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PROSY vs. NEXOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PROSY vs. NEXOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V. (PROSY) and Nexon Co Ltd ADR (NEXOY). 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 -27.35% return, which is significantly higher than NEXOY's -44.18% return.


PROSY

1D
-0.88%
1M
-0.99%
6M
-31.03%
YTD
-27.35%
1Y
-20.18%
3Y*
8.24%
5Y*
0.73%
10Y*

NEXOY

1D
-1.48%
1M
1.90%
6M
-47.25%
YTD
-44.18%
1Y
-27.83%
3Y*
-11.05%
5Y*
-7.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PROSY vs. NEXOY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PROSY
Prosus N.V.
-27.35%55.67%33.80%-5.32%-17.15%-23.28%45.77%5.30%
NEXOY
Nexon Co Ltd ADR
-44.18%67.83%-17.37%-19.02%16.18%-37.79%128.71%15.32%

Correlation

The correlation between PROSY and NEXOY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2019

0.22

Fundamentals

Market Cap

PROSY:

$97.91B

NEXOY:

$11.05B

EPS

PROSY:

$2.19

NEXOY:

¥157.10

PE Ratio

PROSY:

4.10

NEXOY:

14.42

PEG Ratio

PROSY:

0.11

NEXOY:

1.83

PS Ratio

PROSY:

6.21

NEXOY:

3.46

PB Ratio

PROSY:

1.82

NEXOY:

1.69

Total Revenue (TTM)

PROSY:

$15.94B

NEXOY:

¥520.50B

Gross Profit (TTM)

PROSY:

$6.86B

NEXOY:

¥313.71B

EBITDA (TTM)

PROSY:

$10.86B

NEXOY:

¥181.71B

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Return for Risk

PROSY vs. NEXOY — Risk / Return Rank

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

PROSY
PROSY Risk / Return Rank: 2222
Overall Rank
PROSY Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PROSY Sortino Ratio Rank: 1818
Sortino Ratio Rank
PROSY Omega Ratio Rank: 1919
Omega Ratio Rank
PROSY Calmar Ratio Rank: 2828
Calmar Ratio Rank
PROSY Martin Ratio Rank: 2828
Martin Ratio Rank

NEXOY
NEXOY Risk / Return Rank: 2020
Overall Rank
NEXOY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NEXOY Sortino Ratio Rank: 1919
Sortino Ratio Rank
NEXOY Omega Ratio Rank: 1818
Omega Ratio Rank
NEXOY Calmar Ratio Rank: 2626
Calmar Ratio Rank
NEXOY Martin Ratio Rank: 2323
Martin Ratio Rank
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.

PROSY vs. NEXOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and Nexon Co Ltd ADR (NEXOY). 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.


PROSYNEXOYDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

0.91

0.91

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.51

+0.04

Martin ratioReturn relative to average drawdown

-0.85

-0.99

+0.14

PROSY vs. NEXOY - Sharpe Ratio Comparison

The current PROSY Sharpe Ratio is -0.61, which is comparable to the NEXOY Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of PROSY and NEXOY, 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. NEXOY - Drawdown Comparison

The maximum PROSY drawdown since its inception was -69.36%, which is greater than NEXOY's maximum drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for PROSY and NEXOY.


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Drawdown Indicators


PROSYNEXOYDifference

Max Drawdown

Largest peak-to-trough decline

-69.36%

-62.15%

-7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-42.52%

-54.46%

+11.94%

Max Drawdown (3Y)

Largest decline over 3 years

-42.52%

-54.46%

+11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-57.98%

-54.46%

-3.52%

Current Drawdown

Current decline from peak

-38.41%

-58.65%

+20.24%

Average Drawdown

Average peak-to-trough decline

-30.11%

-36.61%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.86%

28.15%

-4.29%

Volatility

PROSY vs. NEXOY - Volatility Comparison

Prosus N.V. (PROSY) and Nexon Co Ltd ADR (NEXOY) have volatilities of 10.33% and 10.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PROSYNEXOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.33%

10.43%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

28.54%

35.71%

-7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

33.28%

43.05%

-9.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.21%

42.67%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.57%

46.87%

-5.30%

Dividends

PROSY vs. NEXOY - Dividend Comparison

Neither PROSY nor NEXOY has paid dividends to shareholders.


PositionTTM202520242023202220212020
NEXOY
Nexon Co Ltd ADR
0.00%0.00%0.66%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%

Financials

PROSY vs. NEXOY - Financials Comparison

This section allows you to compare key financial metrics between Prosus N.V. and Nexon Co Ltd ADR. 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


0.0050.00B100.00B150.00B20222023202420252026
6.09B
155.03B
(PROSY) Total Revenue
(NEXOY) Total Revenue
Please note, different currencies. PROSY values in USD, NEXOY values in JPY

PROSY vs. NEXOY - Profitability Comparison

The chart below illustrates the profitability comparison between Prosus N.V. and Nexon Co Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
44.9%
67.1%
Portfolio components
PROSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

NEXOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Nexon Co Ltd ADR reported a gross profit of 103.98B and revenue of 155.03B. Therefore, the gross margin over that period was 67.1%.

PROSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Prosus N.V. reported an operating income of 98.15M and revenue of 6.09B, resulting in an operating margin of 1.6%.

NEXOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Nexon Co Ltd ADR reported an operating income of 60.20B and revenue of 155.03B, resulting in an operating margin of 38.8%.

PROSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Prosus N.V. reported a net income of 6.02B and revenue of 6.09B, resulting in a net margin of 98.8%.

NEXOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Nexon Co Ltd ADR reported a net income of 58.28B and revenue of 155.03B, resulting in a net margin of 37.6%.


Frequently Asked Questions


PROSY and NEXOY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEXOY has higher volatility (10.43%) compared to PROSY (10.33%). In terms of maximum drawdown, PROSY dropped -69.36% vs NEXOY's -62.15%.

PROSY currently has the higher Sharpe Ratio (-0.61 vs -0.65), 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 NEXOY

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