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PRU vs. XLF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRU vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Financial, Inc. (PRU) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

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PRU vs. XLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRU
Prudential Financial, Inc.
-12.28%0.18%19.46%10.09%-3.86%45.32%-11.40%20.10%-26.46%13.65%
XLF
Financial Select Sector SPDR Fund
-9.40%14.90%30.56%12.03%-10.59%34.80%-1.74%31.88%-13.06%22.00%

Returns By Period

In the year-to-date period, PRU achieves a -12.28% return, which is significantly lower than XLF's -9.40% return. Over the past 10 years, PRU has underperformed XLF with an annualized return of 7.66%, while XLF has yielded a comparatively higher 12.44% annualized return.


PRU

1D
3.40%
1M
-0.70%
YTD
-12.28%
6M
-3.29%
1Y
-7.86%
3Y*
11.13%
5Y*
6.03%
10Y*
7.66%

XLF

1D
2.09%
1M
-3.51%
YTD
-9.40%
6M
-7.56%
1Y
0.65%
3Y*
17.25%
5Y*
9.34%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRU vs. XLF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRU
PRU Risk / Return Rank: 2929
Overall Rank
PRU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PRU Sortino Ratio Rank: 2525
Sortino Ratio Rank
PRU Omega Ratio Rank: 2525
Omega Ratio Rank
PRU Calmar Ratio Rank: 3333
Calmar Ratio Rank
PRU Martin Ratio Rank: 3030
Martin Ratio Rank

XLF
XLF Risk / Return Rank: 1414
Overall Rank
XLF Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLF Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLF Omega Ratio Rank: 1313
Omega Ratio Rank
XLF Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLF Martin Ratio Rank: 1515
Martin Ratio Rank
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. XLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Financial, Inc. (PRU) and Financial Select Sector SPDR Fund (XLF). 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.


PRUXLFDifference

Sharpe ratio

Return per unit of total volatility

-0.29

0.03

-0.32

Sortino ratio

Return per unit of downside risk

-0.22

0.18

-0.40

Omega ratio

Gain probability vs. loss probability

0.97

1.02

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.30

0.13

-0.43

Martin ratio

Return relative to average drawdown

-0.75

0.38

-1.13

PRU vs. XLF - Sharpe Ratio Comparison

The current PRU Sharpe Ratio is -0.29, which is lower than the XLF Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of PRU and XLF, 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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Sharpe Ratios by Period


PRUXLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

0.03

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.50

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.56

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.20

0.00

Correlation

The correlation between PRU and XLF is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRU vs. XLF - Dividend Comparison

PRU's dividend yield for the trailing twelve months is around 5.58%, more than XLF's 1.60% yield.


TTM20252024202320222021202020192018201720162015
PRU
Prudential Financial, Inc.
5.58%4.78%4.39%4.82%4.83%4.25%5.64%4.27%4.41%2.61%2.69%3.00%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%

Drawdowns

PRU vs. XLF - Drawdown Comparison

The maximum PRU drawdown since its inception was -88.53%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for PRU and XLF.


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Drawdown Indicators


PRUXLFDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-82.69%

-5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-21.46%

-14.79%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-33.11%

-25.81%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-65.89%

-42.86%

-23.03%

Current Drawdown

Current decline from peak

-19.58%

-12.01%

-7.57%

Average Drawdown

Average peak-to-trough decline

-18.33%

-20.10%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.69%

4.90%

+3.79%

Volatility

PRU vs. XLF - Volatility Comparison

Prudential Financial, Inc. (PRU) has a higher volatility of 6.63% compared to Financial Select Sector SPDR Fund (XLF) at 4.75%. This indicates that PRU's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRUXLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

4.75%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

16.79%

11.45%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

27.18%

19.29%

+7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.73%

18.69%

+7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.85%

22.19%

+9.66%