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

Correlation

The correlation between PROSY and PHG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
-100.00%
-36.96%
PROSY
PHG

Key characteristics

Sharpe Ratio

PROSY:

1.18

PHG:

0.52

Sortino Ratio

PROSY:

1.68

PHG:

1.15

Omega Ratio

PROSY:

1.23

PHG:

1.18

Calmar Ratio

PROSY:

0.39

PHG:

0.37

Martin Ratio

PROSY:

3.86

PHG:

1.54

Ulcer Index

PROSY:

10.03%

PHG:

15.07%

Daily Std Dev

PROSY:

33.03%

PHG:

44.40%

Max Drawdown

PROSY:

-100.00%

PHG:

-79.52%

Current Drawdown

PROSY:

-100.00%

PHG:

-52.86%

Fundamentals

Market Cap

PROSY:

$102.37B

PHG:

$22.87B

EPS

PROSY:

$0.63

PHG:

-$1.02

PS Ratio

PROSY:

17.43

PHG:

1.27

PB Ratio

PROSY:

2.14

PHG:

1.68

Returns By Period

In the year-to-date period, PROSY achieves a 16.25% return, which is significantly higher than PHG's -1.15% return.


PROSY

YTD

16.25%

1M

-1.60%

6M

8.11%

1Y

38.95%

5Y*

6.79%

10Y*

N/A

PHG

YTD

-1.15%

1M

-0.44%

6M

-20.97%

1Y

24.93%

5Y*

-6.98%

10Y*

1.96%

*Annualized

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Risk-Adjusted Performance

PROSY vs. PHG — Risk-Adjusted Performance Rank

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

PROSY
The Risk-Adjusted Performance Rank of PROSY is 8080
Overall Rank
The Sharpe Ratio Rank of PROSY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of PROSY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PROSY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PROSY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PROSY is 8383
Martin Ratio Rank

PHG
The Risk-Adjusted Performance Rank of PHG is 7171
Overall Rank
The Sharpe Ratio Rank of PHG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PHG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of PHG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of PHG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PHG is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PROSY, currently valued at 1.18, compared to the broader market-2.00-1.000.001.002.003.00
PROSY: 1.18
PHG: 0.52
The chart of Sortino ratio for PROSY, currently valued at 1.68, compared to the broader market-6.00-4.00-2.000.002.004.00
PROSY: 1.68
PHG: 1.15
The chart of Omega ratio for PROSY, currently valued at 1.23, compared to the broader market0.501.001.502.00
PROSY: 1.23
PHG: 1.18
The chart of Calmar ratio for PROSY, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
PROSY: 0.39
PHG: 0.37
The chart of Martin ratio for PROSY, currently valued at 3.86, compared to the broader market-5.000.005.0010.0015.0020.00
PROSY: 3.86
PHG: 1.54

The current PROSY Sharpe Ratio is 1.18, which is higher than the PHG Sharpe Ratio of 0.52. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.18
0.52
PROSY
PHG

Dividends

PROSY vs. PHG - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.24%, while PHG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PROSY
Prosus N.V.
0.24%0.28%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
PHG
Koninklijke Philips N.V.
0.00%0.00%0.00%6.95%3.03%1.87%2.17%3.11%2.52%3.18%3.94%4.17%

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%NovemberDecember2025FebruaryMarchApril
-100.00%
-52.86%
PROSY
PHG

Volatility

PROSY vs. PHG - Volatility Comparison

The current volatility for Prosus N.V. (PROSY) is 13.00%, while Koninklijke Philips N.V. (PHG) has a volatility of 15.60%. 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%NovemberDecember2025FebruaryMarchApril
13.00%
15.60%
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