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Relative Intelligence · Life Insurance

How Prudential Financial (PRU) compares with the whole market and its popular alternatives

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on PRU alone. It places PRU (Prudential Financial, Inc.) against 19 popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where PRU stands in the market, and of the alternatives worth a closer look.

Period covered: PRU's full trading record, from December 2001 through September 2026. The crash tests reach back to 2000 using older funds and the S&P 500. All returns include reinvested dividends. Data as of October 20, 2026.

Data as of October 20, 2026. Full tables and charts read best on a larger screen.

Rank the market against PRU →Chart PRU vs. 19 alternatives →
On this page12 sections

Key findings

How much would $10,000 in PRU have grown?

This chart tracks a hypothetical $10,000 investment in PRU over the past 24 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of PRU over the same span and PRU's popular alternatives, among those that traded for the entire period. A second view covers the past 5 years, the period the better options further down the page are judged on. It shows not only where each investment ended up but also how smooth or uneven the path was.

Choose a period

From the end of September 2002 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 791 of the 1,370 stocks and funds worth at least $500 million that traded the whole period ended ahead of PRU; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$5,000$10,000$20,000$50,000$100,000$200,0002002200620102014201820222026$10,000$100,00020022008201420202026
  • BLK$434,103+4,241% total · +17.0% a year
  • CB$180,783+1,708% total · +12.8% a year
  • SPY (S&P 500)$144,215+1,342% total · +11.8% a year
  • GL$136,180+1,262% total · +11.5% a year
  • RGA$129,604+1,196% total · +11.3% a year
  • AFL$121,767+1,118% total · +11.0% a year
  • ALL$111,661+1,017% total · +10.6% a year
  • PRU$86,045+760% total · +9.4% a year
  • MET$84,831+748% total · +9.3% a year
  • UNM$77,570+676% total · +8.9% a year
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From the end of September 2021 to the end of September 2026. Hover over a fund in the key to pick out its line. 1,804 of the 3,628 stocks and funds worth at least $500 million that traded the whole period ended ahead of PRU; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$0$10,000$20,000$30,000$40,000$50,000$60,000$70,000202120222023202420252026$0$20,000$40,000$60,000$80,000202120222023202420252026
  • JXN$63,053+531% total · +44.5% a year
  • UNM$40,709+307% total · +32.4% a year
  • CNO$24,982+150% total · +20.1% a year
  • RGA$24,507+145% total · +19.6% a year
  • AFL$24,008+140% total · +19.1% a year
  • CB$20,160+102% total · +15.1% a year
  • ALL$19,616+96.2% total · +14.4% a year
  • SPY (S&P 500)$19,000+90.0% total · +13.7% a year
  • MET$17,726+77.3% total · +12.1% a year
  • PRU$13,776+37.8% total · +6.6% a year
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PRU at a glance

This section summarizes the key facts about the stock, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout. These figures serve as the baseline for every comparison that follows.

The company

Market value
$40B
Industry
Insurance - Life
Price history from
December 2001

Returns

Past 1 year
+19.6%total return
Past 3 years
+47.5%+13.8% a year
Past 5 years
+29.0%+5.2% a year
Past 10 years
+117%+8.1% a year
Best calendar year
+77.1%2013
Worst calendar year
−66.3%2008
Losing years
7 of 24full calendar years

Risk

Volatility
25.5%typical yearly swing, 5 years
Sharpe ratio
0.33return per unit of risk, 5 years
Worst decline ever
−88.5%May 2007 to Mar 2009
From its all-time high
−6.8%below the peak

PRU against the whole market

Where PRU ranks among every stock and fund, and what across the market has done better.

How does PRU rank among all stocks?

This section ranks PRU on return, volatility, risk-adjusted return and worst decline against every stock worth at least $300 million with enough history. Where the comparisons with its popular alternatives show how PRU stacks up against its peers, these rankings show where it stands in the market as a whole.

Ranked against U.S.-listed stocks worth at least $300M that have enough history for each measure, so the count changes from row to row; smaller stocks are left out. Lower volatility and smaller declines rank higher.

MeasurePRURankStanding
1-year return+19.6%1,252 of 3,287top 38%
3-year return+47.5%1,587 of 3,017bottom 48%
5-year return+29.0%1,349 of 2,893top 47%
10-year return+117%1,256 of 2,202bottom 44%
Volatility, 5 years25.5%367 of 2,893top 13%
Sharpe ratio, 5 years0.331,457 of 2,893top 50%
Worst decline, past 10 years−65.9%1,140 of 2,187bottom 49%

What has beaten PRU on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer). PRU sits where the dashed lines cross. Anything in the green box above and to the left earned more than PRU with smaller swings, a better trade-off over this period on both counts. Past results are no promise, but a name in the box is worth a closer look.

Annual return is the annualized total return with dividends reinvested, and volatility the annualized swing in daily prices, both over 5 years. Labeled dots are the strongest picks from the table below and the names called out above, colored by how close they sit to PRU; faint dots are 89 more of the 667 in the green region (the strongest, one per fund family). 3,633 stocks and funds worth at least $500 million were screened. Hover over a dot for its figures.

10.0%15.0%20.0%25.0%30.0%35.0%40.0%0.0%5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than PRUSCHD: +9.7% a year, volatility 14.3%ADP: +9.0% a year, volatility 22.9%AME: +14.4% a year, volatility 22.1%EFV: +13.6% a year, volatility 15.9%XLV: +8.4% a year, volatility 15.3%FNDF: +13.6% a year, volatility 16.3%VOE: +9.4% a year, volatility 15.8%HDV: +12.9% a year, volatility 13.0%RWL: +13.7% a year, volatility 14.4%FDL: +13.9% a year, volatility 14.4%PDBC: +11.7% a year, volatility 19.3%GUNR: +10.1% a year, volatility 18.8%IWX: +12.7% a year, volatility 13.8%FTGC: +12.9% a year, volatility 15.6%LVHI: +17.0% a year, volatility 11.1%MA: +12.4% a year, volatility 23.8%PM: +21.0% a year, volatility 23.4%RY: +17.3% a year, volatility 18.2%FV: +9.7% a year, volatility 21.1%PWV: +13.5% a year, volatility 14.2%FHLC: +7.3% a year, volatility 15.4%CHCO: +15.9% a year, volatility 22.8%TD: +15.8% a year, volatility 20.0%RLY: +9.9% a year, volatility 13.3%SDOG: +10.3% a year, volatility 15.2%COMT: +13.1% a year, volatility 21.1%DBJP: +20.9% a year, volatility 19.2%PPH: +11.6% a year, volatility 15.8%MO: +17.8% a year, volatility 21.4%ROUS: +12.3% a year, volatility 14.4%DJP: +11.2% a year, volatility 18.9%FYLD: +13.1% a year, volatility 16.0%IDOG: +14.1% a year, volatility 15.6%BNS: +12.9% a year, volatility 19.9%KMI: +18.7% a year, volatility 22.5%CTAS: +16.5% a year, volatility 23.1%EIG: +9.1% a year, volatility 23.7%QVAL: +13.7% a year, volatility 21.4%VTI: +11.5% a year, volatility 17.5%PJP: +11.2% a year, volatility 16.6%VOO: +12.8% a year, volatility 16.9%CCEP: +19.7% a year, volatility 23.2%EBF: +11.2% a year, volatility 21.4%BCAL: +7.5% a year, volatility 22.2%TAK: +11.9% a year, volatility 19.4%WMT: +20.8% a year, volatility 22.6%SDCI: +20.6% a year, volatility 18.4%AVLV: +14.0% a year, volatility 16.9%PVAL: +16.1% a year, volatility 15.1%RPRX: +13.3% a year, volatility 23.8%AVDV: +13.9% a year, volatility 17.4%DGX: +12.3% a year, volatility 22.5%EMXC: +11.1% a year, volatility 19.5%COWZ: +11.4% a year, volatility 17.7%NVS: +17.1% a year, volatility 20.7%JQUA: +13.6% a year, volatility 15.7%VLUE: +15.9% a year, volatility 18.4%BBCA: +11.4% a year, volatility 16.7%VPL: +9.5% a year, volatility 18.6%FNDE: +9.8% a year, volatility 17.0%GLD: +17.7% a year, volatility 18.9%LIN: +11.5% a year, volatility 20.9%GCOW: +14.1% a year, volatility 13.6%VIG: +10.4% a year, volatility 14.1%MPLX: +23.5% a year, volatility 18.8%EPD: +16.4% a year, volatility 17.1%COR: +24.2% a year, volatility 22.8%ILF: +15.3% a year, volatility 23.2%FRDM: +17.3% a year, volatility 22.8%BKH: +7.8% a year, volatility 22.6%NWE: +10.3% a year, volatility 21.6%VT: +10.3% a year, volatility 16.2%SO: +11.3% a year, volatility 18.8%SEIC: +12.7% a year, volatility 22.3%RSG: +13.9% a year, volatility 18.5%DIVB: +13.9% a year, volatility 15.4%IJH: +7.2% a year, volatility 19.6%ORLY: +15.9% a year, volatility 23.4%SCHY: +9.5% a year, volatility 13.3%MSI: +14.8% a year, volatility 23.6%WM: +9.3% a year, volatility 19.2%AFG: +9.8% a year, volatility 22.6%ETR: +19.2% a year, volatility 22.4%DUK: +7.5% a year, volatility 18.0%AEP: +12.4% a year, volatility 20.2%AVIV: +12.6% a year, volatility 16.7%FBT: +10.8% a year, volatility 22.2%DSTL: +11.3% a year, volatility 16.1%RODM: +10.6% a year, volatility 13.5%PRU: +5.2% a year, volatility 25.5%SPY (S&P 500): +12.7% a year, volatility 17.1%CB: +15.7% a year, volatility 20.4%ALL: +17.0% a year, volatility 26.2%AFL: +19.0% a year, volatility 20.8%MET: +12.0% a year, volatility 25.4%GL: +12.4% a year, volatility 35.6%TRV: +22.4% a year, volatility 22.3%THG: +14.4% a year, volatility 22.9%MFC: +22.6% a year, volatility 24.0%AJG: +10.9% a year, volatility 24.2%SLF: +11.7% a year, volatility 19.4%AIZ: +13.3% a year, volatility 25.3%ABBV: +26.1% a year, volatility 23.4%JNJ: +12.7% a year, volatility 17.9%V: +12.8% a year, volatility 22.9%DXJ: +26.6% a year, volatility 19.1%KO: +14.7% a year, volatility 16.8%VTV: +12.1% a year, volatility 13.7%CAH: +42.1% a year, volatility 24.7%RSPH: +6.1% a year, volatility 16.8%PRUSPY (S&P 500)CBALLAFLMETGLTRVTHGMFCAJGABBVVDXJKOVTVCAHRSPH10.0%20.0%30.0%40.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than PRUSCHD: +9.7% a year, volatility 14.3%ADP: +9.0% a year, volatility 22.9%AME: +14.4% a year, volatility 22.1%EFV: +13.6% a year, volatility 15.9%XLV: +8.4% a year, volatility 15.3%FNDF: +13.6% a year, volatility 16.3%VOE: +9.4% a year, volatility 15.8%HDV: +12.9% a year, volatility 13.0%RWL: +13.7% a year, volatility 14.4%FDL: +13.9% a year, volatility 14.4%PDBC: +11.7% a year, volatility 19.3%GUNR: +10.1% a year, volatility 18.8%IWX: +12.7% a year, volatility 13.8%FTGC: +12.9% a year, volatility 15.6%LVHI: +17.0% a year, volatility 11.1%MA: +12.4% a year, volatility 23.8%PM: +21.0% a year, volatility 23.4%RY: +17.3% a year, volatility 18.2%FV: +9.7% a year, volatility 21.1%PWV: +13.5% a year, volatility 14.2%FHLC: +7.3% a year, volatility 15.4%CHCO: +15.9% a year, volatility 22.8%TD: +15.8% a year, volatility 20.0%RLY: +9.9% a year, volatility 13.3%SDOG: +10.3% a year, volatility 15.2%COMT: +13.1% a year, volatility 21.1%DBJP: +20.9% a year, volatility 19.2%PPH: +11.6% a year, volatility 15.8%MO: +17.8% a year, volatility 21.4%ROUS: +12.3% a year, volatility 14.4%DJP: +11.2% a year, volatility 18.9%FYLD: +13.1% a year, volatility 16.0%IDOG: +14.1% a year, volatility 15.6%BNS: +12.9% a year, volatility 19.9%KMI: +18.7% a year, volatility 22.5%CTAS: +16.5% a year, volatility 23.1%EIG: +9.1% a year, volatility 23.7%QVAL: +13.7% a year, volatility 21.4%VTI: +11.5% a year, volatility 17.5%PJP: +11.2% a year, volatility 16.6%VOO: +12.8% a year, volatility 16.9%CCEP: +19.7% a year, volatility 23.2%EBF: +11.2% a year, volatility 21.4%BCAL: +7.5% a year, volatility 22.2%TAK: +11.9% a year, volatility 19.4%WMT: +20.8% a year, volatility 22.6%SDCI: +20.6% a year, volatility 18.4%AVLV: +14.0% a year, volatility 16.9%PVAL: +16.1% a year, volatility 15.1%RPRX: +13.3% a year, volatility 23.8%AVDV: +13.9% a year, volatility 17.4%DGX: +12.3% a year, volatility 22.5%EMXC: +11.1% a year, volatility 19.5%COWZ: +11.4% a year, volatility 17.7%NVS: +17.1% a year, volatility 20.7%JQUA: +13.6% a year, volatility 15.7%VLUE: +15.9% a year, volatility 18.4%BBCA: +11.4% a year, volatility 16.7%VPL: +9.5% a year, volatility 18.6%FNDE: +9.8% a year, volatility 17.0%GLD: +17.7% a year, volatility 18.9%LIN: +11.5% a year, volatility 20.9%GCOW: +14.1% a year, volatility 13.6%VIG: +10.4% a year, volatility 14.1%MPLX: +23.5% a year, volatility 18.8%EPD: +16.4% a year, volatility 17.1%COR: +24.2% a year, volatility 22.8%ILF: +15.3% a year, volatility 23.2%FRDM: +17.3% a year, volatility 22.8%BKH: +7.8% a year, volatility 22.6%NWE: +10.3% a year, volatility 21.6%VT: +10.3% a year, volatility 16.2%SO: +11.3% a year, volatility 18.8%SEIC: +12.7% a year, volatility 22.3%RSG: +13.9% a year, volatility 18.5%DIVB: +13.9% a year, volatility 15.4%IJH: +7.2% a year, volatility 19.6%ORLY: +15.9% a year, volatility 23.4%SCHY: +9.5% a year, volatility 13.3%MSI: +14.8% a year, volatility 23.6%WM: +9.3% a year, volatility 19.2%AFG: +9.8% a year, volatility 22.6%ETR: +19.2% a year, volatility 22.4%DUK: +7.5% a year, volatility 18.0%AEP: +12.4% a year, volatility 20.2%AVIV: +12.6% a year, volatility 16.7%FBT: +10.8% a year, volatility 22.2%DSTL: +11.3% a year, volatility 16.1%RODM: +10.6% a year, volatility 13.5%PRU: +5.2% a year, volatility 25.5%SPY (S&P 500): +12.7% a year, volatility 17.1%CB: +15.7% a year, volatility 20.4%ALL: +17.0% a year, volatility 26.2%AFL: +19.0% a year, volatility 20.8%MET: +12.0% a year, volatility 25.4%GL: +12.4% a year, volatility 35.6%TRV: +22.4% a year, volatility 22.3%THG: +14.4% a year, volatility 22.9%MFC: +22.6% a year, volatility 24.0%AJG: +10.9% a year, volatility 24.2%SLF: +11.7% a year, volatility 19.4%AIZ: +13.3% a year, volatility 25.3%ABBV: +26.1% a year, volatility 23.4%JNJ: +12.7% a year, volatility 17.9%V: +12.8% a year, volatility 22.9%DXJ: +26.6% a year, volatility 19.1%KO: +14.7% a year, volatility 16.8%VTV: +12.1% a year, volatility 13.7%CAH: +42.1% a year, volatility 24.7%RSPH: +6.1% a year, volatility 16.8%PRUSPY (S&P 500)CBALLAFLGLTRVABBVJNJDXJVTVCAHRSPH
  • Popular alternatives
  • Same and neighboring categories, and shared themes
  • The whole market
  • Others in the green region
  • 1 with more than 1.6× PRU's volatility is in the table only

Is there a better investment than PRU?

Investments that beat PRU over the past 5 years on return, volatility, drawdowns, consistency, crash losses or fees, from its popular alternatives out to the whole market.

How this works

The table below lists investments that beat PRU over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes. It checks PRU's popular alternatives first, then the rest of its own and neighboring categories, then every stock and fund worth at least $500 million, and shows the strongest few in each group. The full list of those with a higher return and lower volatility than PRU follows the table.

Annual return is the annualized total return with dividends reinvested. Annual return, volatility and the Sharpe ratio cover 5 years; the worst decline covers the past 10 years. Green marks a better figure than PRU's. "On the frontier" means no other option shown or tested earned more with less volatility. Funds that hold the same thing are shown once. Beyond the popular alternatives, nothing with more than 1.5× PRU's volatility counts as better.

These figures cover the past 5 years. Green marks a better figure than PRU's.

Screen the whole market against PRU for any period in BetterThanSPYOpen these 21 in EasyCompare
InvestmentWhy it is betterPast 5 yearsDownsideLong runFit
Annual return?higher is betterVolatility?lower is calmerSharpe?return per unit of riskWorst decline?past 10 years10Y returntotalCorr. with PRU?lower diversifies moreExpenseper year
PRUPrudential Financial, Inc. · this page
+5.2%25.5%0.33−65.9%+117%1.00—
SPYState Street SPDR S&P 500 ETF · S&P 500
+12.7%17.1%0.79−33.7%+321%0.560.09%
Popular alternativesbest 6 shownThe investments people most often weigh against PRU. 14 of 17 passed at least one test.
CBChubb Limited · Property & Casualty Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+15.7%20.4%0.82−42.6%+248%0.64—
ALLThe Allstate Corporation · Property & Casualty Insurance
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+17.0%26.2%0.73−41.4%+356%0.39—
AFLAflac Incorporated · Life Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineSmaller losses in recent crashes+19.0%20.8%0.95−54.9%+335%0.65—
METMetLife, Inc. · Life Insurance
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+12.0%25.4%0.58−55.2%+240%0.84—
JXNJackson Financial Inc. · Life Insurance
Higher Sharpe, smaller worst declineHigher return in most periods+41.7%43.3%1.03−48.4%—0.67—
GLGlobe Life Inc. · Life Insurance
Smaller losses in recent crashes+12.4%35.6%0.56−61.6%+188%0.41—
Same and neighboring categories, and shared themesbest 6 shownEverything else in Life Insurance and Insurance and the categories next to it (Property & Casualty Insurance, Asset Management, Retirement Services), plus PRU's specific themes. 42 of 61 passed at least one test.
TRVThe Travelers Companies, Inc. · Property & Casualty Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+22.4%22.3%1.02−46.3%+347%0.65—
THGThe Hanover Insurance Group, Inc. · Property & Casualty Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+14.4%22.9%0.70−40.1%+291%0.48—
MFCManulife Financial Corporation · Life Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+22.6%24.0%0.97−57.5%+373%0.68—
AJGArthur J. Gallagher & Co. · Insurance
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+10.9%24.2%0.55−44.4%+516%0.49—
SLFSun Life Financial Inc. · Life Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+11.7%19.4%0.67−50.8%+255%0.51—
AIZAssurant, Inc. · Property & Casualty Insurance
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+13.3%25.3%0.62−44.6%+312%0.48—
The whole marketbest 8 shownEvery other stock and fund worth at least $500 million. 1,264 of 3,555 passed at least one test.
ABBVAbbVie Inc. · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+26.1%23.4%1.11−45.1%+603%0.28—
JNJJohnson & Johnson · Pharmaceuticals
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.7%17.9%0.76−27.4%+196%0.30—
VVisa Inc. · Payment Processing
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.8%22.9%0.64−36.4%+429%0.60—
DXJWisdomTree Japan Hedged Equity Fund · International Equity
On the frontierHigher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+26.6%19.1%1.34−39.1%+428%0.320.48%
KOThe Coca-Cola Company · Food & Beverages
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+14.7%16.8%0.91−37.0%+204%0.27—
VTVVanguard Morningstar Value ETF · US Large-Cap Value
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.1%13.7%0.90−36.8%+235%0.730.03%
CAHCardinal Health, Inc. · Health Care Distribution
On the frontierHigher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+42.1%24.7%1.55−46.1%+349%0.31—
RSPHInvesco S&P 500 Equal Weight Health Care ETF · Healthcare
Similar return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+6.1%16.8%0.44−30.4%+177%0.620.40%
What these numbers mean for PRU
Annual return
PRU returned 5.2% a year over the past 5 years with dividends reinvested, against 12.7% a year for the S&P 500. At that pace, $10,000 became about $12,900. Annual return is the steady yearly rate that would produce the same total result, so investments held over the same span compare fairly. Guide: What is performance and return? →
Volatility
PRU's volatility over the past 5 years was 25.5%, 1.5 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, PRU's return lands within 25.5% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump. Guide: Understanding and measuring risk (volatility) →
Sharpe ratio
PRU's Sharpe ratio over the past 5 years was 0.33, against 0.79 for the S&P 500, so PRU earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings. Guide: Balancing reward with risk (Sharpe ratio) →
Worst decline
PRU's worst fall from a peak to a low over the past 10 years was 65.9%, against 33.7% for the S&P 500. Losses and gains are not symmetric: climbing back from a 65.9% fall takes a 193% gain. Guide: Market crash risk and tail risk →
Correlation
Over the past 5 years, PRU's monthly returns had a correlation of 0.56 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against PRU instead: the lower it is, the more that option would diversify a PRU holding. Guide: Correlation and diversification →
Show all 667 stocks and funds worth at least $500 million that earned more than PRU with less volatility

Out of 3,633 tested over 5 years. The strongest 100 are listed, best first, with funds that hold the same thing listed once.

#InvestmentFound inAnnual returnVolatilitySharpeWorst decline10Y returnCorr. with PRUExpense
1
ABBVAbbVie Inc. · Pharmaceuticals
Whole market+26.1%23.4%1.11−45.1%+603%0.28—
2
JNJJohnson & Johnson · Pharmaceuticals
Whole market+12.7%17.9%0.76−27.4%+196%0.30—
3
VVisa Inc. · Payment Processing
Whole market+12.8%22.9%0.64−36.4%+429%0.60—
4
DXJWisdomTree Japan Hedged Equity Fund · International Equity
Whole market+26.6%19.1%1.34−39.1%+428%0.320.48%
5
KOThe Coca-Cola Company · Food & Beverages
Whole market+14.7%16.8%0.91−37.0%+204%0.27—
6
VTVVanguard Morningstar Value ETF · US Large-Cap Value
Whole market+12.1%13.7%0.90−36.8%+235%0.730.03%
7
SCHDSchwab U.S. Dividend Equity ETF · US Dividend Equity
Whole market+9.7%14.3%0.72−33.4%+252%0.670.06%
8
ADPAutomatic Data Processing, Inc. · Business Services
Whole market+9.0%22.9%0.49−40.8%+320%0.52—
9
AMEAMETEK, Inc. · Electronic Instruments
Whole market+14.4%22.1%0.72−42.7%+481%0.41—
10
EFViShares MSCI EAFE Value ETF · International Equity
Whole market+13.6%15.9%0.88−43.2%+157%0.580.31%
11
XLVState Street Health Care Select Sector SPDR ETF · Health Care Equity
Whole market+8.4%15.3%0.60−28.4%+202%0.540.08%
12
FNDFSchwab Fundamental International Large Company Index ETF · International Equity
Whole market+13.6%16.3%0.87−40.2%+194%0.510.25%
13
VOEVanguard Morningstar Mid-Cap Value ETF · US Mid-Cap Equity
Whole market+9.4%15.8%0.65−43.2%+182%0.740.05%
14
HDViShares Core High Dividend ETF · US Dividend Equity
Whole market+12.9%13.0%1.00−37.0%+172%0.640.08%
15
RWLInvesco S&P 500 Revenue ETF · US Large-Cap Equity
Whole market+13.7%14.4%0.97−36.1%+287%0.720.39%
16
TRVThe Travelers Companies, Inc. · Property & Casualty Insurance
Same or nearby category+22.4%22.3%1.02−46.3%+347%0.65—
17
FDLFirst Trust Morningstar Dividend Leaders Index Fund · US Dividend Equity
Whole market+13.9%14.4%0.98−41.4%+199%0.690.43%
18
PDBCInvesco Optimum Yield Diversified Commodity Strategy No K-1 ETF · Broad Commodities
Whole market+11.7%19.3%0.67−40.7%+153%0.270.74%
19
CBChubb Limited · Property & Casualty Insurance
Popular alternative+15.7%20.4%0.82−42.6%+248%0.64—
20
GUNRNorthern Trust Morningstar Global Upstream Natural Resources ETF · Natural Resources Equity
Whole market+10.1%18.8%0.60−43.0%+173%0.530.47%
21
IWXiShares Russell Top 200 Value ETF · Broad Market
Whole market+12.7%13.8%0.94−35.8%+221%0.730.20%
22
FTGCFirst Trust Global Tactical Commodity Strategy Fund · Alternatives
Whole market+12.9%15.6%0.86−35.9%+139%0.320.98%
23
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
Whole market+17.0%11.1%1.48−32.4%+194%0.550.40%
24
MAMastercard Incorporated · Payment Processing
Whole market+12.4%23.8%0.61−41.0%+541%0.64—
25
PMPhilip Morris International Inc. · Tobacco
Whole market+21.0%23.4%0.94−42.9%+242%0.38—
26
RYRoyal Bank of Canada · Banks
Whole market+17.3%18.2%0.97−40.0%+352%0.63—
27
FVFirst Trust Dorsey Wright Focus 5 ETF · Broad Market
Whole market+9.7%21.1%0.55−34.0%+247%0.600.30%
28
PWVInvesco Large Cap Value ETF · Broad Market
Whole market+13.5%14.2%0.97−37.6%+223%0.780.55%
29
THGThe Hanover Insurance Group, Inc. · Property & Casualty Insurance
Same or nearby category+14.4%22.9%0.70−40.1%+291%0.48—
30
FHLCFidelity MSCI Health Care Index ETF · Healthcare
Whole market+7.3%15.4%0.53−28.8%+199%0.550.08%
31
CHCOCity Holding Company · Banks - Regional
Whole market+15.9%22.8%0.77−32.3%+286%0.67—
32
TDThe Toronto-Dominion Bank · Banks
Whole market+15.8%20.0%0.84−42.0%+310%0.47—
33
RLYState Street Multi-Asset Real Return ETF · Multi-Asset
Whole market+9.9%13.3%0.78−34.2%+128%0.570.50%
34
SDOGALPS Sector Dividend Dogs ETF · Dividend & Income
Whole market+10.3%15.2%0.72−43.6%+158%0.730.36%
35
COMTiShares GSCI Commodity Dynamic Roll Strategy ETF · Commodities
Whole market+13.1%21.1%0.69−39.2%+160%0.250.49%
36
DBJPXtrackers MSCI Japan Hedged Equity ETF · International
Whole market+20.9%19.2%1.09−31.3%+348%0.290.45%
37
PPHVanEck Pharmaceutical ETF · Healthcare
Whole market+11.6%15.8%0.78−29.7%+153%0.500.36%
38
MOAltria Group, Inc. · Tobacco
Whole market+17.8%21.4%0.88−53.7%+140%0.38—
39
ROUSHartford Multifactor US Equity ETF · Broad Market
Whole market+12.3%14.4%0.88−35.5%+238%0.640.19%
40
DJPiPath Bloomberg Commodity Index Total Return(SM) ETN · Commodities
Whole market+11.2%18.9%0.66−38.4%+120%0.280.70%
41
FYLDCambria Foreign Shareholder Yield ETF · Dividend & Income
Whole market+13.1%16.0%0.85−44.6%+203%0.530.59%
42
IDOGALPS International Sector Dividend Dogs ETF · International
Whole market+14.1%15.6%0.93−37.3%+180%0.520.50%
43
BNSThe Bank of Nova Scotia · Banks
Whole market+12.9%19.9%0.71−46.9%+187%0.52—
44
KMIKinder Morgan, Inc. · Oil & Gas Midstream
Whole market+18.7%22.5%0.88−55.1%+163%0.48—
45
CTASCintas Corporation · Business Services
Whole market+16.5%23.1%0.78−48.4%+808%0.44—
46
EIGEmployers Holdings, Inc. · Insurance - Specialty
Whole market+9.1%23.7%0.49−43.9%+123%0.63—
47
QVALAlpha Architect U.S. Quantitative Value ETF · Broad Market
Whole market+13.7%21.4%0.71−51.5%+230%0.740.28%
48
VTIVanguard Morningstar Total Stock Market ETF · US Total Market
Whole market+11.5%17.5%0.71−35.0%+302%0.580.03%
49
PJPInvesco Pharmaceuticals ETF · Healthcare
Whole market+11.2%16.6%0.72−34.0%+135%0.530.58%
50
VOOVanguard S&P 500 ETF · US Large-Cap Equity
Whole market+12.8%16.9%0.80−34.0%+324%0.560.03%
51
CCEPCoca-Cola Europacific Partners PLC · Food & Beverages
Whole market+19.7%23.2%0.90−48.8%+292%0.17—
52
EBFEnnis, Inc. · Specialty Business Services
Whole market+11.2%21.4%0.60−35.4%+163%0.37—
53
BCALCalifornia BanCorp · Banks - Regional
Whole market+7.5%22.2%0.44−52.3%+148%0.44—
54
TAKTakeda Pharmaceutical Company Limited · Pharmaceuticals
Whole market+11.9%19.4%0.68−54.4%+30.4%0.07—
55
WMTWalmart Inc. · Discount Retail
Whole market+20.8%22.6%0.96−25.7%+508%0.24—
56
SDCIUSCF SummerHaven Dynamic Commodity Strategy No K-1 Fund · Bonds
Whole market+20.6%18.4%1.12−45.7%—0.310.80%
57
AVLVAvantis U.S. Large Cap Value ETF · US Large-Cap Value
Whole market+14.0%16.9%0.86−19.5%—0.730.15%
58
PVALPutnam Focused Large Cap Value ETF · US Large-Cap Value
Whole market+16.1%15.1%1.07−41.3%—0.760.56%
59
RPRXRoyalty Pharma plc · Pharmaceuticals
Whole market+13.3%23.8%0.65−49.7%—0.16—
60
AVDVAvantis International Small Cap Value ETF · International Equity
Whole market+13.9%17.4%0.84−43.0%—0.470.36%
61
DGXQuest Diagnostics Incorporated · Medical Diagnostics
Whole market+12.3%22.5%0.63−36.6%+243%0.28—
62
EMXCiShares MSCI Emerging Markets ex China ETF · Emerging Markets Equity
Whole market+11.1%19.5%0.64−42.8%—0.250.25%
63
COWZPacer US Cash Cows 100 ETF · US Large-Cap Value
Whole market+11.4%17.7%0.70−38.7%—0.740.49%
64
NVSNovartis AG · Pharmaceuticals
Whole market+17.1%20.7%0.87−26.8%+226%0.27—
65
MFCManulife Financial Corporation · Life Insurance
Same or nearby category+22.6%24.0%0.97−57.5%+373%0.68—
66
JQUAJPMorgan U.S. Quality Factor ETF · US Quality Equity
Whole market+13.6%15.7%0.89−32.9%—0.580.12%
67
VLUEiShares MSCI USA Value Factor ETF · US Large-Cap Value
Whole market+15.9%18.4%0.90−39.5%+286%0.570.15%
68
BBCAJPMorgan BetaBuilders Canada ETF · International Equity
Whole market+11.4%16.7%0.73−42.8%—0.630.19%
69
VPLVanguard FTSE Pacific ETF · International Equity
Whole market+9.5%18.6%0.58−33.9%+141%0.300.07%
70
FNDESchwab Fundamental Emerging Markets Large Company Index ETF · Emerging Markets Equity
Whole market+9.8%17.0%0.64−39.9%+151%0.310.39%
71
GLDSPDR Gold Shares · Gold
Whole market+17.7%18.9%0.96−26.4%+213%-0.100.40%
72
LINLinde plc · Chemicals
Whole market+11.5%20.9%0.63−32.6%+394%0.36—
73
SLFSun Life Financial Inc. · Life Insurance
Same or nearby category+11.7%19.4%0.67−50.8%+255%0.51—
74
GCOWPacer Global Cash Cows Dividend ETF · International
Whole market+14.1%13.6%1.04−37.6%+168%0.530.60%
75
VIGVanguard Dividend Appreciation ETF · US Dividend Equity
Whole market+10.4%14.1%0.78−31.7%+258%0.650.04%
76
MPLXMPLX Lp · Oil & Gas Midstream
Whole market+23.5%18.8%1.22−75.2%+350%0.51—
77
EPDEnterprise Products Partners L.P. · Oil & Gas Midstream
Whole market+16.4%17.1%0.98−58.1%+178%0.50—
78
CORCencora, Inc. · Health Care Distribution
Whole market+24.2%22.8%1.07−32.4%+406%0.43—
79
ILFiShares Latin America 40 ETF · International
Whole market+15.3%23.2%0.73−57.8%+99.5%0.450.47%
80
FRDMFreedom 100 Emerging Markets ETF · International
Whole market+17.3%22.8%0.82−40.5%—0.280.49%
81
BKHBlack Hills Corporation · Diversified Utilities
Whole market+7.8%22.6%0.45−40.5%+84.7%0.32—
82
NWENorthwestern Energy Group Inc · Electric Utilities
Whole market+10.3%21.6%0.57−39.3%+104%0.24—
83
VTVanguard Total World Stock ETF · Global Equity
Whole market+10.3%16.2%0.69−34.2%+223%0.550.06%
84
SOThe Southern Company · Electric Utilities
Whole market+11.3%18.8%0.67−38.4%+170%0.10—
85
SEICSEI Investments Company · Asset Management
Same or nearby category+12.7%22.3%0.65−51.8%+168%0.67—
86
RSGRepublic Services, Inc. · Environmental Services
Whole market+13.9%18.5%0.80−34.0%+446%0.16—
87
DIVBiShares Core Dividend ETF · Dividend & Income
Whole market+13.9%15.4%0.93−36.9%—0.740.05%
88
IJHiShares Core S&P Mid-Cap ETF · US Mid-Cap Equity
Whole market+7.2%19.6%0.45−42.2%+178%0.690.05%
89
ORLYO'Reilly Automotive, Inc. · Specialty Retail
Whole market+15.9%23.4%0.75−42.0%+393%0.30—
90
SCHYSchwab International Dividend Equity ETF · International
Whole market+9.5%13.3%0.75−24.0%—0.460.08%
91
MSIMotorola Solutions, Inc. · Communications Equipment
Whole market+14.8%23.6%0.71−32.8%+625%0.27—
92
WMWaste Management, Inc. · Environmental Services
Whole market+9.3%19.2%0.56−30.1%+344%0.15—
93
AFGAmerican Financial Group, Inc. · Property & Casualty Insurance
Same or nearby category+9.8%22.6%0.53−59.0%+321%0.65—
94
ETREntergy Corporation · Electric Utilities
Whole market+19.2%22.4%0.90−42.0%+311%0.21—
95
DUKDuke Energy Corporation · Electric Utilities
Whole market+7.5%18.0%0.50−37.4%+132%0.33—
96
AEPAmerican Electric Power Company, Inc. · Electric Utilities
Whole market+12.4%20.2%0.68−32.9%+185%0.25—
97
AVIVAvantis International Large Cap Value ETF · International
Whole market+12.6%16.7%0.80−27.7%—0.560.25%
98
FBTFirst Trust NYSE Arca Biotechnology Index Fund · Healthcare
Whole market+10.8%22.2%0.58−33.3%+203%0.460.55%
99
DSTLDistillate U.S. Fundamental Stability & Value ETF · Broad Market
Whole market+11.3%16.1%0.75−33.1%—0.680.39%
100
RODMHartford Multifactor Developed Markets (ex-US) ETF · International
Whole market+10.6%13.5%0.82−36.0%+141%0.520.29%

PRU against its popular alternatives

The investments people most often weigh against PRU, compared period by period and year by year.

How do PRU's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings. Investments toward the upper left earned more for a smoother ride, and those toward the lower right earned less for a rougher one. The dashed lines cross at PRU, which divides the map into what did better or worse on each measure.

Green points earned more than PRU with less volatility; red points earned less with more. Hover over a point for its figures. Total returns with dividends reinvested, annualized.

15.0%20.0%25.0%30.0%35.0%40.0%45.0%−10.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityPRU: 5.2% a year, volatility 25.5%SPY (S&P 500): 12.7% a year, volatility 17.1%MET: 12.0% a year, volatility 25.4%CB: 15.7% a year, volatility 20.4%AFL: 19.0% a year, volatility 20.8%LNC: −7.4% a year, volatility 42.7%BHF: −1.7% a year, volatility 42.6%CNO: 18.8% a year, volatility 28.1%UNM: 30.6% a year, volatility 29.3%RGA: 19.7% a year, volatility 27.3%ALL: 17.0% a year, volatility 26.2%BLK: 7.1% a year, volatility 27.1%VOYA: 8.8% a year, volatility 28.9%GL: 12.4% a year, volatility 35.6%JXN: 41.7% a year, volatility 43.3%EQH: 12.6% a year, volatility 32.9%PFG: 13.0% a year, volatility 26.5%APO: 10.5% a year, volatility 37.3%AIG: 9.0% a year, volatility 25.9%PRUSPY (S&P 500)METCBAFLLNCBHFCNOUNMRGAALLBLKVOYAGLJXNEQHPFGAPOAIG10.0%20.0%30.0%40.0%50.0%−10.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityPRU: 5.2% a year, volatility 25.5%SPY (S&P 500): 12.7% a year, volatility 17.1%MET: 12.0% a year, volatility 25.4%CB: 15.7% a year, volatility 20.4%AFL: 19.0% a year, volatility 20.8%LNC: −7.4% a year, volatility 42.7%BHF: −1.7% a year, volatility 42.6%CNO: 18.8% a year, volatility 28.1%UNM: 30.6% a year, volatility 29.3%RGA: 19.7% a year, volatility 27.3%ALL: 17.0% a year, volatility 26.2%BLK: 7.1% a year, volatility 27.1%VOYA: 8.8% a year, volatility 28.9%GL: 12.4% a year, volatility 35.6%JXN: 41.7% a year, volatility 43.3%EQH: 12.6% a year, volatility 32.9%PFG: 13.0% a year, volatility 26.5%APO: 10.5% a year, volatility 37.3%AIG: 9.0% a year, volatility 25.9%PRUSPY (S&P 500)CBAFLLNCBHFCNOUNMBLKVOYAGLJXNAIG
All figures
InvestmentAnnual returnVolatility
JXN Jackson Financial Inc.+41.7%43.3%
UNM Unum Group+30.6%29.3%
RGA Reinsurance Group of America, Incorporated+19.7%27.3%
AFL Aflac Incorporated+19.0%20.8%
CNO CNO Financial Group, Inc.+18.8%28.1%
ALL The Allstate Corporation+17.0%26.2%
CB Chubb Limited+15.7%20.4%
PFG Principal Financial Group, Inc.+13.0%26.5%
SPY S&P 500State Street SPDR S&P 500 ETF+12.7%17.1%
EQH Equitable Holdings, Inc.+12.6%32.9%
GL Globe Life Inc.+12.4%35.6%
MET MetLife, Inc.+12.0%25.4%
APO Apollo Global Management, Inc.+10.5%37.3%
AIG American International Group, Inc.+9.0%25.9%
VOYA Voya Financial, Inc.+8.8%28.9%
BLK BlackRock, Inc.+7.1%27.1%
PRU This pagePrudential Financial, Inc.+5.2%25.5%
BHF Brighthouse Financial, Inc.−1.7%42.6%
LNC Lincoln National Corporation−7.4%42.7%
Open these 19 in EasyCompare

Has PRU consistently beaten its popular alternatives?

This section compares PRU with the investments people most often weigh against it, checking each one over eight periods from one month to ten years. Counting how often an alternative earned more than PRU helps separate lasting outperformance from a single strong stretch.

A green cell means the alternative earned more than PRU over that period. "Qualified" marks those that did so in at least 3 of 5 short-term periods and 2 of 3 long-term periods.

InvestmentPeriods outperformed Short termLong termRisk · 5 yearsFund
1M3M6MYTD1Y3Y5Y10YVolatilitylower is calmerSharpehigher is betterWorst declinepast 10 yearsExpenseAssetsOverlapsame sectors
PRU Prudential Financial, Inc. (this page)—−2.8%−1.2%+15.2%+5.2%+19.6%+47.5%+29.0%+117%25.5%0.33−65.9%—$40B—
CNO QualifiedCNO Financial Group, Inc.5/5 short3/3 longAll-weather+0.8%+3.8%+25.7%+31.5%+41.1%+150%+136%+342%28.1%0.76−63.8%—$5.1B—
UNM QualifiedUnum Group5/5 short3/3 longAll-weather−0.1%+5.8%+19.3%+23.2%+26.4%+106%+279%+256%29.3%1.06−81.0%—$15B—
MET QualifiedMetLife, Inc.5/5 short3/3 longAll-weather+4.7%+9.5%+32.0%+28.6%+32.2%+84.0%+76.5%+240%25.4%0.58−55.2%—$64B—
RGA QualifiedReinsurance Group of America, Incorporated5/5 short3/3 longAll-weather+9.1%+11.5%+27.1%+33.1%+44.4%+90.4%+146%+199%27.3%0.80−65.8%—$17B—
ALL QualifiedThe Allstate Corporation4/5 short3/3 longAll-weather+2.9%−1.1%+17.3%+24.4%+31.5%+116%+119%+356%26.2%0.73−41.4%—$63B—
CB QualifiedChubb Limited4/5 short3/3 longAll-weather+6.1%+1.8%+9.1%+16.4%+35.0%+78.9%+107%+248%20.4%0.82−42.6%—$138B—
BLK QualifiedBlackRock, Inc.3/5 short3/3 long+3.5%+7.6%+8.8%+5.7%−0.6%+96.3%+41.1%+313%27.1%0.39−43.9%—$175B—
VOYA QualifiedVoya Financial, Inc.3/5 short3/3 long−4.9%−2.6%+28.0%+28.6%+32.6%+55.8%+52.3%+253%28.9%0.44−52.1%—$8.7B—
GL QualifiedGlobe Life Inc.3/5 short3/3 long−1.2%−7.7%+12.8%+23.6%+26.3%+58.0%+79.7%+188%35.6%0.56−61.6%—$13B—
JXN QualifiedJackson Financial Inc.5/5 short2/3 long−1.1%+6.7%+18.9%+24.3%+37.6%+269%+472%—43.3%1.03−48.4%—$8.8B—
EQH QualifiedEquitable Holdings, Inc.4/5 short2/3 long+0.3%+13.0%+31.5%+15.0%+15.6%+116%+81.1%—32.9%0.53−61.3%—$15B—
AFL Insurance - LifeAflac Incorporated2/5 short3/3 long+4.4%−2.6%+6.0%+10.8%+12.9%+65.2%+139%+335%20.8%0.95−54.9%—$60B—
PFG Asset ManagementPrincipal Financial Group, Inc.2/5 short3/3 long−7.3%−2.9%+14.0%+23.7%+41.4%+76.3%+84.6%+196%26.5%0.60−64.7%—$23B—
APO Asset ManagementApollo Global Management, Inc.0/5 short2/3 long−13.0%−5.5%−11.9%−23.2%−9.7%+41.4%+64.9%+825%37.3%0.46−53.5%—$66B—
CRBG Asset ManagementCorebridge Financial, Inc.4/5 short1/3 long+0.4%+12.7%+32.2%+18.2%+13.8%+98.8%————−36.3%—$16B—
AIG Insurance - DiversifiedAmerican International Group, Inc.2/5 short1/3 long+9.8%+3.3%+5.6%−1.0%+8.0%+47.1%+54.1%+75.5%25.9%0.47−69.6%—$43B—
LNC Insurance - LifeLincoln National Corporation0/5 short1/3 long−4.1%−3.9%+9.0%−8.0%+6.2%+111%−32.1%+20.1%42.7%0.04−79.2%—$7.6B—
BHF Insurance - LifeBrighthouse Financial, Inc.0/5 short0/3 long−4.4%−26.6%−23.0%−26.2%+2.2%+3.1%−8.1%—42.6%0.17−76.9%—$2.7B—
FG Insurance - LifeF&G Annuities & Life, Inc.0/5 short0/3 long−11.9%−33.9%−24.1%−30.9%−29.0%−25.8%————−58.8%—$2.7B—
Open these 20 in EasyCompare

How did PRU do year by year?

This table shows each investment's total return in every full calendar year since 2002, along with where PRU ranked among its popular alternatives each year. Annual results reveal how consistently each one kept pace with PRU and how far its good and bad years diverged, detail that multiyear averages tend to smooth over.

Newest year first. Green marks a year in which the fund came out ahead of PRU; gray means the two finished within a fraction of a point. The rank row places PRU among the alternatives that traded the full year; dark green is the top quarter and red the bottom quarter.

InvestmentYears ahead of PRU202520242023202220212020201920182017201620152014201320122011201020092008200720062005200420032002
PRU This pagePrudential Financial, Inc.—+0.2%+19.4%+10.1%−3.9%+45.3%−11.4%+20.1%−26.5%+13.6%+32.5%−7.4%+0.7%+77.1%+9.9%−12.1%+20.5%+66.8%−66.3%+9.7%+18.7%+34.5%+33.3%+33.4%−3.1%
Rank among alternativesTop quarter in 4 of 2416 of 2014 of 2012 of 2012 of 184 of 1713 of 1713 of 1710 of 1612 of 156 of 159 of 1512 of 155 of 1411 of 148 of 139 of 132 of 1310 of 135 of 136 of 132 of 132 of 134 of 124 of 12
SPY S&P 500State Street SPDR S&P 500 ETF12 of 24+17.7%+24.9%+26.2%−18.2%+28.7%+18.3%+31.2%−4.6%+21.7%+12.0%+1.2%+13.5%+32.3%+16.0%+1.9%+15.1%+26.4%−36.8%+5.1%+15.9%+4.8%+10.7%+28.2%−21.6%
CNO CNO Financial Group, Inc.13 of 22+16.1%+36.1%+25.1%−1.6%+9.5%+25.9%+25.1%−38.5%+31.0%+2.1%+12.5%−1.3%+91.1%+48.8%−7.0%+35.6%−3.3%−58.8%−37.1%−13.8%+16.2%−8.5%——
UNM Unum Group11 of 24+8.6%+66.3%+13.7%+73.5%+11.9%−16.2%+2.7%−45.2%+27.2%+35.1%−2.6%+1.2%+71.9%+0.9%−11.6%+25.9%+6.9%−20.6%+16.1%−7.4%+28.9%+16.0%−7.6%−32.1%
MET MetLife, Inc.9 of 24−0.8%+27.7%−5.5%+19.2%+37.5%−3.4%+28.8%−15.8%+8.4%+15.9%−8.3%+3.0%+67.5%+7.9%−28.3%+27.9%+3.7%−42.2%+5.6%+21.7%+22.2%+21.8%+25.4%−13.9%
RGA Reinsurance Group of America, Incorporated11 of 24−3.0%+34.4%+16.4%+33.0%−3.2%−27.0%+18.3%−8.7%+25.6%+49.5%−0.9%+15.0%+47.0%+4.0%−1.7%+13.8%+12.3%−17.8%−5.8%+16.6%−1.4%+25.3%+42.7%−18.6%
ALL The Allstate Corporation13 of 24+10.1%+40.6%+6.4%+18.4%+9.9%−0.1%+38.8%−19.5%+43.6%+21.7%−9.9%+31.2%+38.6%+50.2%−11.4%+9.1%−5.1%−34.5%−17.6%+23.4%+6.9%+23.1%+19.4%+12.3%
CB Chubb Limited13 of 24+14.5%+23.9%+4.2%+16.0%+27.9%+1.4%+22.9%−9.6%+12.8%+15.6%+5.3%+14.4%+31.9%+17.6%+14.5%+26.4%−1.8%−13.0%+3.8%+15.4%+27.5%+5.3%+44.3%−25.4%
BLK BlackRock, Inc.18 of 24+6.6%+29.3%+17.9%−20.4%+29.4%+47.2%+31.9%−21.6%+38.2%+14.6%−2.4%+15.7%+57.0%+19.8%−3.6%−15.9%+76.6%−37.0%+45.1%+41.8%+42.4%+47.6%+35.9%−5.5%
VOYA Voya Financial, Inc.7 of 12+11.1%−3.4%+20.7%−6.1%+14.0%−2.5%+52.8%−18.8%+26.3%+6.4%−12.8%+20.7%————————————
GL Globe Life Inc.12 of 24+26.5%−7.5%+1.8%+29.7%−0.5%−8.9%+42.3%−17.2%+23.9%+30.3%+6.3%+5.0%+53.2%+20.5%+10.2%+37.6%−0.5%−25.2%−4.3%+15.6%−1.9%+26.6%+25.9%−6.2%
JXN Jackson Financial Inc.3 of 4+26.9%+76.4%+57.2%−11.6%————————————————————
EQH Equitable Holdings, Inc.5 of 7+3.2%+45.0%+19.6%−10.2%+31.0%+6.5%+53.1%—————————————————
AFL Aflac Incorporated12 of 24+8.9%+28.1%+17.3%+26.4%+34.6%−13.6%+18.6%+6.2%+29.0%+19.1%+0.5%−6.2%+28.9%+26.4%−21.3%+24.8%+4.3%−25.5%+38.3%+0.4%+17.6%+11.2%+21.4%+23.7%
PFG Principal Financial Group, Inc.12 of 24+18.4%+1.9%−2.8%+20.1%+51.4%−5.2%+29.7%−35.0%+25.5%+33.1%−10.8%+8.0%+77.2%+19.4%−22.3%+38.2%+8.6%−66.5%+18.8%+25.5%+17.3%+25.6%+11.3%+26.6%
APO Apollo Global Management, Inc.10 of 14−11.1%+79.9%+49.5%−9.6%+53.3%+8.0%+107%−22.0%+85.4%+37.3%−29.3%−15.9%+112%+54.6%——————————
CRBG Corebridge Financial, Inc.3 of 3+3.9%+42.9%+25.3%—————————————————————
AIG American International Group, Inc.8 of 24+20.0%+9.8%+9.8%+13.8%+53.9%−23.1%+33.6%−32.1%−6.9%+7.8%+12.1%+10.7%+45.2%+52.1%−43.6%+92.2%−4.6%−97.2%−17.6%+6.2%+5.0%−0.5%+15.1%−26.9%
LNC Lincoln National Corporation8 of 24+48.0%+24.8%−5.5%−53.5%+39.5%−11.1%+17.9%−32.0%+18.0%+35.0%−11.5%+13.1%+102%+35.3%−29.6%+11.9%+33.5%−66.4%−10.3%+28.6%+17.2%+19.2%+32.9%−32.8%
BHF Brighthouse Financial, Inc.4 of 8+34.9%−9.2%+3.2%−1.0%+43.1%−7.7%+28.7%−48.0%————————————————
FG F&G Annuities & Life, Inc.1 of 3−23.6%−8.0%+137%—————————————————————
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Risk and diversification

How PRU has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

What were PRU's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high. This section presents PRU's five deepest drawdowns since it began trading in 2001, alongside the S&P 500's return over the same dates, and how long each took to recover. Together, these figures show how much an investor could have lost and how long it took to get back to even.

Green means PRU fell less than the S&P 500 over the same dates. Based on daily closing prices with dividends reinvested.

DuringPRU fellS&P 500, same datesPeakLowTime to the lowBack at the peakTime to recover
2008 financial crisis−88.5%−53.1%May 2007Mar 200922 monthsNov 20134.7 years
Late-2018 sell-off−65.9%−18.8%Jan 2018Mar 20202.2 yearsMay 202114 months
2015 China and oil sell-off−35.8%−12.2%Aug 2015Feb 20166 monthsNov 20169 months
2022 bear market−33.1%−10.1%Apr 2022Mar 202311 monthsMar 202412 months
Dot-com bust−28.7%−23.9%Jun 2002Oct 20024 monthsJul 20039 months

How did PRU do in stock market crashes?

This section measures how far PRU, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000. A smaller decline means an investment held up better, and comparing results across crashes shows whether that resilience was consistent or a one-off.

Note: PRU began trading on December 13, 2001, so its row reads "Not yet trading" for the dot-com bust. The older alternatives and the S&P 500 show how those crashes played out.

Newest crash first. Each figure is the fund's deepest fall within the crash window; green means a smaller fall than PRU.

InvestmentHeld up better2023 regional bank crisisMar 20232022 bear marketJan 2022Covid crashFeb 2020Late-2018 sell-offSep 2018February 2018 volatility shockFeb 20182015 China and oil sell-offAug 20152011 euro debt crisisJul 20112010 flash crashMay 20102008 financial crisisOct 2007Dot-com bustMar 2000
PRU This pagePrudential Financial, Inc.—−13.3%−27.4%−58.2%−26.8%−11.9%−35.8%−27.9%−3.1%−88.3%Not yet trading
SPY S&P 500State Street SPDR S&P 500 ETF9 of 9−3.4%−24.5%−33.7%−19.3%−6.5%−12.8%−17.9%−1.5%−55.2%−47.5%
CNO CNO Financial Group, Inc.3 of 9−13.3%−35.4%−53.5%−36.4%−6.5%−26.9%−36.2%−7.5%−97.7%—
UNM Unum Group6 of 9−16.7%−14.8%−65.5%−32.2%−9.2%−34.8%−21.4%−1.0%−69.1%−47.6%
MET MetLife, Inc.6 of 9−12.6%−19.5%−55.0%−20.9%−6.9%−36.5%−36.3%−3.4%−82.3%—
RGA Reinsurance Group of America, Incorporated6 of 9−11.5%−16.1%−62.6%−13.3%−5.5%−19.8%−27.7%−2.7%−63.1%−41.4%
ALL The Allstate Corporation9 of 9−6.7%−20.3%−40.8%−23.7%−8.0%−10.8%−20.3%−0.8%−74.8%−30.6%
CB Chubb Limited9 of 9−5.6%−19.1%−42.2%−13.6%−8.4%−9.7%−13.7%−0.2%−51.2%−52.4%
BLK BlackRock, Inc.8 of 9−7.2%−40.8%−42.3%−25.2%−7.1%−19.9%−23.9%0.0%−60.4%−33.0%
VOYA Voya Financial, Inc.4 of 6−11.2%−23.3%−52.1%−28.6%−8.9%−43.1%————
GL Globe Life Inc.8 of 9−9.8%−16.6%−47.7%−20.5%−8.7%−22.7%−20.9%−3.3%−73.7%−27.4%
JXN Jackson Financial Inc.0 of 2−14.2%−48.4%————————
EQH Equitable Holdings, Inc.0 of 4−17.7%−30.6%−61.3%−33.2%——————
AFL Aflac Incorporated7 of 9−6.0%−19.9%−51.0%−13.2%−6.4%−15.8%−31.4%−4.3%−82.7%−36.7%
PFG Principal Financial Group, Inc.5 of 9−13.3%−21.1%−56.3%−31.5%−9.0%−39.9%−26.8%−2.4%−91.5%—
APO Apollo Global Management, Inc.2 of 7−17.9%−35.5%−48.9%−35.7%−10.8%−40.0%−44.2%———
CRBG Corebridge Financial, Inc.0 of 1−14.3%—————————
AIG American International Group, Inc.5 of 9−12.7%−25.5%−61.8%−32.5%−7.6%−21.1%−30.6%0.0%−99.5%−50.5%
LNC Lincoln National Corporation1 of 9−21.0%−40.4%−72.0%−30.6%−11.1%−45.9%−48.5%−3.0%−92.4%−52.1%
BHF Brighthouse Financial, Inc.1 of 5−18.0%−35.2%−65.9%−37.4%−10.8%—————
FG F&G Annuities & Life, Inc.1 of 1−9.9%—————————
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How closely does PRU move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell. An investment that captures more of the gains than the losses has compounded ahead of the market over time. This section compares PRU with its popular alternatives on both measures, and on beta (how strongly each has moved with the market), over the past 10 years.

Monthly total returns over the past 10 years, measured against SPY. 100% capture or a beta of 1.00 means moving in line with the S&P 500. Green marks a better figure than PRU's: more upside, less downside or a higher capture ratio. Sorted by capture ratio.

InvestmentUpside captureDownside captureCapture ratioBeta
PRU This pagePrudential Financial, Inc.102%146%0.701.25
ALL The Allstate Corporation68%41%1.660.49
CB Chubb Limited63%48%1.320.54
AFL Aflac Incorporated83%71%1.170.79
CNO CNO Financial Group, Inc.103%102%1.001.09
GL Globe Life Inc.72%72%1.000.79
APO Apollo Global Management, Inc.166%168%0.991.58
UNM Unum Group88%90%0.980.96
MET MetLife, Inc.91%97%0.941.03
RGA Reinsurance Group of America, Incorporated78%85%0.920.82
VOYA Voya Financial, Inc.111%128%0.871.17
PFG Principal Financial Group, Inc.103%124%0.831.22
BLK BlackRock, Inc.127%157%0.811.30
AIG American International Group, Inc.64%93%0.680.91
LNC Lincoln National Corporation119%211%0.561.67
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What diversifies PRU?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions). This section lists large ETFs and stocks whose returns have had a low correlation with PRU's. Because such investments tend not to fall at the same time, pairing PRU with them can reduce a portfolio's overall swings.

Only ETFs with at least $1.0B in assets and stocks worth at least $10B, with a correlation below 0.5 over the past 5 years and a positive return, are included, ranked by Sharpe ratio; funds that hold the same thing are shown once. The year columns are the years in which PRU lost money. The last two columns show a portfolio that is 80% PRU and 20% the other investment, rebalanced monthly.

ETFs

InvestmentCorrelation5Y returnSharpe202220202018201520112008200280/20 mix volatility80/20 mix annual return
PRU Prudential Financial, Inc. (this page)1.00+29.0%0.33−3.9%−11.4%−26.5%−7.4%−12.1%−66.3%−3.1%23.9%+6.6%
DXJ InternationalWisdomTree Japan Hedged Equity Fund0.32+225%1.34+6.0%+3.9%−19.8%+7.7%−16.1%−20.8%—20.1%+10.9%
SMH TechnologyVanEck Semiconductor ETF0.18+323%0.97−33.5%+55.5%−9.1%−0.3%+6.8%−44.7%−47.0%21.5%+13.5%
GLD CommoditiesSPDR Gold Shares-0.10+126%0.96−0.8%+24.8%−1.9%−10.7%+9.6%+4.9%—19.1%+9.7%
IOO InternationaliShares Global 100 ETF0.49+107%0.94−16.3%+18.6%−6.3%−1.8%−4.1%−36.1%−24.0%20.8%+9.0%
SPMO Broad MarketInvesco S&P 500 Momentum ETF0.44+136%0.93−10.4%+28.2%−0.9%————21.2%+9.9%
EWT TechnologyiShares MSCI Taiwan ETF0.12+153%0.89−28.9%+31.5%−9.9%−12.9%−21.8%−45.3%−24.4%20.4%+10.4%
EDIV InternationalState Street SPDR S&P Emerging Markets Dividend ETF0.28+69.9%0.84−15.3%−10.0%−6.2%−27.4%———20.0%+8.0%
PTLC Broad MarketPacer Trendpilot US Large Cap ETF0.35+57.4%0.83−8.6%−1.2%+1.5%————20.0%+7.8%

Stocks

InvestmentCorrelation5Y returnSharpe202220202018201520112008200280/20 mix volatility80/20 mix annual return
PRU Prudential Financial, Inc. (this page)1.00+29.0%0.33−3.9%−11.4%−26.5%−7.4%−12.1%−66.3%−3.1%23.9%+6.6%
CAH Medical - DistributionCardinal Health, Inc.0.31+479%1.55+54.1%+10.1%−24.5%+12.6%+8.1%−39.6%−8.3%21.3%+13.0%
CLS Hardware, Equipment & PartsCelestica Inc.0.29+3,143%1.47+1.3%−2.4%−16.3%−6.0%−24.4%−20.5%−65.1%25.1%+25.1%
FIX Engineering & ConstructionComfort Systems USA, Inc.0.21+1,636%1.46+17.0%+6.7%+0.8%+67.7%−17.0%−15.2%−9.4%22.8%+21.5%
MCK Medical - DistributionMcKesson Corporation0.25+413%1.44+51.8%+27.1%−28.4%−4.5%+11.8%−40.4%−27.2%20.9%+12.5%
MPC Oil & Gas Refining & MarketingMarathon Petroleum Corporation0.35+690%1.41+86.6%−27.4%−8.2%+17.4%———22.2%+14.9%
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Common questions

What was PRU's worst drawdown?

PRU's deepest decline since it began trading in 2001 was 88.5%, from May 2007 to March 2009. It took about five years from the low to climb back to its old high.

What were PRU's best and worst years?

Over 24 full calendar years, PRU's best year was 2013, when it returned 77.1%. Its worst was 2008, with a return of -66.3%.

Is there a better investment than PRU?

Among PRU's popular alternatives, CB and AFL earned more than PRU with less volatility over the past 5 years. CB returned 15.7% a year at 20.4% volatility, against 5.2% a year at 25.5%. Looking beyond its popular alternatives, TRV (property & casualty insurance) and THG (property & casualty insurance) earned more than PRU with less volatility over the past 5 years. TRV returned 22.4% a year at 22.3% volatility, against 5.2% a year at 25.5%.

Is PRU more volatile than the S&P 500?

Yes. PRU's volatility over the past 5 years was 25.5%, 1.5 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, PRU's return lands within 25.5% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

What is PRU's Sharpe ratio?

PRU's Sharpe ratio over the past 5 years was 0.33, against 0.79 for the S&P 500, so PRU earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

How correlated is PRU with the S&P 500?

Over the past 5 years, PRU's monthly returns had a correlation of 0.56 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against PRU instead: the lower it is, the more that option would diversify a PRU holding.

What are the best alternatives to PRU?

Of the 19 popular alternatives we compared, 11 outperformed PRU in at least 3 of 5 short-term and 2 of 3 long-term timeframes, with dividends reinvested: CNO, UNM and MET.

Did PRU outperform the S&P 500?

PRU finished ahead of the S&P 500 (SPY) in 12 of 24 full calendar years. In 2025, it returned +0.2%, against +17.7% for the index.

How did PRU do in stock market crashes?

PRU fell less than the S&P 500 (SPY) in none of the nine major crashes it has traded through, and further in nine. The clearest case was the 2008 financial crisis, when PRU fell 88.3% and the S&P 500 fell 55.2%.

What diversifies PRU?

These had a low correlation with PRU over the past 5 years and still earned a positive 5-year return: among large ETFs, DXJ (correlation 0.32), SMH (correlation 0.18) and GLD (correlation -0.10); among large stocks, CAH (correlation 0.31), CLS (correlation 0.29) and FIX (correlation 0.21). A correlation near zero means the two have moved largely independently.

How we measure

More research

Popular alternatives to PRU

Other stocks and ETFs