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

Correlation

The correlation between PROSY and VTI 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PROSY vs. VTI - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-100.00%
92.86%
PROSY
VTI

Key characteristics

Sharpe Ratio

PROSY:

1.18

VTI:

0.47

Sortino Ratio

PROSY:

1.68

VTI:

0.80

Omega Ratio

PROSY:

1.23

VTI:

1.12

Calmar Ratio

PROSY:

0.39

VTI:

0.49

Martin Ratio

PROSY:

3.86

VTI:

1.99

Ulcer Index

PROSY:

10.03%

VTI:

4.76%

Daily Std Dev

PROSY:

33.03%

VTI:

20.05%

Max Drawdown

PROSY:

-100.00%

VTI:

-55.45%

Current Drawdown

PROSY:

-100.00%

VTI:

-10.40%

Returns By Period

In the year-to-date period, PROSY achieves a 16.25% return, which is significantly higher than VTI's -6.29% return.


PROSY

YTD

16.25%

1M

-0.97%

6M

8.11%

1Y

35.89%

5Y*

6.41%

10Y*

N/A

VTI

YTD

-6.29%

1M

-1.02%

6M

-4.58%

1Y

8.93%

5Y*

15.27%

10Y*

11.56%

*Annualized

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Risk-Adjusted Performance

PROSY vs. VTI — 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 8181
Overall Rank
The Sharpe Ratio Rank of PROSY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of PROSY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of PROSY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of PROSY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PROSY is 8383
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) and Vanguard Total Stock Market ETF (VTI). 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 chart of Sharpe ratio for PROSY, currently valued at 1.18, compared to the broader market-2.00-1.000.001.002.003.00
PROSY: 1.18
VTI: 0.47
The chart of Sortino ratio for PROSY, currently valued at 1.68, compared to the broader market-6.00-4.00-2.000.002.004.00
PROSY: 1.68
VTI: 0.80
The chart of Omega ratio for PROSY, currently valued at 1.23, compared to the broader market0.501.001.502.00
PROSY: 1.23
VTI: 1.12
The chart of Calmar ratio for PROSY, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
PROSY: 0.39
VTI: 0.49
The chart of Martin ratio for PROSY, currently valued at 3.86, compared to the broader market-5.000.005.0010.0015.0020.00
PROSY: 3.86
VTI: 1.99

The current PROSY Sharpe Ratio is 1.18, which is higher than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of PROSY and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.18
0.47
PROSY
VTI

Dividends

PROSY vs. VTI - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.24%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
PROSY
Prosus N.V.
0.24%0.28%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

PROSY vs. VTI - Drawdown Comparison

The maximum PROSY drawdown since its inception was -100.00%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PROSY and VTI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-100.00%
-10.40%
PROSY
VTI

Volatility

PROSY vs. VTI - Volatility Comparison

The current volatility for Prosus N.V. (PROSY) is 13.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that PROSY experiences smaller price fluctuations and is considered to be less risky than VTI 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%NovemberDecember2025FebruaryMarchApril
13.00%
14.83%
PROSY
VTI