PHG vs. PROSY
Compare and contrast key facts about Koninklijke Philips N.V. (PHG) and Prosus N.V. (PROSY).
Performance
PHG vs. PROSY - Performance Comparison
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PHG vs. PROSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PHG Koninklijke Philips N.V. | 1.18% | 10.87% | 8.53% | 55.64% | -57.64% | -30.75% | 11.00% | 2.16% |
PROSY Prosus N.V. | -25.16% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
Fundamentals
PHG:
$26.47B
PROSY:
$103.27B
PHG:
$0.93
PROSY:
$1.91
PHG:
29.46
PROSY:
4.84
PHG:
15.29
PROSY:
0.03
PHG:
1.48
PROSY:
8.09
PHG:
2.42
PROSY:
1.87
PHG:
$17.83B
PROSY:
$12.76B
PHG:
$8.06B
PROSY:
$5.31B
PHG:
$2.60B
PROSY:
$10.72B
Returns By Period
In the year-to-date period, PHG achieves a 1.18% return, which is significantly higher than PROSY's -25.16% return.
PHG
- 1D
- 3.28%
- 1M
- -14.38%
- YTD
- 1.18%
- 6M
- 0.51%
- 1Y
- 11.83%
- 3Y*
- 15.68%
- 5Y*
- -12.35%
- 10Y*
- 1.66%
PROSY
- 1D
- 4.17%
- 1M
- -9.67%
- YTD
- -25.16%
- 6M
- -34.49%
- 1Y
- -0.11%
- 3Y*
- 9.34%
- 5Y*
- -2.72%
- 10Y*
- —
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Return for Risk
PHG vs. PROSY — Risk / Return Rank
PHG
PROSY
PHG vs. PROSY - Risk-Adjusted Trends 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.
| PHG | PROSY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | -0.00 | +0.37 |
Sortino ratioReturn per unit of downside risk | 0.77 | 0.22 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.03 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.02 | +0.55 |
Martin ratioReturn relative to average drawdown | 1.64 | -0.05 | +1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PHG | PROSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | -0.00 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | -0.06 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.08 | +0.13 |
Correlation
The correlation between PHG and PROSY is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PHG vs. PROSY - Dividend Comparison
PHG's dividend yield for the trailing twelve months is around 3.23%, while PROSY has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHG Koninklijke Philips N.V. | 3.23% | 3.27% | 0.00% | 0.00% | 6.43% | 2.80% | 0.00% | 1.97% | 2.82% | 2.02% | 2.51% | 2.98% |
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% |
Drawdowns
PHG vs. PROSY - Drawdown Comparison
The maximum PHG drawdown since its inception was -79.61%, which is greater than PROSY's maximum drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for PHG and PROSY.
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Drawdown Indicators
| PHG | PROSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.61% | -69.36% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -20.24% | -39.09% | +18.85% |
Max Drawdown (5Y)Largest decline over 5 years | -79.61% | -65.77% | -13.84% |
Max Drawdown (10Y)Largest decline over 10 years | -79.61% | — | — |
Current DrawdownCurrent decline from peak | -50.72% | -36.56% | -14.16% |
Average DrawdownAverage peak-to-trough decline | -29.12% | -29.88% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 14.50% | -7.94% |
Volatility
PHG vs. PROSY - Volatility Comparison
The current volatility for Koninklijke Philips N.V. (PHG) is 9.58%, while Prosus N.V. (PROSY) has a volatility of 17.14%. 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.
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Volatility by Period
| PHG | PROSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 17.14% | -7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 23.85% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.53% | 31.83% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.35% | 42.81% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.91% | 41.73% | -9.82% |
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.
Total Revenue: Total amount of money received from sales and other business activities