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PUK vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PUK and VOO is 0.61, 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.


-0.50.00.51.00.6

Performance

PUK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential plc (PUK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-20.00%
5.77%
PUK
VOO

Key characteristics

Sharpe Ratio

PUK:

-0.90

VOO:

2.06

Sortino Ratio

PUK:

-1.21

VOO:

2.75

Omega Ratio

PUK:

0.86

VOO:

1.38

Calmar Ratio

PUK:

-0.46

VOO:

3.07

Martin Ratio

PUK:

-1.70

VOO:

13.32

Ulcer Index

PUK:

16.84%

VOO:

1.95%

Daily Std Dev

PUK:

31.96%

VOO:

12.59%

Max Drawdown

PUK:

-82.50%

VOO:

-33.99%

Current Drawdown

PUK:

-62.96%

VOO:

-2.67%

Returns By Period

In the year-to-date period, PUK achieves a -4.77% return, which is significantly lower than VOO's 0.62% return. Over the past 10 years, PUK has underperformed VOO with an annualized return of -6.60%, while VOO has yielded a comparatively higher 13.25% annualized return.


PUK

YTD

-4.77%

1M

-12.10%

6M

-20.00%

1Y

-27.97%

5Y*

-15.08%

10Y*

-6.60%

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PUK vs. VOO — Risk-Adjusted Performance Rank

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

PUK
The Risk-Adjusted Performance Rank of PUK is 1010
Overall Rank
The Sharpe Ratio Rank of PUK is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PUK is 99
Sortino Ratio Rank
The Omega Ratio Rank of PUK is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PUK is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PUK is 33
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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.

PUK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential plc (PUK) and Vanguard S&P 500 ETF (VOO). 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 PUK, currently valued at -0.90, compared to the broader market-4.00-2.000.002.00-0.902.06
The chart of Sortino ratio for PUK, currently valued at -1.21, compared to the broader market-4.00-2.000.002.004.00-1.212.75
The chart of Omega ratio for PUK, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.38
The chart of Calmar ratio for PUK, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.463.07
The chart of Martin ratio for PUK, currently valued at -1.70, compared to the broader market-10.000.0010.0020.00-1.7013.32
PUK
VOO

The current PUK Sharpe Ratio is -0.90, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of PUK and VOO, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.90
2.06
PUK
VOO

Dividends

PUK vs. VOO - Dividend Comparison

PUK's dividend yield for the trailing twelve months is around 2.77%, more than VOO's 1.24% yield.


TTM20242023202220212020201920182017201620152014
PUK
Prudential plc
2.77%2.64%1.72%1.28%0.91%1.70%17.08%3.72%2.21%3.48%2.56%2.53%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PUK vs. VOO - Drawdown Comparison

The maximum PUK drawdown since its inception was -82.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PUK and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-62.96%
-2.67%
PUK
VOO

Volatility

PUK vs. VOO - Volatility Comparison

Prudential plc (PUK) has a higher volatility of 7.28% compared to Vanguard S&P 500 ETF (VOO) at 4.43%. This indicates that PUK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.28%
4.43%
PUK
VOO
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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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