PROSY vs. PHG
Compare and contrast key facts about Prosus N.V. (PROSY) and Koninklijke Philips N.V. (PHG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PROSY or PHG.
Performance
PROSY vs. PHG - Performance Comparison
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
34.97%
-6.29%
3.76%
22.42%
-90.50%
N/A
PHG
14.21%
-19.61%
-5.90%
26.04%
-7.36%
2.22%
Fundamentals
PROSY | PHG | |
---|---|---|
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
PROSY | PHG | |
---|---|---|
Sharpe Ratio | 0.62 | 0.66 |
Sortino Ratio | 1.05 | 1.44 |
Omega Ratio | 1.13 | 1.21 |
Calmar Ratio | 0.20 | 0.43 |
Martin Ratio | 2.33 | 2.83 |
Ulcer Index | 8.36% | 9.66% |
Daily Std Dev | 31.30% | 41.35% |
Max Drawdown | -100.00% | -79.52% |
Current Drawdown | -100.00% | -51.48% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities