PROSY vs. PHG

Last updated Apr 1, 2026

Compare and contrast key facts about Prosus N.V. (PROSY) and Koninklijke Philips N.V. (PHG).

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.

PROSY vs. PHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PROSY Prosus N.V.	-25.16%	55.67%	33.80%	-5.32%	-17.15%	-23.28%	45.77%	-9.97%
PHG Koninklijke Philips N.V.	1.18%	10.87%	8.53%	55.64%	-57.64%	-30.75%	11.00%	2.16%

Fundamentals

Market Cap PROSY : $103.27B PHG : $26.47B
EPS PROSY : $1.91 PHG : $0.93
PE Ratio PROSY : 4.84 PHG : 29.46
PEG Ratio PROSY : 0.03 PHG : 15.29
PS Ratio PROSY : 8.09 PHG : 1.48
PB Ratio PROSY : 1.87 PHG : 2.42
Total Revenue (TTM) PROSY : $12.76B PHG : $17.83B
Gross Profit (TTM) PROSY : $5.31B PHG : $8.06B
EBITDA (TTM) PROSY : $10.72B PHG : $2.60B

Returns By Period

In the year-to-date period, PROSY achieves a -25.16% return, which is significantly lower than PHG's 1.18% return.

PROSY

• 1D: 4.17%
• 1M: -9.67%
• YTD: -25.16%
• 6M: -34.49%
• 1Y: -0.11%
• 3Y*: 9.34%
• 5Y*: -2.72%
• 10Y*: —

PHG

• 1D: 3.28%
• 1M: -14.38%
• YTD: 1.18%
• 6M: 0.51%
• 1Y: 11.83%
• 3Y*: 15.68%
• 5Y*: -12.35%
• 10Y*: 1.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PROSY vs. PHG — Risk / Return Rank

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

PROSY

PROSY Risk / Return Rank: 39
PROSY Sharpe Ratio Rank: 41
PROSY Sortino Ratio Rank: 36
PROSY Omega Ratio Rank: 35
PROSY Calmar Ratio Rank: 41
PROSY Martin Ratio Rank: 41

PHG

PHG Risk / Return Rank: 53
PHG Sharpe Ratio Rank: 55
PHG Sortino Ratio Rank: 50
PHG Omega Ratio Rank: 49
PHG Calmar Ratio Rank: 55
PHG Martin Ratio Rank: 58

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.00	0.37	-0.37
Sortino ratio Return per unit of downside risk	0.22	0.77	-0.55
Omega ratio Gain probability vs. loss probability	1.03	1.10	-0.07
Calmar ratio Return relative to maximum drawdown	-0.02	0.53	-0.55
Martin ratio Return relative to average drawdown	-0.05	1.64	-1.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PROSY vs. PHG - Sharpe Ratio Comparison

The current PROSY Sharpe Ratio is -0.00, which is lower than the PHG Sharpe Ratio of 0.37. 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.

Sharpe Ratios by Period

	PROSY	PHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.00	0.37	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	-0.33	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.20	-0.13

Correlation

The correlation between PROSY and PHG is 0.40, 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.

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 3.23%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PHG Koninklijke Philips N.V.	3.23%	3.27%	0.00%	0.00%	6.43%	2.80%	0.00%	1.97%	2.82%	2.02%	2.51%	2.98%

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.

Drawdown Indicators

	PROSY	PHG	Difference
Max Drawdown Largest peak-to-trough decline	-69.36%	-79.61%	+10.25%
Max Drawdown (1Y) Largest decline over 1 year	-39.09%	-20.24%	-18.85%
Max Drawdown (5Y) Largest decline over 5 years	-65.77%	-79.61%	+13.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-79.61%	—
Current Drawdown Current decline from peak	-36.56%	-50.72%	+14.16%
Average Drawdown Average peak-to-trough decline	-29.88%	-29.12%	-0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.50%	6.56%	+7.94%

Volatility

PROSY vs. PHG - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 17.14% compared to Koninklijke Philips N.V. (PHG) at 9.58%. 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.

Volatility by Period

	PROSY	PHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.14%	9.58%	+7.56%
Volatility (6M) Calculated over the trailing 6-month period	23.85%	21.48%	+2.37%
Volatility (1Y) Calculated over the trailing 1-year period	31.83%	32.53%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.81%	37.35%	+5.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.73%	31.91%	+9.82%

Financials