CHDRY vs. PROSY

Last updated Jun 4, 2026

CHDRY (Christian Dior SE ADR) and PROSY (Prosus N.V.) are both stocks. CHDRY operates in Luxury Goods (Consumer Cyclical), while PROSY operates in Internet Content & Information (Communication Services). Over the past 5 years, CHDRY returned 1.39%/yr vs -0.71%/yr for PROSY. At a 0.15 correlation, their price movements are largely independent.

Performance

CHDRY vs. PROSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Christian Dior SE ADR (CHDRY) and Prosus N.V. (PROSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHDRY achieves a -22.18% return, which is significantly higher than PROSY's -24.92% return.

CHDRY

• 1D: 0.00%
• 1M: 6.59%
• YTD: -22.18%
• 6M: -22.26%
• 1Y: 11.67%
• 3Y*: -11.68%
• 5Y*: 1.39%
• 10Y*: 15.65%

PROSY

• 1D: -5.69%
• 1M: -2.52%
• YTD: -24.92%
• 6M: -23.18%
• 1Y: -8.66%
• 3Y*: 12.81%
• 5Y*: -0.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDRY vs. PROSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CHDRY Christian Dior SE ADR	-22.18%	19.90%	-22.42%	10.79%	-11.91%	60.82%	14.60%	-2.80%
PROSY Prosus N.V.	-24.92%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	-9.97%

Correlation

The correlation between CHDRY and PROSY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Sep 16, 2019	0.15

Fundamentals

EPS CHDRY : $26.95 PROSY : $1.91
PE Ratio CHDRY : 4.95 PROSY : 4.85
PS Ratio CHDRY : 0.29 PROSY : 8.12
Total Revenue (TTM) CHDRY : $165.19B PROSY : $12.76B
Gross Profit (TTM) CHDRY : $108.56B PROSY : $5.31B
EBITDA (TTM) CHDRY : $46.92B PROSY : $10.72B

Return for Risk

CHDRY vs. PROSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHDRY

CHDRY Risk / Return Rank: 48
CHDRY Sharpe Ratio Rank: 49
CHDRY Sortino Ratio Rank: 46
CHDRY Omega Ratio Rank: 46
CHDRY Calmar Ratio Rank: 49
CHDRY Martin Ratio Rank: 50

PROSY

PROSY Risk / Return Rank: 30
PROSY Sharpe Ratio Rank: 29
PROSY Sortino Ratio Rank: 26
PROSY Omega Ratio Rank: 26
PROSY Calmar Ratio Rank: 33
PROSY Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHDRY vs. PROSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Christian Dior SE ADR (CHDRY) and Prosus N.V. (PROSY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	CHDRY	PROSY	Difference
Sharpe ratio: Return per unit of total volatility	0.21	-0.27	+0.48
Sortino ratio: Return per unit of downside risk	0.68	-0.17	+0.84
Omega ratio: Gain probability vs. loss probability	1.09	0.98	+0.11
Calmar ratio: Return relative to maximum drawdown	0.36	-0.22	+0.59
Martin ratio: Return relative to average drawdown	0.79	-0.43	+1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHDRY vs. PROSY - Sharpe Ratio Comparison

The current CHDRY Sharpe Ratio is 0.21, which is higher than the PROSY Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CHDRY and PROSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHDRY	PROSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	-0.27	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	-0.02	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.08	+0.29

Drawdowns

CHDRY vs. PROSY - Drawdown Comparison

The maximum CHDRY drawdown since its inception was -48.64%, smaller than the maximum PROSY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for CHDRY and PROSY.

Drawdown Indicators

	CHDRY	PROSY	Difference
Max Drawdown Largest peak-to-trough decline	-48.64%	-69.36%	+20.72%
Max Drawdown (1Y) Largest decline over 1 year	-32.24%	-39.09%	+6.85%
Max Drawdown (3Y) Largest decline over 3 years	-48.64%	-39.09%	-9.55%
Max Drawdown (5Y) Largest decline over 5 years	-48.64%	-61.97%	+13.33%
Max Drawdown (10Y) Largest decline over 10 years	-48.64%	—	—
Current Drawdown Current decline from peak	-40.96%	-36.35%	-4.61%
Average Drawdown Average peak-to-trough decline	-11.94%	-30.00%	+18.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.81%	20.34%	-5.53%

Volatility

CHDRY vs. PROSY - Volatility Comparison

Christian Dior SE ADR (CHDRY) has a higher volatility of 17.82% compared to Prosus N.V. (PROSY) at 14.76%. This indicates that CHDRY's price experiences larger fluctuations and is considered to be riskier than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHDRY	PROSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.82%	14.76%	+3.06%
Volatility (6M) Calculated over the trailing 6-month period	41.54%	27.37%	+14.17%
Volatility (1Y) Calculated over the trailing 1-year period	54.76%	32.71%	+22.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.44%	43.10%	+9.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.33%	41.71%	+0.62%

Dividends

CHDRY vs. PROSY - Dividend Comparison

CHDRY's dividend yield for the trailing twelve months is around 3.13%, while PROSY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHDRY Christian Dior SE ADR	3.13%	2.23%	2.30%	1.72%	1.72%	0.99%	1.02%	8.52%	1.78%	1.42%	3.70%	6.14%
PROSY Prosus N.V.	0.00%	0.00%	0.28%	0.25%	0.20%	0.20%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both CHDRY and PROSY in my portfolio?

CHDRY and PROSY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHDRY or PROSY?

CHDRY has higher volatility (17.82%) compared to PROSY (14.76%). In terms of maximum drawdown, CHDRY dropped -48.64% vs PROSY's -69.36%.

Which has better risk-adjusted returns?

CHDRY currently has the higher Sharpe Ratio (0.21 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.