Prudential plc

10-Year Study

PRU.LSE · Financial Services · GB · Common Stock

Executive Summary: Prudential plc has compounded at 2.1% annually over the last 10 years, with a maximum drawdown of 57.4% and an annualized volatility of 25.7%.

1Y CAGR
+36.0%
3Y CAGR
+2.1%
5Y CAGR
-5.2%
10Y CAGR
+2.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
57.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +79.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -28.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.2-5.6-8.77.9————————-2.1%
20256.57.313.6-4.26.78.05.62.65.31.33.64.779.7%
2024-7.8-5.0-4.4-5.76.6-3.8-2.7-6.86.5-7.2-0.4-0.7-28.2%
202318.8-5.2-13.29.9-12.85.0-2.3-10.7-8.0-3.50.62.8-21.3%
2022-3.1-8.0-0.2-10.92.7-2.1-1.0-10.2-1.1-9.320.815.1-11.5%
2021-13.020.19.4-0.4-2.2-8.5-1.211.7-1.02.7-14.6-0.1-2.4%
2020-6.7-6.3-18.39.0-7.216.4-9.310.5-9.2-15.024.015.2-7.0%
20196.07.0-0.727.1-9.18.8-1.0-19.47.87.12.15.339.9%
20180.0-4.0-0.75.4-3.4-4.24.1-2.81.4-10.7-1.9-9.0-24.0%
2017-5.94.97.21.81.21.44.9-0.8-1.63.70.42.520.8%
2016———3.62.4-8.96.23.30.2-2.316.05.126.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 25.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 35.7% of variance. Idiosyncratic stock-specific factors contribute 42.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110357.416892754665
2016-05-0110607.22535737346
2016-06-019661.79860843682
2016-07-0110261.338228608987
2016-08-0110600.308657167592
2016-09-0110623.629935691597
2016-10-0110374.852258611852
2016-11-0112038.560719466537
2016-12-0112652.732889940266
2017-01-0111910.283263890298
2017-02-0112497.246117897774
2017-03-0113397.015927983855
2017-04-0113635.39654917812
2017-05-0113794.318507558624
2017-06-0113992.968639157765
2017-07-0114684.273830447031
2017-08-0114566.834700478044
2017-09-0114334.150049078227
2017-10-0114859.6964967701
2017-11-0114915.860519389518
2017-12-0115288.959280996734
2018-01-0115292.970086893074
2018-02-0114687.187832074287
2018-03-0114581.063043081707
2018-04-0115368.120289431241
2018-05-0114847.513514609096
2018-06-0114220.327941001891
2018-07-0114798.32294341961
2018-08-0114379.788456916844
2018-09-0114582.845494792497
2018-10-0113016.402841035766
2018-11-0112767.759513792575
2018-12-0111619.864086609317
2019-01-0112311.917467505582
2019-02-0113178.021061653255
2019-03-0113083.816346089812
2019-04-0116624.610332993598
2019-05-0115115.457965276793
2019-06-0116442.554790447553
2019-07-0116270.082011490675
2019-08-0113109.889319278478
2019-09-0114135.297334067818
2019-10-0115133.795003304456
2019-11-0115448.029910482906
2019-12-0116261.672705230956
2020-01-0115173.076133956776
2020-02-0114219.14863617905
2020-03-0111623.525351519182
2020-04-0112667.45490575967
2020-05-0111752.614847484703
2020-06-0113677.705527742952
2020-07-0112409.277327632633
2020-08-0113711.853136029933
2020-09-0112448.99390992046
2020-10-0110583.328239868748
2020-11-0113128.131632437378
2020-12-0115120.643798390553
2021-01-0113161.808443988568
2021-02-0115811.008538561877
2021-03-0117293.6506672612
2021-04-0117226.292802746786
2021-05-0116850.21810811036
2021-06-0115418.908375456396
2021-07-0115228.066040979595
2021-08-0117007.845944947694
2021-09-0116839.3572656949
2021-10-0117296.5065513642
2021-11-0114767.713075420494
2021-12-0114750.351562160686
2022-01-0114298.984734897947
2022-02-0113153.216757011382
2022-03-0113125.418542539532
2022-04-0111690.184089949966
2022-05-0112008.480856053126
2022-06-0111759.631556793209
2022-07-0111643.887663793153
2022-08-0110459.213213317282
2022-09-0110345.776648463807
2022-10-019385.04875339132
2022-11-0111336.602310232667
2022-12-0113050.867243215187
2023-01-0115504.777175891877
2023-02-0114694.523269359117
2023-03-0112756.944458268306
2023-04-0114024.535686403882
2023-05-0112224.440832596196
2023-06-0112832.189935362238
2023-07-0112531.20802698651
2023-08-0111184.899726007045
2023-09-0110289.472610612407
2023-10-019930.591186558428
2023-11-019990.790961363202
2023-12-0110270.950364259252
2024-01-019474.46549499337
2024-02-019002.13054043778
2024-03-018602.864511700596
2024-04-018116.566121826564
2024-05-018649.178610407553
2024-06-018318.03248654692
2024-07-018095.723823090727
2024-08-017549.216468685848
2024-09-018043.12465865116
2024-10-017464.148588222817
2024-11-017431.726527731731
2024-12-017376.145650632153
2025-01-017853.221090037916
2025-02-018422.932502779651
2025-03-019568.385909273686
2025-04-019169.992904513532
2025-05-019783.795916056326
2025-06-0110569.001456919377
2025-07-0111161.958635216308
2025-08-0111449.17221322716
2025-09-0112056.739642177741
2025-10-0112218.885996635463
2025-11-0112664.788471394197
2025-12-0113255.464476918754
2026-01-0113950.377424594706
2026-02-0113174.391299689894
2026-03-0112021.993994793942
2026-04-0112971.70835661774
Annual Return Matrix
YearAnnual Return
20170.20835233099344386
2018-0.23998331913591298
20190.39947185130769647
2020-0.07016676128731614
2021-0.024489184532557995
2022-0.11521652970666907
2023-0.21300629507216418
2024-0.28184390060927667
20250.7970719539388069
2026-0.021406727828746197
Total Factor Risk
0.2565968445348287
VTI.US Exposure
0.08529518484121164
VEA.US Exposure
0.35693475520077234
VWO.US Exposure
0.23020555364926182
QQQ.US Exposure
-0.04392481088519896
VTV.US Exposure
-0.02151704789880692
IJR.US Exposure
-0.01927850737694104
QUAL.US Exposure
-0.08323557787428622
SHV.US Exposure
0.0047650004600774945
TLT.US Exposure
0.06408624193230912
LQD.US Exposure
-0.03496978869890947
HYG.US Exposure
-0.016949368198470437
GLD.US Exposure
-0.013484076158949313
USO.US Exposure
-0.002052664607643211
VNQ.US Exposure
0.001530804595513894
BTC-USD.CC Exposure
0.005726118789886341
CPER.US Exposure
0.0047394117414677524
VIX.INDX Exposure
0.07334880022048154
UUP.US Exposure
-0.016951522736802425
TIP.US Exposure
-0.0019060609601486212
Idiosyncratic Exposure
0.42763755396517483
Value Score
46.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →9.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.46%
Market Cap$27.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.650.02%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
8.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.90
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Prudential plc a high-risk investment?

Prudential plc (PRU.LSE) has an annualized volatility of 25.7% and experienced a maximum drawdown of 57.4% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of PRU.LSE?

Over the past 10 years, PRU.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.1%. It has had a positive return in 30% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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