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PROSY vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PROSY and QQQ 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. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V. (PROSY) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PROSY:

1.00

QQQ:

0.64

Sortino Ratio

PROSY:

1.44

QQQ:

1.04

Omega Ratio

PROSY:

1.19

QQQ:

1.15

Calmar Ratio

PROSY:

0.71

QQQ:

0.70

Martin Ratio

PROSY:

3.19

QQQ:

2.29

Ulcer Index

PROSY:

9.81%

QQQ:

6.99%

Daily Std Dev

PROSY:

32.97%

QQQ:

25.51%

Max Drawdown

PROSY:

-69.30%

QQQ:

-82.98%

Current Drawdown

PROSY:

-13.61%

QQQ:

-3.10%

Returns By Period

In the year-to-date period, PROSY achieves a 29.82% return, which is significantly higher than QQQ's 2.26% return.


PROSY

YTD

29.82%

1M

20.46%

6M

28.01%

1Y

32.80%

3Y*

33.11%

5Y*

4.28%

10Y*

N/A

QQQ

YTD

2.26%

1M

17.54%

6M

4.72%

1Y

16.26%

3Y*

22.66%

5Y*

18.41%

10Y*

17.72%

*Annualized

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Prosus N.V.

Invesco QQQ

Risk-Adjusted Performance

PROSY vs. QQQ — 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

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and Invesco QQQ (QQQ). 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 QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PROSY and QQQ, 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. QQQ - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.21%, less than QQQ's 0.57% 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%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

PROSY vs. QQQ - Drawdown Comparison

The maximum PROSY drawdown since its inception was -69.30%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for PROSY and QQQ. For additional features, visit the drawdowns tool.


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Volatility

PROSY vs. QQQ - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 9.80% compared to Invesco QQQ (QQQ) at 6.48%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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