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PHG vs. PROSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PHG and PROSY is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

PHG vs. PROSY - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-4.34%
-100.00%
PHG
PROSY

Key characteristics

Sharpe Ratio

PHG:

0.32

PROSY:

1.02

Sortino Ratio

PHG:

0.90

PROSY:

1.52

Omega Ratio

PHG:

1.13

PROSY:

1.20

Calmar Ratio

PHG:

0.20

PROSY:

0.31

Martin Ratio

PHG:

1.15

PROSY:

3.97

Ulcer Index

PHG:

11.37%

PROSY:

7.87%

Daily Std Dev

PHG:

40.46%

PROSY:

30.74%

Max Drawdown

PHG:

-79.52%

PROSY:

-100.00%

Current Drawdown

PHG:

-52.71%

PROSY:

-100.00%

Fundamentals

Market Cap

PHG:

$25.38B

PROSY:

$100.86B

EPS

PHG:

-$0.51

PROSY:

$0.63

Total Revenue (TTM)

PHG:

$18.04B

PROSY:

$2.91B

Gross Profit (TTM)

PHG:

$7.61B

PROSY:

$1.19B

EBITDA (TTM)

PHG:

$393.50M

PROSY:

-$18.00M

Returns By Period

In the year-to-date period, PHG achieves a 11.31% return, which is significantly lower than PROSY's 39.86% return.


PHG

YTD

11.31%

1M

-4.56%

6M

-4.34%

1Y

13.45%

5Y*

-9.07%

10Y*

1.79%

PROSY

YTD

39.86%

1M

2.34%

6M

12.76%

1Y

28.42%

5Y*

-90.38%

10Y*

N/A

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Risk-Adjusted Performance

PHG vs. PROSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips N.V. (PHG) 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.


Sharpe ratio
The chart of Sharpe ratio for PHG, currently valued at 0.32, compared to the broader market-4.00-2.000.002.000.321.02
The chart of Sortino ratio for PHG, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.901.52
The chart of Omega ratio for PHG, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.20
The chart of Calmar ratio for PHG, currently valued at 0.20, compared to the broader market0.002.004.006.000.200.31
The chart of Martin ratio for PHG, currently valued at 1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.001.153.97
PHG
PROSY

The current PHG Sharpe Ratio is 0.32, which is lower than the PROSY Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PHG and PROSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.02
PHG
PROSY

Dividends

PHG vs. PROSY - Dividend Comparison

PHG has not paid dividends to shareholders, while PROSY's dividend yield for the trailing twelve months is around 0.27%.


TTM20232022202120202019201820172016201520142013
PHG
Koninklijke Philips N.V.
0.00%0.00%6.95%3.03%1.87%2.17%3.11%2.52%3.18%3.94%4.17%2.93%
PROSY
Prosus N.V.
0.27%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PHG vs. PROSY - Drawdown Comparison

The maximum PHG drawdown since its inception was -79.52%, smaller than the maximum PROSY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for PHG and PROSY. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-52.71%
-100.00%
PHG
PROSY

Volatility

PHG vs. PROSY - Volatility Comparison

The current volatility for Koninklijke Philips N.V. (PHG) is 5.47%, while Prosus N.V. (PROSY) has a volatility of 6.21%. This indicates that PHG experiences smaller price fluctuations and is considered to be less risky than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
6.21%
PHG
PROSY

Financials

PHG vs. PROSY - Financials Comparison

This section allows you to compare key financial metrics between Koninklijke Philips N.V. and Prosus N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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