHD has yielded a comparatively higher 11.06% annualized return.


PRU

YTD

-3.37%

1M

-5.04%

6M

-5.07%

1Y

15.96%

5Y*

9.20%

10Y*

8.03%

SCHD

YTD

-1.13%

1M

-4.22%

6M

3.61%

1Y

10.19%

5Y*

10.62%

10Y*

11.06%

*Annualized

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Prudential Financial, Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

PRU vs. SCHD — Risk-Adjusted Performance Rank

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

PRU
The Risk-Adjusted Performance Rank of PRU is 7272
Overall Rank
The Sharpe Ratio Rank of PRU is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 6565
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 7676
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4848
Overall Rank
The Sharpe Ratio Rank of SCHD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRU vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for PRU, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.690.88
The chart of Sortino ratio for PRU, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.021.33
The chart of Omega ratio for PRU, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.16
The chart of Calmar ratio for PRU, currently valued at 0.93, compared to the broader market0.002.004.006.000.931.26
The chart of Martin ratio for PRU, currently valued at 3.14, compared to the broader market0.0010.0020.003.143.70
PRU
SCHD

The current PRU Sharpe Ratio is 0.69, which is comparable to the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PRU and SCHD, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.69
0.88
PRU
SCHD

Dividends

PRU vs. SCHD - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.54%, more than SCHD's 3.68% yield.


TTM20242023202220212020201920182017201620152014
PRU
Prudential Financial, Inc.
4.54%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%
SCHD
Schwab US Dividend Equity ETF
3.68%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PRU vs. SCHD - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PRU and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.57%
-7.68%
PRU
SCHD

Volatility

PRU vs. SCHD - Volatility Comparison

Prudential Financial, Inc. (PRU) has a higher volatility of 6.12% compared to Schwab US Dividend Equity ETF (SCHD) at 3.72%. This indicates that PRU's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.12%
3.72%
PRU
SCHD

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