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PROSY vs. CGIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PROSY vs. CGIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V. (PROSY) and Capital Group International Core Equity ETF (CGIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PROSY achieves a -25.00% return, which is significantly lower than CGIC's 11.81% return.


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%

CGIC

1D
-0.53%
1M
0.00%
6M
5.12%
YTD
11.81%
1Y
27.48%
3Y*
5Y*
10Y*
ALL TIME*
20.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.22M$22.54M$22.04M
$9.26M$9.42M$9.39M

PROSY vs. CGIC - Yearly Performance Comparison


2026 (YTD)20252024
PROSY
Prosus N.V.
-25.00%55.67%9.21%
CGIC
Capital Group International Core Equity ETF
11.81%37.53%-3.23%

Correlation

The correlation between PROSY and CGIC is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.58

The correlation between PROSY and CGIC has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

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Return for Risk

PROSY vs. CGIC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PROSY
PROSY Risk / Return Rank: 2323
Overall Rank
PROSY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PROSY Sortino Ratio Rank: 1919
Sortino Ratio Rank
PROSY Omega Ratio Rank: 2020
Omega Ratio Rank
PROSY Calmar Ratio Rank: 2929
Calmar Ratio Rank
PROSY Martin Ratio Rank: 3030
Martin Ratio Rank

CGIC
CGIC Risk / Return Rank: 7070
Overall Rank
CGIC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CGIC Sortino Ratio Rank: 6969
Sortino Ratio Rank
CGIC Omega Ratio Rank: 7070
Omega Ratio Rank
CGIC Calmar Ratio Rank: 6868
Calmar Ratio Rank
CGIC Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PROSY vs. CGIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and Capital Group International Core Equity ETF (CGIC). 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.


PROSYCGICDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

0.93

1.29

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.44

2.38

-2.82

Martin ratioReturn relative to average drawdown

-0.74

8.78

-9.52

PROSY vs. CGIC - Sharpe Ratio Comparison

The current PROSY Sharpe Ratio is -0.55, which is lower than the CGIC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PROSY and CGIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PROSY vs. CGIC - Drawdown Comparison

The maximum PROSY drawdown since its inception was -69.36%, which is greater than CGIC's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for PROSY and CGIC.


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Drawdown Indicators


PROSYCGICDifference

Max Drawdown

Largest peak-to-trough decline

-69.36%

-13.10%

-56.26%

Max Drawdown (1Y)

Largest decline over 1 year

-42.87%

-11.30%

-31.57%

Max Drawdown (3Y)

Largest decline over 3 years

-42.87%

Max Drawdown (5Y)

Largest decline over 5 years

-57.71%

Current Drawdown

Current decline from peak

-36.42%

-2.12%

-34.30%

Average Drawdown

Average peak-to-trough decline

-30.19%

-2.52%

-27.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.53%

3.06%

+22.47%

Volatility

PROSY vs. CGIC - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 12.90% compared to Capital Group International Core Equity ETF (CGIC) at 5.21%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than CGIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PROSYCGICDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

5.21%

+7.69%

Volatility (6M)

Calculated over the trailing 6-month period

29.94%

14.83%

+15.11%

Volatility (1Y)

Calculated over the trailing 1-year period

34.44%

16.72%

+17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.05%

16.59%

+26.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.62%

16.59%

+25.03%

Dividends

PROSY vs. CGIC - Dividend Comparison

PROSY has not paid dividends to shareholders, while CGIC's dividend yield for the trailing twelve months is around 1.68%.


PositionTTM202520242023202220212020
CGIC
Capital Group International Core Equity ETF
1.68%1.60%0.68%0.00%0.00%0.00%0.00%
PROSY
Prosus N.V.
0.00%0.00%0.28%0.25%0.20%0.20%0.12%

Frequently Asked Questions


PROSY and CGIC have a correlation of 0.53, 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 CGIC (5.21%). In terms of maximum drawdown, PROSY dropped -69.36% vs CGIC's -13.10%.

CGIC currently has the higher Sharpe Ratio (1.61 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.

Portfolio Optimizer

Find the right allocation for PROSY and CGIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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