Prudential Financial, Inc. (PRU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Prudential Financial, Inc. (PRU): 1Y return 20.4%, Sharpe ratio 0.93, volatility 21.8%, max drawdown -21.5%. A Stock in the Equity asset class. Compare PRU with other assets and invest through your own broker with pfolio.
Prudential Financial, Inc. (PRU) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PRU Performance
- MTD
- Return: -0.2%, Sharpe: -0.43, Volatility: 11.0%, Max Drawdown: -1.1%
- YTD
- Return: 4.4%, Sharpe: 0.35, Volatility: 22.9%, Max Drawdown: -21.5%
- 1Y
- Return: 20.4%, Sharpe: 0.93, Volatility: 21.8%, Max Drawdown: -21.5%
- 5Y
- Return: 32.8%, Sharpe: 0.34, Volatility: 25.0%, Max Drawdown: -33.1%
- 10Y
- Return: 112.0%, Sharpe: 0.39, Volatility: 31.0%, Max Drawdown: -65.9%
Frequently Asked Questions
- What is Prudential Financial, Inc. (PRU)?
- Prudential Financial, Inc. (PRU) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does PRU compare to other assets?
- You can compare PRU with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PRU through pfolio?
- pfolio helps you build diversified portfolios that may include PRU. You invest through your own broker — pfolio provides the analytics.