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

Correlation

The correlation between PROSY and PHG is 0.30, 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.


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.

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Key characteristics

Sharpe Ratio

PROSY:

1.00

PHG:

-0.33

Sortino Ratio

PROSY:

1.44

PHG:

-0.15

Omega Ratio

PROSY:

1.19

PHG:

0.98

Calmar Ratio

PROSY:

0.71

PHG:

-0.17

Martin Ratio

PROSY:

3.19

PHG:

-0.61

Ulcer Index

PROSY:

9.81%

PHG:

16.16%

Daily Std Dev

PROSY:

32.97%

PHG:

35.42%

Max Drawdown

PROSY:

-69.30%

PHG:

-79.52%

Current Drawdown

PROSY:

-13.61%

PHG:

-53.40%

Fundamentals

Market Cap

PROSY:

$116.40B

PHG:

$22.37B

EPS

PROSY:

$0.63

PHG:

$0.29

PE Ratio

PROSY:

16.29

PHG:

82.86

PS Ratio

PROSY:

19.82

PHG:

1.24

PB Ratio

PROSY:

2.41

PHG:

1.70

Total Revenue (TTM)

PROSY:

$2.96B

PHG:

$17.98B

Gross Profit (TTM)

PROSY:

$1.21B

PHG:

$7.81B

EBITDA (TTM)

PROSY:

$2.67B

PHG:

$2.10B

Returns By Period

In the year-to-date period, PROSY achieves a 29.82% return, which is significantly higher than PHG's -2.27% return.


PROSY

YTD

29.82%

1M

20.46%

6M

28.01%

1Y

32.80%

3Y*

33.11%

5Y*

4.28%

10Y*

N/A

PHG

YTD

-2.27%

1M

4.81%

6M

-4.64%

1Y

-11.56%

3Y*

2.47%

5Y*

-8.43%

10Y*

1.84%

*Annualized

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Prosus N.V.

Koninklijke Philips N.V.

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 7878
Overall Rank
The Sharpe Ratio Rank of PROSY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PROSY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of PROSY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of PROSY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of PROSY is 8080
Martin Ratio Rank

PHG
The Risk-Adjusted Performance Rank of PHG is 3434
Overall Rank
The Sharpe Ratio Rank of PHG is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of PHG is 3131
Sortino Ratio Rank
The Omega Ratio Rank of PHG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PHG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of PHG is 3737
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 current PROSY Sharpe Ratio is 1.00, which is higher than the PHG Sharpe Ratio of -0.33. 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.


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Dividends

PROSY vs. PHG - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.21%, less than PHG's 3.71% yield.


TTM20242023202220212020201920182017201620152014
PROSY
Prosus N.V.
0.21%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.
3.71%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 -69.30%, smaller than the maximum PHG 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.


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Volatility

PROSY vs. PHG - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 9.80% compared to Koninklijke Philips N.V. (PHG) at 8.12%. 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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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


1.00B2.00B3.00B4.00B5.00B6.00B20212022202320242025
2.96B
4.10B
(PROSY) Total Revenue
(PHG) Total Revenue
Values in USD except per share items