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

Correlation

The correlation between PHG and PROSY is 0.30, 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.


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.

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Key characteristics

Sharpe Ratio

PHG:

-0.23

PROSY:

0.95

Sortino Ratio

PHG:

-0.02

PROSY:

1.66

Omega Ratio

PHG:

1.00

PROSY:

1.22

Calmar Ratio

PHG:

-0.11

PROSY:

0.86

Martin Ratio

PHG:

-0.41

PROSY:

3.85

Ulcer Index

PHG:

16.10%

PROSY:

9.81%

Daily Std Dev

PHG:

35.70%

PROSY:

33.02%

Max Drawdown

PHG:

-79.52%

PROSY:

-69.30%

Current Drawdown

PHG:

-52.60%

PROSY:

-13.78%

Fundamentals

Market Cap

PHG:

$22.22B

PROSY:

$117.62B

EPS

PHG:

$0.29

PROSY:

$0.63

PE Ratio

PHG:

82.34

PROSY:

16.59

PS Ratio

PHG:

1.24

PROSY:

20.02

PB Ratio

PHG:

1.70

PROSY:

2.46

Total Revenue (TTM)

PHG:

$17.98B

PROSY:

$2.96B

Gross Profit (TTM)

PHG:

$7.81B

PROSY:

$1.21B

EBITDA (TTM)

PHG:

$1.64B

PROSY:

$2.67B

Returns By Period

In the year-to-date period, PHG achieves a -0.59% return, which is significantly lower than PROSY's 29.56% return.


PHG

YTD

-0.59%

1M

5.63%

6M

-2.21%

1Y

-8.30%

5Y*

-6.47%

10Y*

2.00%

PROSY

YTD

29.56%

1M

19.21%

6M

27.73%

1Y

31.06%

5Y*

5.95%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PHG vs. PROSY — Risk-Adjusted Performance Rank

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

PHG
The Risk-Adjusted Performance Rank of PHG is 3939
Overall Rank
The Sharpe Ratio Rank of PHG is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of PHG is 3535
Sortino Ratio Rank
The Omega Ratio Rank of PHG is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PHG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of PHG is 4242
Martin Ratio Rank

PROSY
The Risk-Adjusted Performance Rank of PROSY is 8181
Overall Rank
The Sharpe Ratio Rank of PROSY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PROSY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PROSY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PROSY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PROSY is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PHG Sharpe Ratio is -0.23, which is lower than the PROSY Sharpe Ratio of 0.95. 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.


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Dividends

PHG vs. PROSY - Dividend Comparison

PHG's dividend yield for the trailing twelve months is around 3.65%, more than PROSY's 0.21% yield.


TTM20242023202220212020201920182017201620152014
PHG
Koninklijke Philips N.V.
3.65%0.00%0.00%6.95%3.03%1.87%2.17%3.11%2.52%3.18%3.94%4.17%
PROSY
Prosus N.V.
0.21%0.28%0.25%0.20%0.14%0.12%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%, which is greater than PROSY's maximum drawdown of -69.30%. Use the drawdown chart below to compare losses from any high point for PHG and PROSY. For additional features, visit the drawdowns tool.


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Volatility

PHG vs. PROSY - Volatility Comparison

The current volatility for Koninklijke Philips N.V. (PHG) is 9.29%, while Prosus N.V. (PROSY) has a volatility of 9.88%. 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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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


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
4.10B
2.96B
(PHG) Total Revenue
(PROSY) Total Revenue
Values in USD except per share items