PROSY vs. PHG
PROSY (Prosus N.V.) and PHG (Koninklijke Philips N.V.) are both stocks. PROSY operates in Internet Content & Information (Communication Services), while PHG operates in Diagnostics & Research (Healthcare). Over the past 5 years, PROSY returned -0.71%/yr vs -12.78%/yr for PHG. At a 0.40 correlation, their price movements are largely independent.
Performance
PROSY vs. PHG - Performance Comparison
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Returns By Period
In the year-to-date period, PROSY achieves a -24.92% return, which is significantly lower than PHG's -2.74% return.
PROSY
- 1D
- -5.69%
- 1M
- -2.52%
- YTD
- -24.92%
- 6M
- -23.18%
- 1Y
- -8.66%
- 3Y*
- 12.81%
- 5Y*
- -0.71%
- 10Y*
- —
PHG
- 1D
- -0.31%
- 1M
- 0.37%
- YTD
- -2.74%
- 6M
- -6.07%
- 1Y
- 15.52%
- 3Y*
- 11.93%
- 5Y*
- -12.78%
- 10Y*
- 1.34%
PROSY vs. PHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PROSY Prosus N.V. | -24.92% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
PHG Koninklijke Philips N.V. | -2.74% | 10.87% | 8.53% | 55.64% | -57.64% | -30.75% | 11.00% | 2.16% |
Correlation
The correlation between PROSY and PHG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2019 | 0.40 |
Fundamentals
PROSY:
$103.60B
PHG:
$24.55B
PROSY:
$1.91
PHG:
$1.01
PROSY:
4.85
PHG:
25.12
PROSY:
0.03
PHG:
13.04
PROSY:
8.12
PHG:
1.38
PROSY:
1.87
PHG:
2.15
PROSY:
$12.76B
PHG:
$17.71B
PROSY:
$5.31B
PHG:
$8.00B
PROSY:
$10.72B
PHG:
$2.65B
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Return for Risk
PROSY vs. PHG — Risk / Return Rank
PROSY
PHG
PROSY vs. PHG - Risk-Adjusted Trends 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.
| PROSY | PHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.70 | -0.92 |
| Martin ratioReturn relative to average drawdown | -0.43 | 1.71 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PROSY | PHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.52 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.34 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.20 | -0.12 |
Drawdowns
PROSY vs. PHG - Drawdown Comparison
The maximum PROSY drawdown since its inception was -69.36%, smaller than the maximum PHG drawdown of -79.61%. Use the drawdown chart below to compare losses from any high point for PROSY and PHG.
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Drawdown Indicators
| PROSY | PHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.36% | -79.61% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -39.09% | -22.27% | -16.82% |
Max Drawdown (3Y)Largest decline over 3 years | -39.09% | -33.81% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -61.97% | -78.55% | +16.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -79.61% | — |
Current DrawdownCurrent decline from peak | -36.35% | -52.63% | +16.28% |
Average DrawdownAverage peak-to-trough decline | -30.00% | -29.22% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.34% | 9.11% | +11.23% |
Volatility
PROSY vs. PHG - Volatility Comparison
Prosus N.V. (PROSY) has a higher volatility of 14.76% compared to Koninklijke Philips N.V. (PHG) at 7.00%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than PHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PROSY | PHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.76% | 7.00% | +7.76% |
Volatility (6M)Calculated over the trailing 6-month period | 27.37% | 22.19% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.71% | 29.78% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.10% | 37.49% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.71% | 32.02% | +9.69% |
Dividends
PROSY vs. PHG - Dividend Comparison
PROSY has not paid dividends to shareholders, while PHG's dividend yield for the trailing twelve months is around 4.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHG Koninklijke Philips N.V. | 4.00% | 3.27% | 0.00% | 0.00% | 6.43% | 2.80% | 0.00% | 1.97% | 2.82% | 2.02% | 2.51% | 2.98% |
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
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
Frequently Asked Questions
PROSY and PHG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (14.76%) compared to PHG (7.00%). In terms of maximum drawdown, PROSY dropped -69.36% vs PHG's -79.61%.
PHG currently has the higher Sharpe Ratio (0.52 vs -0.27), 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.
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