PROSY vs. PEGA

Last updated Jun 13, 2026

PROSY (Prosus N.V.) and PEGA (Pegasystems Inc.) are both stocks. PROSY operates in Internet Content & Information (Communication Services), while PEGA operates in Software - Application (Technology). Over the past 5 years, PROSY returned -0.56%/yr vs -12.80%/yr for PEGA. At a 0.32 correlation, their price movements are largely independent.

Performance

PROSY vs. PEGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V. (PROSY) and Pegasystems Inc. (PEGA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PROSY achieves a -26.62% return, which is significantly higher than PEGA's -45.08% return.

PROSY

• 1D: -2.58%
• 1M: -0.11%
• YTD: -26.62%
• 6M: -27.15%
• 1Y: -15.15%
• 3Y*: 10.69%
• 5Y*: -0.56%
• 10Y*: —

PEGA

• 1D: -0.15%
• 1M: -2.82%
• YTD: -45.08%
• 6M: -44.99%
• 1Y: -33.56%
• 3Y*: 8.87%
• 5Y*: -12.80%
• 10Y*: 9.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PROSY vs. PEGA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PROSY Prosus N.V.	-26.62%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	-9.97%
PEGA Pegasystems Inc.	-45.08%	28.39%	91.01%	43.07%	-69.29%	-16.01%	67.51%	10.49%

Correlation

The correlation between PROSY and PEGA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019	0.32

The correlation between PROSY and PEGA shifts across timeframes, from 0.22 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PROSY : $101.26B PEGA : $5.86B
EPS PROSY : $1.91 PEGA : $1.87
PE Ratio PROSY : 4.74 PEGA : 17.53
PEG Ratio PROSY : 0.03 PEGA : 0.09
PS Ratio PROSY : 7.94 PEGA : 3.51
PB Ratio PROSY : 1.83 PEGA : 8.30
Total Revenue (TTM) PROSY : $12.76B PEGA : $1.70B
Gross Profit (TTM) PROSY : $5.31B PEGA : $1.27B
EBITDA (TTM) PROSY : $10.72B PEGA : $211.67M

Return for Risk

PROSY vs. PEGA — Risk / Return Rank

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

PROSY

PROSY Risk / Return Rank: 23
PROSY Sharpe Ratio Rank: 19
PROSY Sortino Ratio Rank: 19
PROSY Omega Ratio Rank: 20
PROSY Calmar Ratio Rank: 27
PROSY Martin Ratio Rank: 28

PEGA

PEGA Risk / Return Rank: 14
PEGA Sharpe Ratio Rank: 12
PEGA Sortino Ratio Rank: 14
PEGA Omega Ratio Rank: 15
PEGA Calmar Ratio Rank: 17
PEGA Martin Ratio Rank: 11

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. PEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and Pegasystems Inc. (PEGA). 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.

	PROSY	PEGA	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	-0.72	+0.19
Sortino ratio: Return per unit of downside risk	-0.60	-0.90	+0.30
Omega ratio: Gain probability vs. loss probability	0.93	0.89	+0.04
Calmar ratio: Return relative to maximum drawdown	-0.44	-0.69	+0.25
Martin ratio: Return relative to average drawdown	-0.81	-1.33	+0.52

PROSY vs. PEGA - Sharpe Ratio Comparison

The current PROSY Sharpe Ratio is -0.53, which is comparable to the PEGA Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of PROSY and PEGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PROSY vs. PEGA - Drawdown Comparison

The maximum PROSY drawdown since its inception was -69.36%, smaller than the maximum PEGA drawdown of -94.81%. Use the drawdown chart below to compare losses from any high point for PROSY and PEGA.

Drawdown Indicators

	PROSY	PEGA	Difference
Max Drawdown Largest peak-to-trough decline	-69.36%	-94.81%	+25.45%
Max Drawdown (1Y) Largest decline over 1 year	-39.09%	-50.84%	+11.75%
Max Drawdown (3Y) Largest decline over 3 years	-39.09%	-50.84%	+11.75%
Max Drawdown (5Y) Largest decline over 5 years	-60.96%	-78.59%	+17.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-79.21%	—
Current Drawdown Current decline from peak	-37.79%	-54.86%	+17.07%
Average Drawdown Average peak-to-trough decline	-30.01%	-44.86%	+14.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.26%	26.39%	-5.13%

Volatility

PROSY vs. PEGA - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 13.50% compared to Pegasystems Inc. (PEGA) at 12.27%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than PEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PROSY	PEGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.50%	12.27%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	27.41%	38.25%	-10.84%
Volatility (1Y) Calculated over the trailing 1-year period	32.46%	49.03%	-16.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.10%	51.50%	-8.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.64%	44.02%	-2.38%

Dividends

PROSY vs. PEGA - Dividend Comparison

PROSY has not paid dividends to shareholders, while PEGA's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEGA Pegasystems Inc.	0.37%	0.15%	0.10%	0.25%	0.35%	0.11%	0.09%	0.15%	0.25%	0.25%	0.33%	0.44%
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

Frequently Asked Questions

Can I hold both PROSY and PEGA in my portfolio?

PROSY and PEGA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PROSY or PEGA?

PROSY has higher volatility (13.50%) compared to PEGA (12.27%). In terms of maximum drawdown, PROSY dropped -69.36% vs PEGA's -94.81%.

Which has better risk-adjusted returns?

PROSY currently has the higher Sharpe Ratio (-0.53 vs -0.72), 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.