PROSY vs. SPY
PROSY (Prosus N.V.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, PROSY returned 0.73%/yr vs 12.94%/yr for SPY. At a 0.45 correlation, their price movements are largely independent.
Performance
PROSY vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, PROSY achieves a -27.35% return, which is significantly lower than SPY's 10.45% return.
PROSY
- 1D
- -0.88%
- 1M
- -0.99%
- 6M
- -31.03%
- YTD
- -27.35%
- 1Y
- -20.18%
- 3Y*
- 8.24%
- 5Y*
- 0.73%
- 10Y*
- —
SPY
- 1D
- -0.77%
- 1M
- 1.26%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.46%
- 3Y*
- 20.07%
- 5Y*
- 12.94%
- 10Y*
- 15.08%
PROSY vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PROSY Prosus N.V. | -27.35% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
SPY State Street SPDR S&P 500 ETF | 10.45% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 7.85% |
Correlation
The correlation between PROSY and SPY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.45 |
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Return for Risk
PROSY vs. SPY — Risk / Return Rank
PROSY
SPY
PROSY vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and State Street SPDR S&P 500 ETF (SPY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PROSY | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.31 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.43 | -2.90 |
| Martin ratioReturn relative to average drawdown | -0.85 | 10.57 | -11.42 |
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Drawdowns
PROSY vs. SPY - Drawdown Comparison
The maximum PROSY drawdown since its inception was -69.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PROSY and SPY.
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Drawdown Indicators
| PROSY | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.36% | -55.19% | -14.17% |
Max Drawdown (1Y)Largest decline over 1 year | -42.52% | -8.88% | -33.64% |
Max Drawdown (3Y)Largest decline over 3 years | -42.52% | -18.76% | -23.76% |
Max Drawdown (5Y)Largest decline over 5 years | -57.98% | -24.50% | -33.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -38.41% | -1.12% | -37.29% |
Average DrawdownAverage peak-to-trough decline | -30.11% | -9.02% | -21.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.86% | 2.03% | +21.83% |
Volatility
PROSY vs. SPY - Volatility Comparison
Prosus N.V. (PROSY) has a higher volatility of 10.33% compared to State Street SPDR S&P 500 ETF (SPY) at 4.26%. This indicates that PROSY's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PROSY | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 4.26% | +6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 28.54% | 10.01% | +18.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.28% | 12.60% | +20.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.21% | 17.17% | +26.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.57% | 17.93% | +23.64% |
Dividends
PROSY vs. SPY - Dividend Comparison
PROSY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.00%.
| Position | 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% |
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
PROSY and SPY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (10.33%) compared to SPY (4.26%). In terms of maximum drawdown, PROSY dropped -69.36% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.71 vs -0.61), 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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