NEXOY vs. PROSY

Last updated Jun 3, 2026

NEXOY (Nexon Co Ltd ADR) and PROSY (Prosus N.V.) are both stocks. Both are in the Communication Services sector — NEXOY in Electronic Gaming & Multimedia, PROSY in Internet Content & Information. Over the past 5 years, NEXOY returned -7.99%/yr vs -0.71%/yr for PROSY. At a 0.22 correlation, their price movements are largely independent.

Performance

NEXOY vs. PROSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nexon Co Ltd ADR (NEXOY) 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, NEXOY achieves a -42.10% return, which is significantly lower than PROSY's -24.92% return.

NEXOY

• 1D: 0.84%
• 1M: -12.41%
• YTD: -42.10%
• 6M: -40.84%
• 1Y: -20.25%
• 3Y*: -11.44%
• 5Y*: -7.99%
• 10Y*: —

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)

NEXOY vs. PROSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
NEXOY Nexon Co Ltd ADR	-42.10%	67.83%	-17.37%	-19.02%	16.18%	-37.79%	128.71%	15.32%
PROSY Prosus N.V.	-24.92%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	6.28%

Correlation

The correlation between NEXOY and PROSY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Oct 30, 2019	0.22

Fundamentals

Market Cap NEXOY : $11.50B PROSY : $103.60B
EPS NEXOY : $156.53 PROSY : $1.91
PE Ratio NEXOY : 0.09 PROSY : 4.85
PEG Ratio NEXOY : 0.01 PROSY : 0.03
PS Ratio NEXOY : 0.02 PROSY : 8.12
PB Ratio NEXOY : 0.01 PROSY : 1.87
Total Revenue (TTM) NEXOY : $520.50B PROSY : $12.76B
Gross Profit (TTM) NEXOY : $313.71B PROSY : $5.31B
EBITDA (TTM) NEXOY : $181.71B PROSY : $10.72B

Return for Risk

NEXOY vs. PROSY — Risk / Return Rank

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

NEXOY

NEXOY Risk / Return Rank: 23
NEXOY Sharpe Ratio Rank: 21
NEXOY Sortino Ratio Rank: 22
NEXOY Omega Ratio Rank: 22
NEXOY Calmar Ratio Rank: 27
NEXOY Martin Ratio Rank: 22

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.

NEXOY vs. PROSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nexon Co Ltd ADR (NEXOY) 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.

	NEXOY	PROSY	Difference
Sharpe ratio Return per unit of total volatility	-0.45	-0.27	-0.19
Sortino ratio Return per unit of downside risk	-0.37	-0.17	-0.20
Omega ratio Gain probability vs. loss probability	0.95	0.98	-0.03
Calmar ratio Return relative to maximum drawdown	-0.40	-0.22	-0.18
Martin ratio Return relative to average drawdown	-0.92	-0.43	-0.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEXOY vs. PROSY - Sharpe Ratio Comparison

The current NEXOY Sharpe Ratio is -0.45, which is lower than the PROSY Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of NEXOY 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

	NEXOY	PROSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.45	-0.27	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	-0.02	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.08	0.00

Drawdowns

NEXOY vs. PROSY - Drawdown Comparison

The maximum NEXOY drawdown since its inception was -62.15%, smaller than the maximum PROSY drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for NEXOY and PROSY.

Drawdown Indicators

	NEXOY	PROSY	Difference
Max Drawdown Largest peak-to-trough decline	-62.15%	-69.36%	+7.21%
Max Drawdown (1Y) Largest decline over 1 year	-51.74%	-39.09%	-12.65%
Max Drawdown (3Y) Largest decline over 3 years	-51.74%	-39.09%	-12.65%
Max Drawdown (5Y) Largest decline over 5 years	-51.74%	-61.97%	+10.23%
Current Drawdown Current decline from peak	-57.11%	-36.35%	-20.76%
Average Drawdown Average peak-to-trough decline	-36.23%	-30.00%	-6.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.63%	20.34%	+2.29%

Volatility

NEXOY vs. PROSY - Volatility Comparison

Nexon Co Ltd ADR (NEXOY) and Prosus N.V. (PROSY) have volatilities of 15.05% and 14.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEXOY	PROSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.05%	14.76%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	34.92%	27.37%	+7.55%
Volatility (1Y) Calculated over the trailing 1-year period	44.86%	32.71%	+12.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.67%	43.10%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.06%	41.71%	+5.35%

Dividends

NEXOY vs. PROSY - Dividend Comparison

Neither NEXOY nor PROSY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
NEXOY Nexon Co Ltd ADR	0.00%	0.00%	0.66%	0.00%	0.00%	0.00%	0.00%
PROSY Prosus N.V.	0.00%	0.00%	0.28%	0.25%	0.20%	0.20%	0.12%

Financials

Frequently Asked Questions

Can I hold both NEXOY and PROSY in my portfolio?

NEXOY and PROSY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NEXOY or PROSY?

NEXOY has higher volatility (15.05%) compared to PROSY (14.76%). In terms of maximum drawdown, NEXOY dropped -62.15% vs PROSY's -69.36%.

Which has better risk-adjusted returns?

PROSY currently has the higher Sharpe Ratio (-0.27 vs -0.45), 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.