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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.

0.00%200.00%400.00%600.00%800.00%AugustSeptemberOctoberNovemberDecember2025
703.29%
-29.40%
PRU
WBA

Key characteristics

Sharpe Ratio

PRU:

0.96

WBA:

-0.65

Sortino Ratio

PRU:

1.32

WBA:

-0.82

Omega Ratio

PRU:

1.19

WBA:

0.90

Calmar Ratio

PRU:

1.29

WBA:

-0.44

Martin Ratio

PRU:

4.24

WBA:

-0.90

Ulcer Index

PRU:

5.22%

WBA:

43.40%

Daily Std Dev

PRU:

23.11%

WBA:

59.77%

Max Drawdown

PRU:

-88.53%

WBA:

-87.93%

Current Drawdown

PRU:

-8.11%

WBA:

-81.13%

Fundamentals

Market Cap

PRU:

$42.36B

WBA:

$11.17B

EPS

PRU:

$11.28

WBA:

-$9.92

PEG Ratio

PRU:

0.51

WBA:

3.55

Total Revenue (TTM)

PRU:

$57.88B

WBA:

$150.41B

Gross Profit (TTM)

PRU:

$59.03B

WBA:

$26.53B

EBITDA (TTM)

PRU:

$32.55B

WBA:

-$12.13B

Returns By Period

In the year-to-date period, PRU achieves a 0.40% return, which is significantly lower than WBA's 34.19% return. Over the past 10 years, PRU has outperformed WBA with an annualized return of 8.53%, while WBA has yielded a comparatively lower -13.26% annualized return.


PRU

YTD

0.40%

1M

3.86%

6M

-1.75%

1Y

22.14%

5Y*

9.57%

10Y*

8.53%

WBA

YTD

34.19%

1M

29.07%

6M

19.96%

1Y

-38.85%

5Y*

-21.28%

10Y*

-13.26%

*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 7575
Overall Rank
The Sharpe Ratio Rank of PRU is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of PRU is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PRU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PRU is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PRU is 7878
Martin Ratio Rank

WBA
The Risk-Adjusted Performance Rank of WBA is 1717
Overall Rank
The Sharpe Ratio Rank of WBA is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of WBA is 1313
Sortino Ratio Rank
The Omega Ratio Rank of WBA is 1414
Omega Ratio Rank
The Calmar Ratio Rank of WBA is 2020
Calmar Ratio Rank
The Martin Ratio Rank of WBA is 2626
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.


Sharpe ratio
The chart of Sharpe ratio for PRU, currently valued at 0.96, compared to the broader market-2.000.002.004.000.96-0.65
The chart of Sortino ratio for PRU, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.32-0.82
The chart of Omega ratio for PRU, currently valued at 1.19, compared to the broader market0.501.001.502.001.190.90
The chart of Calmar ratio for PRU, currently valued at 1.29, compared to the broader market0.002.004.006.001.29-0.44
The chart of Martin ratio for PRU, currently valued at 4.24, compared to the broader market-10.000.0010.0020.004.24-0.90
PRU
WBA

The current PRU Sharpe Ratio is 0.96, which is higher than the WBA Sharpe Ratio of -0.65. 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
0.96
-0.65
PRU
WBA

Dividends

PRU vs. WBA - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 4.37%, less than WBA's 7.99% yield.


TTM20242023202220212020201920182017201620152014
PRU
Prudential Financial, Inc.
4.37%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.
7.99%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.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.11%
-81.13%
PRU
WBA

Volatility

PRU vs. WBA - Volatility Comparison

The current volatility for Prudential Financial, Inc. (PRU) is 6.91%, while Walgreens Boots Alliance, Inc. (WBA) has a volatility of 27.65%. 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%30.00%AugustSeptemberOctoberNovemberDecember2025
6.91%
27.65%
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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