SAFT vs. PRU
SAFT (Safety Insurance Group, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — SAFT in Insurance - Property & Casualty, PRU in Insurance - Life. Over the past 10 years, SAFT returned 5.72%/yr vs 7.63%/yr for PRU. At a 0.43 correlation, their price movements are largely independent.
Performance
SAFT vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, SAFT achieves a -10.24% return, which is significantly lower than PRU's -8.27% return. Over the past 10 years, SAFT has underperformed PRU with an annualized return of 5.72%, while PRU has yielded a comparatively higher 7.63% annualized return.
SAFT
- 1D
- -1.61%
- 1M
- -8.22%
- YTD
- -10.24%
- 6M
- -8.13%
- 1Y
- -12.00%
- 3Y*
- 1.72%
- 5Y*
- 0.29%
- 10Y*
- 5.72%
PRU
- 1D
- -1.88%
- 1M
- 4.62%
- YTD
- -8.27%
- 6M
- -5.49%
- 1Y
- 1.77%
- 3Y*
- 12.09%
- 5Y*
- 3.46%
- 10Y*
- 7.63%
SAFT vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAFT Safety Insurance Group, Inc. | -10.24% | -0.84% | 13.25% | -5.36% | 3.14% | 14.08% | -11.81% | 17.22% | 5.67% | 13.66% |
PRU Prudential Financial, Inc. | -8.27% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between SAFT and PRU is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2002 | 0.43 |
Fundamentals
SAFT:
$988.70M
PRU:
$35.22B
SAFT:
$4.29
PRU:
$9.85
SAFT:
15.88
PRU:
10.23
SAFT:
0.33
PRU:
0.42
SAFT:
0.79
PRU:
0.75
SAFT:
$1.27B
PRU:
$47.43B
SAFT:
$347.54M
PRU:
$14.72B
SAFT:
$99.08M
PRU:
$4.02B
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Return for Risk
SAFT vs. PRU — Risk / Return Rank
SAFT
PRU
SAFT vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safety Insurance Group, Inc. (SAFT) 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.
| SAFT | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.03 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 0.08 | -0.89 |
| Martin ratioReturn relative to average drawdown | -1.58 | 0.18 | -1.76 |
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
| SAFT | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 0.08 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.13 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.24 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.20 | +0.23 |
Drawdowns
SAFT vs. PRU - Drawdown Comparison
The maximum SAFT drawdown since its inception was -44.00%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for SAFT and PRU.
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Drawdown Indicators
| SAFT | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.00% | -88.53% | +44.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -21.46% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -25.66% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -30.43% | -33.11% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -65.89% | +33.06% |
Current DrawdownCurrent decline from peak | -17.59% | -15.90% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -18.32% | +6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 9.78% | -1.39% |
Volatility
SAFT vs. PRU - Volatility Comparison
The current volatility for Safety Insurance Group, Inc. (SAFT) is 4.97%, while Prudential Financial, Inc. (PRU) has a volatility of 5.84%. This indicates that SAFT experiences smaller price fluctuations and is considered to be less risky 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
| SAFT | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.84% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 17.39% | -4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 22.46% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 25.80% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.56% | 31.83% | -8.27% |
Dividends
SAFT vs. PRU - Dividend Comparison
SAFT's dividend yield for the trailing twelve months is around 5.40%, less than PRU's 5.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | 5.46% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
SAFT Safety Insurance Group, Inc. | 5.40% | 4.67% | 4.37% | 4.74% | 4.27% | 4.23% | 4.62% | 3.67% | 3.91% | 3.73% | 3.80% | 4.97% |
Financials
SAFT vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Safety Insurance Group, 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
SAFT and PRU have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (5.84%) compared to SAFT (4.97%). In terms of maximum drawdown, SAFT dropped -44.00% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.08 vs -0.63), 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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