Prudential Financial (PRU): analysis and statistics
Return, volatility, Sharpe ratio and risk for Prudential Financial, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $119.24 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +12.30% |
| Total return over period | +41.31% |
| Annualized volatility | 24.08% |
| Period volatility | 41.58% |
| Sharpe ratio | 0.35 |
| Sortino ratio | 0.47 |
| Max drawdown | -25.66% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.85% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $77.42 – $125.13 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Prudential Financial (PRU) has posted an annualized return of +12.30% with annual volatility of 24.08%, a Sharpe ratio of 0.35. Its worst stretch (max drawdown from a peak) was -25.66%. Its correlation with the S&P 500 is 0.58, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how PRU would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Prudential Financial (PRU) is of the S&P 500.
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