TROW vs. PRU
TROW (T. Rowe Price Group, Inc.) and PRU (Prudential Financial, Inc.) are both stocks. Both are in the Financial Services sector — TROW in Asset Management, PRU in Insurance - Life. Over the past 10 years, TROW returned 7.66%/yr vs 8.31%/yr for PRU. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
TROW vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, TROW achieves a 4.53% return, which is significantly higher than PRU's -5.60% return. Over the past 10 years, TROW has underperformed PRU with an annualized return of 7.66%, while PRU has yielded a comparatively higher 8.31% annualized return.
TROW
- 1D
- -0.51%
- 1M
- 0.11%
- YTD
- 4.53%
- 6M
- 3.65%
- 1Y
- 17.89%
- 3Y*
- 2.09%
- 5Y*
- -7.40%
- 10Y*
- 7.66%
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%
TROW vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TROW T. Rowe Price Group, Inc. | 4.53% | -4.67% | 9.68% | 3.35% | -42.24% | 34.91% | 28.11% | 35.61% | -9.75% | 43.38% |
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 TROW and PRU is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.63 |
The correlation between TROW and PRU shifts across timeframes, from 0.52 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TROW:
$22.95B
PRU:
$36.24B
TROW:
$9.80
PRU:
$9.85
TROW:
10.77
PRU:
10.53
TROW:
3.14
PRU:
0.77
TROW:
$7.41B
PRU:
$47.43B
TROW:
$3.66B
PRU:
$14.72B
TROW:
$2.87B
PRU:
$4.02B
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Return for Risk
TROW vs. PRU — Risk / Return Rank
TROW
PRU
TROW vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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.
| TROW | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.05 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 0.17 | +0.74 |
| Martin ratioReturn relative to average drawdown | 2.23 | 0.36 | +1.87 |
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
| TROW | PRU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.16 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.18 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.26 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.21 | +0.19 |
Drawdowns
TROW vs. PRU - Drawdown Comparison
The maximum TROW drawdown since its inception was -67.43%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for TROW and PRU.
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Drawdown Indicators
| TROW | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.43% | -88.53% | +21.10% |
Max Drawdown (1Y)Largest decline over 1 year | -19.76% | -21.46% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -34.05% | -25.66% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -58.16% | -33.11% | -25.05% |
Max Drawdown (10Y)Largest decline over 10 years | -58.16% | -65.89% | +7.73% |
Current DrawdownCurrent decline from peak | -42.07% | -13.45% | -28.62% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -18.32% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 9.84% | -1.81% |
Volatility
TROW vs. PRU - Volatility Comparison
The current volatility for T. Rowe Price Group, Inc. (TROW) is 4.72%, while Prudential Financial, Inc. (PRU) has a volatility of 5.88%. This indicates that TROW 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
| TROW | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 5.88% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.20% | 17.55% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 22.61% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.48% | 25.83% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 31.84% | -1.83% |
Dividends
TROW vs. PRU - Dividend Comparison
TROW's dividend yield for the trailing twelve months is around 4.85%, 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% |
TROW T. Rowe Price Group, Inc. | 4.85% | 4.96% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% |
Financials
TROW vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between T. Rowe Price 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
TROW and PRU have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRU has higher volatility (5.88%) compared to TROW (4.72%). In terms of maximum drawdown, TROW dropped -67.43% vs PRU's -88.53%.
TROW currently has the higher Sharpe Ratio (0.76 vs 0.16), 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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