SPG vs. PRU
SPG (Simon Property Group, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. SPG operates in REIT - Retail (Real Estate), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, SPG returned 5.73%/yr vs 7.94%/yr for PRU. At a 0.46 correlation, their price movements are largely independent.
Performance
SPG vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, SPG achieves a 14.92% return, which is significantly higher than PRU's -4.78% return. Over the past 10 years, SPG has underperformed PRU with an annualized return of 5.73%, while PRU has yielded a comparatively higher 7.94% annualized return.
SPG
- 1D
- 1.98%
- 1M
- 4.05%
- YTD
- 14.92%
- 6M
- 17.96%
- 1Y
- 36.20%
- 3Y*
- 31.18%
- 5Y*
- 15.72%
- 10Y*
- 5.73%
PRU
- 1D
- 1.26%
- 1M
- 5.19%
- YTD
- -4.78%
- 6M
- -3.76%
- 1Y
- 4.47%
- 3Y*
- 13.09%
- 5Y*
- 4.24%
- 10Y*
- 7.94%
SPG vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPG Simon Property Group, Inc. | 14.92% | 12.94% | 26.92% | 29.24% | -21.91% | 95.72% | -38.64% | -6.74% | 2.55% | 0.98% |
PRU Prudential Financial, Inc. | -4.78% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between SPG and PRU is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.46 |
The correlation between SPG and PRU shifts across timeframes, from 0.43 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SPG:
$17.14
PRU:
$9.85
SPG:
12.27
PRU:
10.62
SPG:
0.49
PRU:
0.44
SPG:
7.75
PRU:
0.78
SPG:
$6.65B
PRU:
$47.43B
SPG:
$5.71B
PRU:
$14.72B
SPG:
$7.77B
PRU:
$4.02B
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Return for Risk
SPG vs. PRU — Risk / Return Rank
SPG
PRU
SPG vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simon Property Group, Inc. (SPG) 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.
| SPG | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.07 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 0.30 | +2.95 |
| Martin ratioReturn relative to average drawdown | 11.71 | 0.65 | +11.06 |
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
| SPG | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 0.28 | +1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.16 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.25 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.21 | +0.18 |
Drawdowns
SPG vs. PRU - Drawdown Comparison
The maximum SPG drawdown since its inception was -77.00%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for SPG and PRU.
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Drawdown Indicators
| SPG | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.00% | -88.53% | +11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -21.46% | +9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -25.66% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -45.84% | -33.11% | -12.73% |
Max Drawdown (10Y)Largest decline over 10 years | -77.00% | -65.89% | -11.11% |
Current DrawdownCurrent decline from peak | 0.00% | -12.70% | +12.70% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -18.32% | +4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 9.82% | -6.62% |
Volatility
SPG vs. PRU - Volatility Comparison
Simon Property Group, Inc. (SPG) and Prudential Financial, Inc. (PRU) have volatilities of 5.71% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPG | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.85% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.68% | 17.54% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 22.61% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 25.82% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.06% | 31.84% | +5.22% |
Dividends
SPG vs. PRU - Dividend Comparison
SPG's dividend yield for the trailing twelve months is around 4.11%, less than PRU's 5.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | 5.26% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
SPG Simon Property Group, Inc. | 4.11% | 4.62% | 4.70% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% |
Financials
SPG vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Simon Property 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
SPG and PRU have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (5.85%) compared to SPG (5.71%). In terms of maximum drawdown, SPG dropped -77.00% vs PRU's -88.53%.
SPG currently has the higher Sharpe Ratio (2.04 vs 0.28), 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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