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PROSY vs. PHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PROSY vs. PHG - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-5.89%
PROSY
PHG

Returns By Period

In the year-to-date period, PROSY achieves a 34.97% return, which is significantly higher than PHG's 14.21% return.


PROSY

YTD

34.97%

1M

-6.29%

6M

3.76%

1Y

22.42%

5Y (annualized)

-90.50%

10Y (annualized)

N/A

PHG

YTD

14.21%

1M

-19.61%

6M

-5.90%

1Y

26.04%

5Y (annualized)

-7.36%

10Y (annualized)

2.22%

Fundamentals


PROSYPHG
Market Cap$98.32B$24.77B
EPS$0.53-$0.52
Total Revenue (TTM)$2.91B$18.04B
Gross Profit (TTM)$1.19B$7.61B
EBITDA (TTM)-$18.00M$246.50M

Key characteristics


PROSYPHG
Sharpe Ratio0.620.66
Sortino Ratio1.051.44
Omega Ratio1.131.21
Calmar Ratio0.200.43
Martin Ratio2.332.83
Ulcer Index8.36%9.66%
Daily Std Dev31.30%41.35%
Max Drawdown-100.00%-79.52%
Current Drawdown-100.00%-51.48%

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Correlation

-0.50.00.51.00.4

The correlation between PROSY and PHG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PROSY vs. PHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and Koninklijke Philips N.V. (PHG). 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.


Sharpe ratio
The chart of Sharpe ratio for PROSY, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.750.66
The chart of Sortino ratio for PROSY, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.201.44
The chart of Omega ratio for PROSY, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.21
The chart of Calmar ratio for PROSY, currently valued at 0.23, compared to the broader market0.002.004.006.000.230.43
The chart of Martin ratio for PROSY, currently valued at 2.78, compared to the broader market0.0010.0020.0030.002.782.83
PROSY
PHG

The current PROSY Sharpe Ratio is 0.62, which is comparable to the PHG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PROSY and PHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.75
0.66
PROSY
PHG

Dividends

PROSY vs. PHG - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.27%, while PHG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PROSY
Prosus N.V.
0.27%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHG
Koninklijke Philips N.V.
0.00%0.00%6.95%3.03%1.87%2.17%3.11%2.52%3.18%3.94%4.17%2.93%

Drawdowns

PROSY vs. PHG - Drawdown Comparison

The maximum PROSY drawdown since its inception was -100.00%, which is greater than PHG's maximum drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for PROSY and PHG. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-100.00%
-51.48%
PROSY
PHG

Volatility

PROSY vs. PHG - Volatility Comparison

The current volatility for Prosus N.V. (PROSY) is 8.58%, while Koninklijke Philips N.V. (PHG) has a volatility of 18.59%. This indicates that PROSY experiences smaller price fluctuations and is considered to be less risky than PHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
8.58%
18.59%
PROSY
PHG

Financials

PROSY vs. PHG - Financials Comparison

This section allows you to compare key financial metrics between Prosus N.V. and Koninklijke Philips 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items