PRU vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against +10.70% for PRU. Over five years, SPY averaged +11.69% a year, compared with +0.53% for PRU. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.37), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -22.51% for PRU.