PRU vs. SPG
PRU (Prudential Financial, Inc.) and SPG (Simon Property Group, Inc.) are both stocks. PRU operates in Insurance - Life (Financial Services), while SPG operates in REIT - Retail (Real Estate). Over the past 10 years, PRU returned 9.47%/yr vs 5.34%/yr for SPG. At a 0.46 correlation, their price movements are largely independent.
Performance
PRU vs. SPG - Performance Comparison
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Returns By Period
In the year-to-date period, PRU achieves a 8.17% return, which is significantly lower than SPG's 24.97% return. Over the past 10 years, PRU has outperformed SPG with an annualized return of 9.47%, while SPG has yielded a comparatively lower 5.34% annualized return.
PRU
- 1D
- 0.22%
- 1M
- 9.78%
- 6M
- 11.52%
- YTD
- 8.17%
- 1Y
- 20.23%
- 3Y*
- 13.31%
- 5Y*
- 8.78%
- 10Y*
- 9.47%
- ALL TIME*
- 9.21%
SPG
- 1D
- -0.25%
- 1M
- 5.43%
- 6M
- 24.93%
- YTD
- 24.97%
- 1Y
- 43.13%
- 3Y*
- 28.70%
- 5Y*
- 18.92%
- 10Y*
- 5.34%
- ALL TIME*
- 13.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $197.49M | $193.37M | $203.54M | |
| $352.50M | $496.25M | $410.48M |
PRU vs. SPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | 8.17% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
SPG Simon Property Group, Inc. | 24.97% | 12.94% | 26.92% | 29.24% | -21.91% | 95.72% | -38.64% | -6.74% | 2.55% | 0.98% |
Correlation
The correlation between PRU and SPG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.46 |
The correlation between PRU and SPG shifts across timeframes, from 0.41 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PRU:
$41.24B
SPG:
$73.36B
PRU:
$9.88
SPG:
$19.29
PRU:
12.03
SPG:
11.73
PRU:
0.50
SPG:
0.46
PRU:
0.88
SPG:
7.41
PRU:
$47.43B
SPG:
$6.65B
PRU:
$14.72B
SPG:
$5.71B
PRU:
$4.02B
SPG:
$7.77B
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Return for Risk
PRU vs. SPG — Risk / Return Rank
PRU
SPG
PRU vs. SPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Simon Property Group, Inc. (SPG). 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 | SPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.38 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.76 | -2.81 |
| Martin ratioReturn relative to average drawdown | 2.05 | 13.49 | -11.43 |
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Drawdowns
PRU vs. SPG - Drawdown Comparison
The maximum PRU drawdown since its inception was -88.53%, which is greater than SPG's maximum drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for PRU and SPG.
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Drawdown Indicators
| PRU | SPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.53% | -77.00% | -11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -21.46% | -11.54% | -9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.66% | -24.32% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -45.84% | +12.73% |
Max Drawdown (10Y)Largest decline over 10 years | -65.89% | -77.00% | +11.11% |
Current DrawdownCurrent decline from peak | -0.83% | -1.08% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -13.79% | -4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.88% | 3.21% | +6.67% |
Volatility
PRU vs. SPG - Volatility Comparison
Prudential Financial, Inc. (PRU) and Simon Property Group, Inc. (SPG) have volatilities of 6.41% and 6.29%, 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
| PRU | SPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 6.29% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 15.21% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.99% | 19.43% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.58% | 26.10% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.67% | 37.13% | -5.46% |
Dividends
PRU vs. SPG - Dividend Comparison
PRU's dividend yield for the trailing twelve months is around 4.63%, more than SPG's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | 4.63% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
SPG Simon Property Group, Inc. | 3.89% | 4.62% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% |
Financials
PRU vs. SPG - Financials Comparison
This section allows you to compare key financial metrics between Prudential Financial, Inc. and Simon Property Group, 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 SPG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (6.41%) compared to SPG (6.29%). In terms of maximum drawdown, PRU dropped -88.53% vs SPG's -77.00%.
SPG currently has the higher Sharpe Ratio (2.23 vs 0.89), 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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