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

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%JuneJulyAugustSeptemberOctoberNovember
-4.46%
-100.00%
PHG
PROSY

Returns By Period

In the year-to-date period, PHG achieves a 15.12% return, which is significantly lower than PROSY's 36.32% return.


PHG

YTD

15.12%

1M

-18.97%

6M

-4.91%

1Y

26.75%

5Y (annualized)

-7.23%

10Y (annualized)

2.30%

PROSY

YTD

36.32%

1M

-5.35%

6M

5.20%

1Y

21.06%

5Y (annualized)

-90.47%

10Y (annualized)

N/A

Fundamentals


PHGPROSY
Market Cap$24.77B$98.32B
EPS-$0.52$0.53
Total Revenue (TTM)$18.04B$2.91B
Gross Profit (TTM)$7.61B$1.19B
EBITDA (TTM)$246.50M-$18.00M

Key characteristics


PHGPROSY
Sharpe Ratio0.660.76
Sortino Ratio1.431.21
Omega Ratio1.211.16
Calmar Ratio0.420.24
Martin Ratio2.782.81
Ulcer Index9.74%8.43%
Daily Std Dev41.27%31.14%
Max Drawdown-79.52%-100.00%
Current Drawdown-51.09%-100.00%

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Correlation

-0.50.00.51.00.4

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.

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 0.66, compared to the broader market-4.00-2.000.002.004.000.660.76
The chart of Sortino ratio for PHG, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.431.21
The chart of Omega ratio for PHG, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.16
The chart of Calmar ratio for PHG, currently valued at 0.42, compared to the broader market0.002.004.006.000.420.24
The chart of Martin ratio for PHG, currently valued at 2.78, compared to the broader market-10.000.0010.0020.0030.002.782.81
PHG
PROSY

The current PHG Sharpe Ratio is 0.66, which is comparable to the PROSY Sharpe Ratio of 0.76. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.66
0.76
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%JuneJulyAugustSeptemberOctoberNovember
-51.09%
-100.00%
PHG
PROSY

Volatility

PHG vs. PROSY - Volatility Comparison

Koninklijke Philips N.V. (PHG) has a higher volatility of 18.62% compared to Prosus N.V. (PROSY) at 8.61%. This indicates that PHG'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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
18.62%
8.61%
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