PROSY vs. IEO
PROSY (Prosus N.V.) is a stock, while IEO (iShares U.S. Oil & Gas Exploration & Production ETF) is Energy Equities fund tracking the Dow Jones U.S. Select Oil Exploration & Production Index. Over the past 5 years, PROSY returned -0.71%/yr vs 18.90%/yr for IEO. At a 0.15 correlation, their price movements are largely independent.
Performance
PROSY vs. IEO - Performance Comparison
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Returns By Period
In the year-to-date period, PROSY achieves a -24.92% return, which is significantly lower than IEO's 34.23% return.
PROSY
- 1D
- 0.00%
- 1M
- -2.83%
- YTD
- -24.92%
- 6M
- -23.24%
- 1Y
- -13.11%
- 3Y*
- 12.92%
- 5Y*
- -0.71%
- 10Y*
- —
IEO
- 1D
- -0.27%
- 1M
- -3.10%
- YTD
- 34.23%
- 6M
- 25.78%
- 1Y
- 43.06%
- 3Y*
- 16.29%
- 5Y*
- 18.90%
- 10Y*
- 10.17%
PROSY vs. IEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PROSY Prosus N.V. | -24.92% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 34.23% | 2.15% | -1.45% | 3.57% | 57.82% | 75.57% | -32.77% | 7.35% |
Correlation
The correlation between PROSY and IEO is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2019 | 0.15 |
The correlation between PROSY and IEO shifts across timeframes, from -0.17 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PROSY vs. IEO — Risk / Return Rank
PROSY
IEO
PROSY vs. IEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and iShares U.S. Oil & Gas Exploration & Production ETF (IEO). 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.
| PROSY | IEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.28 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 3.03 | -3.36 |
| Martin ratioReturn relative to average drawdown | -0.64 | 8.15 | -8.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PROSY | IEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 1.73 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.62 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.17 | -0.09 |
Drawdowns
PROSY vs. IEO - Drawdown Comparison
The maximum PROSY drawdown since its inception was -69.36%, smaller than the maximum IEO drawdown of -79.17%. Use the drawdown chart below to compare losses from any high point for PROSY and IEO.
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Drawdown Indicators
| PROSY | IEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.36% | -79.17% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -39.09% | -14.30% | -24.79% |
Max Drawdown (3Y)Largest decline over 3 years | -39.09% | -31.46% | -7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -61.97% | -31.46% | -30.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.00% | — |
Current DrawdownCurrent decline from peak | -36.35% | -7.55% | -28.80% |
Average DrawdownAverage peak-to-trough decline | -30.00% | -26.27% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.47% | 5.30% | +15.17% |
Volatility
PROSY vs. IEO - Volatility Comparison
Prosus N.V. (PROSY) has a higher volatility of 14.76% compared to iShares U.S. Oil & Gas Exploration & Production ETF (IEO) at 9.31%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than IEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PROSY | IEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.76% | 9.31% | +5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 27.29% | 19.80% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.69% | 25.11% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 30.53% | +12.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.70% | 34.99% | +6.71% |
Dividends
PROSY vs. IEO - Dividend Comparison
PROSY has not paid dividends to shareholders, while IEO's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 1.97% | 2.61% | 2.63% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% |
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% |
Frequently Asked Questions
PROSY and IEO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (14.76%) compared to IEO (9.31%). In terms of maximum drawdown, PROSY dropped -69.36% vs IEO's -79.17%.
IEO currently has the higher Sharpe Ratio (1.73 vs -0.41), 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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