WY vs. PRU
WY (Weyerhaeuser Company) and PRU (Prudential Financial, Inc.) are both stocks. WY operates in REIT - Specialty (Real Estate), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, WY returned 2.43%/yr vs 9.04%/yr for PRU. At a 0.49 correlation, their price movements are largely independent.
Performance
WY vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, WY achieves a 6.71% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, WY has underperformed PRU with an annualized return of 2.43%, while PRU has yielded a comparatively higher 9.04% annualized return.
WY
- 1D
- 2.14%
- 1M
- 10.51%
- YTD
- 6.71%
- 6M
- 8.08%
- 1Y
- -4.00%
- 3Y*
- -3.74%
- 5Y*
- -2.81%
- 10Y*
- 2.43%
PRU
- 1D
- 1.87%
- 1M
- 7.90%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 11.09%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
WY vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WY Weyerhaeuser Company | 6.71% | -13.05% | -16.61% | 18.04% | -20.44% | 26.92% | 13.04% | 45.57% | -35.46% | 21.60% |
PRU Prudential Financial, Inc. | -1.25% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between WY and PRU is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.49 |
The correlation between WY and PRU shifts across timeframes, from 0.34 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
Fundamentals
WY:
$0.73
PRU:
$9.85
WY:
33.92
PRU:
11.01
WY:
1.95
PRU:
0.80
WY:
$6.92B
PRU:
$47.43B
WY:
$928.00M
PRU:
$14.72B
WY:
$999.00M
PRU:
$4.02B
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Return for Risk
WY vs. PRU — Risk / Return Rank
WY
PRU
WY vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WY | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.42 | -0.72 |
| Martin ratioReturn relative to average drawdown | -0.61 | 0.92 | -1.53 |
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Drawdowns
WY vs. PRU - Drawdown Comparison
The maximum WY drawdown since its inception was -75.69%, smaller than the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for WY and PRU.
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Drawdown Indicators
| WY | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.69% | -88.53% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -21.46% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -37.98% | -25.66% | -12.32% |
Max Drawdown (5Y)Largest decline over 5 years | -43.02% | -33.11% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -61.69% | -65.89% | +4.20% |
Current DrawdownCurrent decline from peak | -31.89% | -9.47% | -22.42% |
Average DrawdownAverage peak-to-trough decline | -21.92% | -18.31% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.21% | 9.90% | +0.31% |
Volatility
WY vs. PRU - Volatility Comparison
Weyerhaeuser Company (WY) has a higher volatility of 7.77% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that WY'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
| WY | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 6.05% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.29% | 17.48% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.98% | 22.66% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.20% | 25.83% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.18% | 31.83% | +0.35% |
Dividends
WY vs. PRU - Dividend Comparison
WY's dividend yield for the trailing twelve months is around 3.38%, less than PRU's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRU Prudential Financial, Inc. | 5.07% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
WY Weyerhaeuser Company | 3.38% | 3.55% | 3.34% | 4.77% | 7.00% | 2.87% | 1.52% | 4.50% | 6.04% | 3.55% | 4.12% | 4.00% |
Financials
WY vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Weyerhaeuser Company 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
WY and PRU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WY has higher volatility (7.77%) compared to PRU (6.05%). In terms of maximum drawdown, WY dropped -75.69% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.40 vs -0.22), 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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