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

Correlation

The correlation between PROSY and SPY is 0.44, 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.


-0.50.00.51.00.4

Performance

PROSY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V. (PROSY) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
111.32%
PROSY
SPY

Key characteristics

Sharpe Ratio

PROSY:

0.93

SPY:

2.03

Sortino Ratio

PROSY:

1.42

SPY:

2.71

Omega Ratio

PROSY:

1.18

SPY:

1.38

Calmar Ratio

PROSY:

0.29

SPY:

3.02

Martin Ratio

PROSY:

3.54

SPY:

13.49

Ulcer Index

PROSY:

8.21%

SPY:

1.88%

Daily Std Dev

PROSY:

31.13%

SPY:

12.48%

Max Drawdown

PROSY:

-100.00%

SPY:

-55.19%

Current Drawdown

PROSY:

-100.00%

SPY:

-3.54%

Returns By Period

In the year-to-date period, PROSY achieves a 37.50% return, which is significantly higher than SPY's 24.51% return.


PROSY

YTD

37.50%

1M

0.87%

6M

11.92%

1Y

24.53%

5Y*

-90.45%

10Y*

N/A

SPY

YTD

24.51%

1M

-0.32%

6M

7.56%

1Y

24.63%

5Y*

14.51%

10Y*

12.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PROSY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and 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.


Sharpe ratio
The chart of Sharpe ratio for PROSY, currently valued at 0.93, compared to the broader market-4.00-2.000.002.000.932.03
The chart of Sortino ratio for PROSY, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.422.71
The chart of Omega ratio for PROSY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.38
The chart of Calmar ratio for PROSY, currently valued at 0.29, compared to the broader market0.002.004.006.000.293.02
The chart of Martin ratio for PROSY, currently valued at 3.54, compared to the broader market0.0010.0020.003.5413.49
PROSY
SPY

The current PROSY Sharpe Ratio is 0.93, which is lower than the SPY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PROSY and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.93
2.03
PROSY
SPY

Dividends

PROSY vs. SPY - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.27%, less than SPY's 0.87% yield.


TTM20232022202120202019201820172016201520142013
PROSY
Prosus N.V.
0.27%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

PROSY vs. SPY - Drawdown Comparison

The maximum PROSY drawdown since its inception was -100.00%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-3.54%
PROSY
SPY

Volatility

PROSY vs. SPY - Volatility Comparison

Prosus N.V. (PROSY) has a higher volatility of 6.10% compared to SPDR S&P 500 ETF (SPY) at 3.64%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
3.64%
PROSY
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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