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Koninklijke Philips N.V. (PHG)

Equity · Currency in USD
Sector
Healthcare
Industry
Diagnostics & Research
ISIN
NL0000009538

PHGPrice Chart


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PHGPerformance

The chart shows the growth of $10,000 invested in Koninklijke Philips N.V. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,891 for a total return of roughly 68.91%. All prices are adjusted for splits and dividends.


PHG (Koninklijke Philips N.V.)
Benchmark (S&P 500)

PHGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-22.11%0.43%
6M-33.03%9.37%
YTD-30.21%22.33%
1Y-25.50%26.59%
5Y6.73%15.74%
10Y10.17%14.46%

PHGMonthly Returns Heatmap


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PHGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Koninklijke Philips N.V. Sharpe ratio is -0.99. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


PHG (Koninklijke Philips N.V.)
Benchmark (S&P 500)

PHGDividends

Koninklijke Philips N.V. granted a 2.78% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.03 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.03$0.00$0.96$0.99$0.86$0.88$0.91$1.10$0.98$1.00$1.02$0.95

Dividend yield

2.78%0.00%1.97%2.83%2.28%2.89%3.57%3.79%2.66%3.76%4.85%3.10%

PHGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


PHG (Koninklijke Philips N.V.)
Benchmark (S&P 500)

PHGWorst Drawdowns

The table below shows the maximum drawdowns of the Koninklijke Philips N.V.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Koninklijke Philips N.V. is 51.49%, recorded on Sep 22, 2011. It took 460 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.49%Apr 27, 2010357Sep 22, 2011460Jul 24, 2013817
-38.12%Apr 26, 2021151Nov 26, 2021
-36.81%Jan 23, 202037Mar 16, 202084Jul 15, 2020121
-35.3%Jan 16, 2014428Sep 28, 2015396Apr 25, 2017824
-28.75%Sep 27, 201867Jan 3, 2019137Jul 22, 2019204
-17.24%Jul 30, 202039Sep 23, 202061Dec 18, 2020100
-13.91%Sep 26, 201911Oct 10, 201951Dec 23, 201962
-13.9%Oct 5, 201787Feb 8, 201850Apr 23, 2018137
-9.93%Jan 28, 20108Feb 8, 201018Mar 5, 201026
-8.84%Jan 15, 20105Jan 22, 20103Jan 27, 20108

PHGVolatility Chart

Current Koninklijke Philips N.V. volatility is 71.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PHG (Koninklijke Philips N.V.)
Benchmark (S&P 500)

Portfolios with Koninklijke Philips N.V.


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