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

Correlation

The correlation between PRU and WBA is 0.50, 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.


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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Key characteristics

Sharpe Ratio

PRU:

-0.23

WBA:

-0.53

Sortino Ratio

PRU:

-0.04

WBA:

-0.55

Omega Ratio

PRU:

0.99

WBA:

0.93

Calmar Ratio

PRU:

-0.20

WBA:

-0.39

Martin Ratio

PRU:

-0.49

WBA:

-0.87

Ulcer Index

PRU:

10.30%

WBA:

39.30%

Daily Std Dev

PRU:

28.91%

WBA:

62.87%

Max Drawdown

PRU:

-88.53%

WBA:

-87.93%

Current Drawdown

PRU:

-16.38%

WBA:

-83.15%

Fundamentals

Market Cap

PRU:

$37.64B

WBA:

$9.62B

EPS

PRU:

$6.34

WBA:

-$6.69

PEG Ratio

PRU:

0.68

WBA:

3.55

PS Ratio

PRU:

0.62

WBA:

0.06

PB Ratio

PRU:

1.27

WBA:

1.35

Total Revenue (TTM)

PRU:

$60.46B

WBA:

$151.95B

Gross Profit (TTM)

PRU:

$61.67B

WBA:

$26.43B

EBITDA (TTM)

PRU:

$2.56B

WBA:

-$3.02B

Returns By Period

In the year-to-date period, PRU achieves a -8.62% return, which is significantly lower than WBA's 19.83% return. Over the past 10 years, PRU has outperformed WBA with an annualized return of 6.67%, while WBA has yielded a comparatively lower -15.36% annualized return.


PRU

YTD

-8.62%

1M

6.75%

6M

-12.99%

1Y

-6.47%

5Y*

21.17%

10Y*

6.67%

WBA

YTD

19.83%

1M

3.04%

6M

30.76%

1Y

-33.15%

5Y*

-17.64%

10Y*

-15.36%

*Annualized

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Risk-Adjusted Performance

PRU vs. WBA — 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 3737
Overall Rank
The Sharpe Ratio Rank of PRU is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 4040
Martin Ratio Rank

WBA
The Risk-Adjusted Performance Rank of WBA is 2323
Overall Rank
The Sharpe Ratio Rank of WBA is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of WBA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of WBA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of WBA is 2525
Calmar Ratio Rank
The Martin Ratio Rank of WBA is 3030
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. 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.


The current PRU Sharpe Ratio is -0.23, which is higher than the WBA Sharpe Ratio of -0.53. 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.


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Dividends

PRU vs. WBA - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.91%, less than WBA's 6.71% yield.


TTM20242023202220212020201920182017201620152014
PRU
Prudential Financial, Inc.
4.91%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%2.40%
WBA
Walgreens Boots Alliance, Inc.
6.71%10.72%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%

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.


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Volatility

PRU vs. WBA - Volatility Comparison

Prudential Financial, Inc. (PRU) has a higher volatility of 7.70% compared to Walgreens Boots Alliance, Inc. (WBA) at 3.49%. This indicates that PRU's price experiences larger fluctuations and is considered to be riskier than WBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


5.00B10.00B15.00B20.00B25.00B30.00B35.00B40.00B20212022202320242025
13.47B
38.59B
(PRU) Total Revenue
(WBA) Total Revenue
Values in USD except per share items

PRU vs. WBA - Profitability Comparison

The chart below illustrates the profitability comparison between Prudential Financial, Inc. and Walgreens Boots Alliance, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
18.0%
(PRU) Gross Margin
(WBA) Gross Margin
PRU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Prudential Financial, Inc. reported a gross profit of 13.47B and revenue of 13.47B. Therefore, the gross margin over that period was 100.0%.

WBA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Walgreens Boots Alliance, Inc. reported a gross profit of 6.93B and revenue of 38.59B. Therefore, the gross margin over that period was 18.0%.

PRU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Prudential Financial, Inc. reported an operating income of 920.00M and revenue of 13.47B, resulting in an operating margin of 6.8%.

WBA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Walgreens Boots Alliance, Inc. reported an operating income of -1.96B and revenue of 38.59B, resulting in an operating margin of -5.1%.

PRU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Prudential Financial, Inc. reported a net income of 707.00M and revenue of 13.47B, resulting in a net margin of 5.3%.

WBA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Walgreens Boots Alliance, Inc. reported a net income of -2.85B and revenue of 38.59B, resulting in a net margin of -7.4%.