PRU vs. XLF
Compare and contrast key facts about Prudential Financial, Inc. (PRU) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Performance
PRU vs. XLF - Performance Comparison
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PRU vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
PRU vs. XLF — Risk / Return Rank
PRU
XLF
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.
| PRU | XLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | 0.03 | -0.32 |
Sortino ratioReturn per unit of downside risk | -0.22 | 0.18 | -0.40 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.02 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.13 | -0.43 |
Martin ratioReturn relative to average drawdown | -0.75 | 0.38 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRU | XLF | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PRU | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -19.58% | -12.01% | -7.57% |
Average DrawdownAverage peak-to-trough decline | -18.33% | -20.10% | +1.77% |
Ulcer IndexDepth 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
| PRU | XLF | Difference | |
|---|---|---|---|
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% |