PGY vs. PROSY

Last updated Jun 13, 2026

PGY (Pagaya Technologies Ltd.) and PROSY (Prosus N.V.) are both stocks. PGY operates in Software - Infrastructure (Technology), while PROSY operates in Internet Content & Information (Communication Services). Over the past 3 years, PGY returned 1.47%/yr vs 10.69%/yr for PROSY. At a 0.25 correlation, their price movements are largely independent.

Performance

PGY vs. PROSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pagaya Technologies Ltd. (PGY) and Prosus N.V. (PROSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with PGY having a -26.22% return and PROSY slightly lower at -26.62%.

PGY

• 1D: -2.10%
• 1M: 13.88%
• YTD: -26.22%
• 6M: -32.07%
• 1Y: -14.05%
• 3Y*: 1.47%
• 5Y*: —
• 10Y*: —

PROSY

• 1D: -2.58%
• 1M: -0.11%
• YTD: -26.62%
• 6M: -27.15%
• 1Y: -15.15%
• 3Y*: 10.69%
• 5Y*: -0.56%
• 10Y*: —

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

PGY vs. PROSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PGY Pagaya Technologies Ltd.	-26.22%	124.97%	-43.90%	11.29%	-82.29%
PROSY Prosus N.V.	-26.62%	55.67%	33.80%	-5.32%	32.07%

Correlation

The correlation between PGY and PROSY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jun 23, 2022	0.25

Fundamentals

Market Cap PGY : $1.49B PROSY : $101.26B
EPS PGY : $1.06 PROSY : $1.91
PE Ratio PGY : 14.50 PROSY : 4.74
PS Ratio PGY : 1.10 PROSY : 7.94
PB Ratio PGY : 2.82 PROSY : 1.83
Total Revenue (TTM) PGY : $1.30B PROSY : $12.76B
Gross Profit (TTM) PGY : $396.55M PROSY : $5.31B
EBITDA (TTM) PGY : $180.28M PROSY : $10.72B

Return for Risk

PGY vs. PROSY — Risk / Return Rank

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

PGY

PGY Risk / Return Rank: 37
PGY Sharpe Ratio Rank: 34
PGY Sortino Ratio Rank: 38
PGY Omega Ratio Rank: 37
PGY Calmar Ratio Rank: 36
PGY Martin Ratio Rank: 37

PROSY

PROSY Risk / Return Rank: 23
PROSY Sharpe Ratio Rank: 19
PROSY Sortino Ratio Rank: 19
PROSY Omega Ratio Rank: 20
PROSY Calmar Ratio Rank: 27
PROSY Martin Ratio Rank: 28

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.

PGY vs. PROSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pagaya Technologies Ltd. (PGY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PGY	PROSY	Difference
Sharpe ratio: Return per unit of total volatility	-0.21	-0.53	+0.33
Sortino ratio: Return per unit of downside risk	0.26	-0.60	+0.86
Omega ratio: Gain probability vs. loss probability	1.03	0.93	+0.10
Calmar ratio: Return relative to maximum drawdown	-0.22	-0.44	+0.22
Martin ratio: Return relative to average drawdown	-0.33	-0.81	+0.48

PGY vs. PROSY - Sharpe Ratio Comparison

The current PGY Sharpe Ratio is -0.21, which is higher than the PROSY Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of PGY 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.

Drawdowns

PGY vs. PROSY - Drawdown Comparison

The maximum PGY drawdown since its inception was -98.09%, which is greater than PROSY's maximum drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for PGY and PROSY.

Drawdown Indicators

	PGY	PROSY	Difference
Max Drawdown Largest peak-to-trough decline	-98.09%	-69.36%	-28.73%
Max Drawdown (1Y) Largest decline over 1 year	-75.71%	-39.09%	-36.62%
Max Drawdown (3Y) Largest decline over 3 years	-75.71%	-39.09%	-36.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-60.96%	—
Current Drawdown Current decline from peak	-95.71%	-37.79%	-57.92%
Average Drawdown Average peak-to-trough decline	-92.10%	-30.01%	-62.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.48%	21.26%	+28.22%

Volatility

PGY vs. PROSY - Volatility Comparison

Pagaya Technologies Ltd. (PGY) has a higher volatility of 23.48% compared to Prosus N.V. (PROSY) at 13.50%. This indicates that PGY'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

	PGY	PROSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.48%	13.50%	+9.98%
Volatility (6M) Calculated over the trailing 6-month period	56.92%	27.41%	+29.51%
Volatility (1Y) Calculated over the trailing 1-year period	80.20%	32.46%	+47.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	144.65%	43.10%	+101.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	144.65%	41.64%	+103.01%

Dividends

PGY vs. PROSY - Dividend Comparison

Neither PGY nor PROSY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
PGY Pagaya Technologies Ltd.	0.00%	0.00%	0.00%	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 PGY and PROSY in my portfolio?

PGY and PROSY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PGY or PROSY?

PGY has higher volatility (23.48%) compared to PROSY (13.50%). In terms of maximum drawdown, PGY dropped -98.09% vs PROSY's -69.36%.

Which has better risk-adjusted returns?

PGY currently has the higher Sharpe Ratio (-0.21 vs -0.53), 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.