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PUK vs. LYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PUK vs. LYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential plc (PUK) and Lloyds Banking Group plc (LYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PUK achieves a -16.71% return, which is significantly lower than LYG's 2.45% return. Over the past 10 years, PUK has underperformed LYG with an annualized return of 0.89%, while LYG has yielded a comparatively higher 8.00% annualized return.


PUK

1D
0.35%
1M
-18.04%
YTD
-16.71%
6M
-11.33%
1Y
9.86%
3Y*
-1.12%
5Y*
-6.27%
10Y*
0.89%

LYG

1D
-0.19%
1M
-2.39%
YTD
2.45%
6M
6.89%
1Y
31.26%
3Y*
39.69%
5Y*
20.09%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PUK vs. LYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUK
Prudential plc
-16.71%99.34%-27.35%-17.04%-19.12%-0.05%-0.57%27.95%-28.44%31.12%
LYG
Lloyds Banking Group plc
2.45%103.71%20.30%14.68%-9.47%33.81%-40.79%36.81%-28.35%30.79%

Correlation

The correlation between PUK and LYG is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2001

0.59

The correlation between PUK and LYG has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

Fundamentals

EPS

PUK:

$4.25

LYG:

$0.45

PE Ratio

PUK:

6.01

LYG:

11.86

PEG Ratio

PUK:

0.14

LYG:

5.93

PS Ratio

PUK:

0.99

LYG:

0.92

Total Revenue (TTM)

PUK:

$33.63B

LYG:

$65.49B

Gross Profit (TTM)

PUK:

$20.95B

LYG:

$65.49B

EBITDA (TTM)

PUK:

$15.89B

LYG:

$7.17B

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Return for Risk

PUK vs. LYG — Risk / Return Rank

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

PUK
PUK Risk / Return Rank: 5252
Overall Rank
PUK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PUK Sortino Ratio Rank: 4747
Sortino Ratio Rank
PUK Omega Ratio Rank: 4646
Omega Ratio Rank
PUK Calmar Ratio Rank: 5252
Calmar Ratio Rank
PUK Martin Ratio Rank: 5858
Martin Ratio Rank

LYG
LYG Risk / Return Rank: 7171
Overall Rank
LYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYG Sortino Ratio Rank: 7070
Sortino Ratio Rank
LYG Omega Ratio Rank: 6868
Omega Ratio Rank
LYG Calmar Ratio Rank: 6868
Calmar Ratio Rank
LYG Martin Ratio Rank: 7272
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.

PUK vs. LYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential plc (PUK) and Lloyds Banking Group plc (LYG). 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.


PUKLYGDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratioReturn relative to maximum drawdown

0.43

1.38

-0.95

Martin ratioReturn relative to average drawdown

1.52

3.85

-2.33

PUK vs. LYG - Sharpe Ratio Comparison

The current PUK Sharpe Ratio is 0.36, which is lower than the LYG Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PUK and LYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PUKLYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.12

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.63

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.22

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.03

+0.11

Drawdowns

PUK vs. LYG - Drawdown Comparison

The maximum PUK drawdown since its inception was -82.52%, smaller than the maximum LYG drawdown of -94.84%. Use the drawdown chart below to compare losses from any high point for PUK and LYG.


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Drawdown Indicators


PUKLYGDifference

Max Drawdown

Largest peak-to-trough decline

-82.52%

-94.84%

+12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-22.72%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-48.78%

-22.72%

-26.06%

Max Drawdown (5Y)

Largest decline over 5 years

-63.59%

-40.19%

-23.40%

Max Drawdown (10Y)

Largest decline over 10 years

-63.59%

-68.72%

+5.13%

Current Drawdown

Current decline from peak

-33.73%

-57.66%

+23.93%

Average Drawdown

Average peak-to-trough decline

-26.38%

-63.42%

+37.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

8.15%

-1.65%

Volatility

PUK vs. LYG - Volatility Comparison

Prudential plc (PUK) has a higher volatility of 11.24% compared to Lloyds Banking Group plc (LYG) at 8.88%. This indicates that PUK's price experiences larger fluctuations and is considered to be riskier than LYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUKLYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

8.88%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

22.96%

21.77%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

28.07%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.05%

32.06%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.91%

36.52%

+0.39%

Dividends

PUK vs. LYG - Dividend Comparison

PUK's dividend yield for the trailing twelve months is around 2.08%, less than LYG's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
LYG
Lloyds Banking Group plc
3.76%3.19%5.44%5.23%4.92%2.70%0.00%5.04%6.63%6.81%5.17%2.11%
PUK
Prudential plc
2.08%1.54%2.64%1.72%1.28%4.60%1.70%17.06%3.71%2.33%3.50%2.62%

Financials

PUK vs. LYG - Financials Comparison

This section allows you to compare key financial metrics between Prudential plc and Lloyds Banking Group plc. 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


-10.00B0.0010.00B20.00B30.00B40.00B50.00B202120222023202420252026
11.35B
5.18B
(PUK) Total Revenue
(LYG) Total Revenue
Values in USD except per share items

PUK vs. LYG - Profitability Comparison

The chart below illustrates the profitability comparison between Prudential plc and Lloyds Banking Group plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202120222023202420252026
100.0%
100.0%
Portfolio components
PUK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Prudential plc reported a gross profit of 11.35B and revenue of 11.35B. Therefore, the gross margin over that period was 100.0%.

LYG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a gross profit of 5.18B and revenue of 5.18B. Therefore, the gross margin over that period was 100.0%.

PUK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Prudential plc reported an operating income of 2.39B and revenue of 11.35B, resulting in an operating margin of 21.1%.

LYG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported an operating income of 2.03B and revenue of 5.18B, resulting in an operating margin of 39.1%.

PUK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Prudential plc reported a net income of 1.99B and revenue of 11.35B, resulting in a net margin of 17.6%.

LYG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a net income of 1.53B and revenue of 5.18B, resulting in a net margin of 29.5%.


Frequently Asked Questions


PUK and LYG have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PUK has higher volatility (11.24%) compared to LYG (8.88%). In terms of maximum drawdown, PUK dropped -82.52% vs LYG's -94.84%.

LYG currently has the higher Sharpe Ratio (1.12 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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