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

Performance

PRU vs. WBA - Performance Comparison

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

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Returns By Period


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%

WBA

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRU vs. WBA - 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%
WBA
Walgreens Boots Alliance, Inc.
0.00%28.40%-61.34%-25.09%-25.06%35.78%-29.38%-10.99%-3.65%-10.51%

Correlation

The correlation between PRU and WBA is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

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

0.24

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

0.37

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

0.40

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

0.40

Over the past year, the correlation between PRU and WBA has dropped to 0.07 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

PRU:

$47.43B

WBA:

$154.58B

Gross Profit (TTM)

PRU:

$14.72B

WBA:

$26.47B

EBITDA (TTM)

PRU:

$4.02B

WBA:

-$2.92B

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Return for Risk

PRU vs. WBA — 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

WBA
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. WBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Walgreens Boots Alliance, Inc. (WBA). 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.


PRUWBADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.08

Martin ratioReturn relative to average drawdown

0.18

PRU vs. WBA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRUWBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Drawdowns

PRU vs. WBA - Drawdown Comparison


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Drawdown Indicators


PRUWBADifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

Max Drawdown (1Y)

Largest decline over 1 year

-21.46%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

Max Drawdown (10Y)

Largest decline over 10 years

-65.89%

Current Drawdown

Current decline from peak

-15.90%

Average Drawdown

Average peak-to-trough decline

-18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

Volatility

PRU vs. WBA - Volatility Comparison


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Volatility by Period


PRUWBADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

Volatility (6M)

Calculated over the trailing 6-month period

17.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.83%

Dividends

PRU vs. WBA - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 5.46%, while WBA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WBA
Walgreens Boots Alliance, Inc.
0.00%0.00%10.72%7.35%5.13%3.62%4.64%3.04%2.46%2.13%1.78%1.64%

Financials

PRU vs. WBA - Financials Comparison

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


0.0010.00B20.00B30.00B40.00B202220232024202520260
38.99B
(PRU) Total Revenue
(WBA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


PRU and WBA have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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