RJF vs. PRU
RJF (Raymond James Financial, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — RJF in Capital Markets, PRU in Insurance - Life. Over the past 10 years, RJF returned 17.32%/yr vs 8.31%/yr for PRU. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
RJF vs. PRU - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with RJF having a -5.81% return and PRU slightly higher at -5.60%. Over the past 10 years, RJF has outperformed PRU with an annualized return of 17.32%, while PRU has yielded a comparatively lower 8.31% annualized return.
RJF
- 1D
- -0.83%
- 1M
- -2.68%
- YTD
- -5.81%
- 6M
- -7.87%
- 1Y
- 3.71%
- 3Y*
- 17.90%
- 5Y*
- 13.36%
- 10Y*
- 17.32%
PRU
- 1D
- -0.86%
- 1M
- 4.29%
- YTD
- -5.60%
- 6M
- -4.28%
- 1Y
- 3.57%
- 3Y*
- 12.48%
- 5Y*
- 4.51%
- 10Y*
- 8.31%
RJF vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RJF Raymond James Financial, Inc. | -5.81% | 4.74% | 40.83% | 6.12% | 8.32% | 59.48% | 8.70% | 22.80% | -15.65% | 29.99% |
PRU Prudential Financial, Inc. | -5.60% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between RJF and PRU is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.65 |
The correlation between RJF and PRU shifts across timeframes, from 0.48 (1 year) to 0.71 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
RJF:
$30.08B
PRU:
$36.24B
RJF:
$10.55
PRU:
$9.85
RJF:
14.23
PRU:
10.53
RJF:
1.21
PRU:
0.44
RJF:
1.87
PRU:
0.77
RJF:
$16.35B
PRU:
$47.43B
RJF:
$6.99B
PRU:
$14.72B
RJF:
$1.40B
PRU:
$4.02B
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Return for Risk
RJF vs. PRU — Risk / Return Rank
RJF
PRU
RJF vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) and Prudential Financial, Inc. (PRU). 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.
| RJF | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.05 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.17 | +0.02 |
| Martin ratioReturn relative to average drawdown | 0.40 | 0.36 | +0.04 |
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
| RJF | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.16 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.18 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.26 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.21 | +0.29 |
Drawdowns
RJF vs. PRU - Drawdown Comparison
The maximum RJF drawdown since its inception was -69.68%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for RJF and PRU.
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Drawdown Indicators
| RJF | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.68% | -88.53% | +18.85% |
Max Drawdown (1Y)Largest decline over 1 year | -19.64% | -21.46% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -28.12% | -25.66% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -33.11% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.59% | -65.89% | +20.30% |
Current DrawdownCurrent decline from peak | -14.02% | -13.45% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -18.32% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.19% | 9.84% | -0.65% |
Volatility
RJF vs. PRU - Volatility Comparison
Raymond James Financial, Inc. (RJF) has a higher volatility of 7.61% compared to Prudential Financial, Inc. (PRU) at 5.88%. This indicates that RJF's price experiences larger fluctuations and is considered to be riskier than PRU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RJF | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.61% | 5.88% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.38% | 17.55% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.56% | 22.61% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.05% | 25.83% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.96% | 31.84% | -0.88% |
Dividends
RJF vs. PRU - Dividend Comparison
RJF's dividend yield for the trailing twelve months is around 1.38%, less than PRU's 5.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | 5.30% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
RJF Raymond James Financial, Inc. | 1.38% | 1.25% | 0.87% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% |
Financials
RJF vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Raymond James Financial, Inc. and Prudential Financial, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RJF and PRU have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RJF has higher volatility (7.61%) compared to PRU (5.88%). In terms of maximum drawdown, RJF dropped -69.68% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.16 vs 0.15), 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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