PHG vs. PROSY
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 -8.52%/yr vs 2.63%/yr for PROSY. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
PHG vs. PROSY - Performance Comparison
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Returns By Period
In the year-to-date period, PHG achieves a 0.90% return, which is significantly higher than PROSY's -25.00% return.
PHG
- 1D
- -0.53%
- 1M
- -5.19%
- 6M
- -4.79%
- YTD
- 0.90%
- 1Y
- 3.27%
- 3Y*
- 11.17%
- 5Y*
- -8.52%
- 10Y*
- 2.00%
- ALL TIME*
- 7.34%
PROSY
- 1D
- 0.32%
- 1M
- 8.17%
- 6M
- -19.11%
- YTD
- -25.00%
- 1Y
- -17.60%
- 3Y*
- 9.05%
- 5Y*
- 2.63%
- 10Y*
- —
- ALL TIME*
- 3.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $46.80M | $35.43M | $33.35M | |
PROSY Prosus N.V. | $9.26M | $9.42M | $9.39M |
PHG vs. PROSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PHG Koninklijke Philips N.V. | 0.90% | 10.87% | 8.53% | 55.64% | -57.64% | -30.75% | 11.00% | 2.59% |
PROSY Prosus N.V. | -25.00% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
Correlation
The correlation between PHG and PROSY is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.40 |
Fundamentals
PHG:
$25.71B
PROSY:
$100.85B
PHG:
€1.15
PROSY:
$2.19
PHG:
19.79
PROSY:
4.23
PHG:
10.27
PROSY:
0.11
PHG:
1.25
PROSY:
6.41
PHG:
1.93
PROSY:
1.88
PHG:
€17.66B
PROSY:
$15.94B
PHG:
€8.11B
PROSY:
$6.86B
PHG:
€3.05B
PROSY:
$10.86B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PHG | PROSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.93 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.44 | +0.63 |
| Martin ratioReturn relative to average drawdown | 0.39 | -0.74 | +1.13 |
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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 | -22.27% | -42.87% | +20.60% |
Max Drawdown (3Y)Largest decline over 3 years | -33.81% | -42.87% | +9.06% |
Max Drawdown (5Y)Largest decline over 5 years | -74.80% | -57.71% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -79.61% | — | — |
Current DrawdownCurrent decline from peak | -50.85% | -36.42% | -14.43% |
Average DrawdownAverage peak-to-trough decline | -29.31% | -30.19% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 25.53% | -14.53% |
Volatility
PHG vs. PROSY - Volatility Comparison
The current volatility for Koninklijke Philips N.V. (PHG) is 9.50%, while Prosus N.V. (PROSY) has a volatility of 12.90%. 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 | 9.50% | 12.90% | -3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 22.99% | 29.94% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.47% | 34.44% | -5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.64% | 43.05% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.91% | 41.62% | -9.71% |
Dividends
PHG vs. PROSY - Dividend Comparison
PHG's dividend yield for the trailing twelve months is around 3.85%, 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. | 3.85% | 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
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
PHG vs. PROSY - Profitability Comparison
PHG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Koninklijke Philips N.V. reported a gross profit of 2.15B and revenue of 4.36B. Therefore, the gross margin over that period was 49.3%.
PROSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Prosus N.V. reported a gross profit of 2.74B and revenue of 6.09B. Therefore, the gross margin over that period was 44.9%.
PHG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Koninklijke Philips N.V. reported an operating income of 610.00M and revenue of 4.36B, resulting in an operating margin of 14.0%.
PROSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Prosus N.V. reported an operating income of 98.15M and revenue of 6.09B, resulting in an operating margin of 1.6%.
PHG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Koninklijke Philips N.V. reported a net income of 384.00M and revenue of 4.36B, resulting in a net margin of 8.8%.
PROSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Prosus N.V. reported a net income of 6.02B and revenue of 6.09B, resulting in a net margin of 98.8%.
Frequently Asked Questions
PHG and PROSY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (12.90%) compared to PHG (9.50%). In terms of maximum drawdown, PHG dropped -79.61% vs PROSY's -69.36%.
PHG currently has the higher Sharpe Ratio (0.15 vs -0.55), 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.
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