PHG vs. PROSY

Last updated Jun 4, 2026

PHG (Koninklijke Philips N.V.) and PROSY (Prosus N.V.) are both stocks. PHG operates in Diagnostics & Research (Healthcare), while PROSY operates in Internet Content & Information (Communication Services). Over the past 5 years, PHG returned -12.78%/yr vs -0.71%/yr for PROSY. At a 0.40 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, PHG achieves a -2.74% return, which is significantly higher than PROSY's -24.92% return.

PHG

• 1D: -0.31%
• 1M: 0.37%
• YTD: -2.74%
• 6M: -6.07%
• 1Y: 15.52%
• 3Y*: 11.93%
• 5Y*: -12.78%
• 10Y*: 1.34%

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)

PHG vs. PROSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PHG Koninklijke Philips N.V.	-2.74%	10.87%	8.53%	55.64%	-57.64%	-30.75%	11.00%	2.16%
PROSY Prosus N.V.	-24.92%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	-9.97%

Correlation

The correlation between PHG and PROSY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Sep 16, 2019	0.40

Fundamentals

Market Cap PHG : $24.55B PROSY : $103.60B
EPS PHG : $1.01 PROSY : $1.91
PE Ratio PHG : 25.12 PROSY : 4.85
PEG Ratio PHG : 13.04 PROSY : 0.03
PS Ratio PHG : 1.38 PROSY : 8.12
PB Ratio PHG : 2.15 PROSY : 1.87
Total Revenue (TTM) PHG : $17.71B PROSY : $12.76B
Gross Profit (TTM) PHG : $8.00B PROSY : $5.31B
EBITDA (TTM) PHG : $2.65B PROSY : $10.72B

Return for Risk

PHG vs. PROSY — Risk / Return Rank

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

PHG

PHG Risk / Return Rank: 55
PHG Sharpe Ratio Rank: 58
PHG Sortino Ratio Rank: 53
PHG Omega Ratio Rank: 52
PHG Calmar Ratio Rank: 56
PHG Martin Ratio Rank: 58

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.

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 ratio Return per unit of total volatility	0.52	-0.27	+0.79
Sortino ratio Return per unit of downside risk	0.99	-0.17	+1.15
Omega ratio Gain probability vs. loss probability	1.12	0.98	+0.14
Calmar ratio Return relative to maximum drawdown	0.70	-0.22	+0.92
Martin ratio Return relative to average drawdown	1.71	-0.43	+2.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PHG vs. PROSY - Sharpe Ratio Comparison

The current PHG Sharpe Ratio is 0.52, which is higher than the PROSY Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PHG 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

	PHG	PROSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.52	-0.27	+0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.34	-0.02	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.08	+0.12

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.

Drawdown Indicators

	PHG	PROSY	Difference
Max Drawdown Largest peak-to-trough decline	-79.61%	-69.36%	-10.25%
Max Drawdown (1Y) Largest decline over 1 year	-22.27%	-39.09%	+16.82%
Max Drawdown (3Y) Largest decline over 3 years	-33.81%	-39.09%	+5.28%
Max Drawdown (5Y) Largest decline over 5 years	-78.55%	-61.97%	-16.58%
Max Drawdown (10Y) Largest decline over 10 years	-79.61%	—	—
Current Drawdown Current decline from peak	-52.63%	-36.35%	-16.28%
Average Drawdown Average peak-to-trough decline	-29.22%	-30.00%	+0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.11%	20.34%	-11.23%

Volatility

PHG vs. PROSY - Volatility Comparison

The current volatility for Koninklijke Philips N.V. (PHG) is 7.00%, while Prosus N.V. (PROSY) has a volatility of 14.76%. 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.

Volatility by Period

	PHG	PROSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.00%	14.76%	-7.76%
Volatility (6M) Calculated over the trailing 6-month period	22.19%	27.37%	-5.18%
Volatility (1Y) Calculated over the trailing 1-year period	29.78%	32.71%	-2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.49%	43.10%	-5.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.02%	41.71%	-9.69%

Dividends

PHG vs. PROSY - Dividend Comparison

PHG's dividend yield for the trailing twelve months is around 4.00%, while PROSY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PHG Koninklijke Philips N.V.	4.00%	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%

Financials

Frequently Asked Questions

Can I hold both PHG and PROSY in my portfolio?

PHG and PROSY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PHG or PROSY?

PROSY has higher volatility (14.76%) compared to PHG (7.00%). In terms of maximum drawdown, PHG dropped -79.61% vs PROSY's -69.36%.

Which has better risk-adjusted returns?

PHG currently has the higher Sharpe Ratio (0.52 vs -0.27), 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.