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PRU vs. WBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRU and WBA is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.80%
-35.52%
PRU
WBA

Key characteristics

Sharpe Ratio

PRU:

0.69

WBA:

-1.10

Sortino Ratio

PRU:

1.01

WBA:

-1.85

Omega Ratio

PRU:

1.15

WBA:

0.77

Calmar Ratio

PRU:

0.92

WBA:

-0.66

Martin Ratio

PRU:

3.34

WBA:

-1.24

Ulcer Index

PRU:

4.69%

WBA:

46.83%

Daily Std Dev

PRU:

22.76%

WBA:

52.77%

Max Drawdown

PRU:

-88.53%

WBA:

-87.93%

Current Drawdown

PRU:

-10.85%

WBA:

-85.38%

Fundamentals

Market Cap

PRU:

$42.32B

WBA:

$8.61B

EPS

PRU:

$11.23

WBA:

-$10.01

PEG Ratio

PRU:

0.50

WBA:

3.55

Total Revenue (TTM)

PRU:

$75.26B

WBA:

$110.95B

Gross Profit (TTM)

PRU:

$74.58B

WBA:

$19.75B

EBITDA (TTM)

PRU:

$46.36B

WBA:

-$11.89B

Returns By Period

In the year-to-date period, PRU achieves a 16.37% return, which is significantly higher than WBA's -59.81% return. Over the past 10 years, PRU has outperformed WBA with an annualized return of 6.96%, while WBA has yielded a comparatively lower -15.13% annualized return.


PRU

YTD

16.37%

1M

-7.33%

6M

0.80%

1Y

17.74%

5Y*

9.50%

10Y*

6.96%

WBA

YTD

-59.81%

1M

12.01%

6M

-36.48%

1Y

-59.69%

5Y*

-26.28%

10Y*

-15.13%

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Risk-Adjusted Performance

PRU vs. WBA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PRU, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.69-1.14
The chart of Sortino ratio for PRU, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.01-1.96
The chart of Omega ratio for PRU, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.76
The chart of Calmar ratio for PRU, currently valued at 0.92, compared to the broader market0.002.004.006.000.92-0.68
The chart of Martin ratio for PRU, currently valued at 3.34, compared to the broader market0.0010.0020.003.34-1.27
PRU
WBA

The current PRU Sharpe Ratio is 0.69, which is higher than the WBA Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of PRU and WBA, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.69
-1.14
PRU
WBA

Dividends

PRU vs. WBA - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.50%, less than WBA's 10.31% yield.


TTM20232022202120202019201820172016201520142013
PRU
Prudential Financial, Inc.
4.50%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%1.88%
WBA
Walgreens Boots Alliance, Inc.
10.31%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%2.05%

Drawdowns

PRU vs. WBA - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, roughly equal to the maximum WBA drawdown of -87.93%. Use the drawdown chart below to compare losses from any high point for PRU and WBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.85%
-85.38%
PRU
WBA

Volatility

PRU vs. WBA - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRU) is 6.11%, while Walgreens Boots Alliance, Inc. (WBA) has a volatility of 21.57%. This indicates that PRU experiences smaller price fluctuations and is considered to be less risky than WBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.11%
21.57%
PRU
WBA

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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