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PRX.AS vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRX.ASVUSA.AS
YTD Return23.59%16.77%
1Y Return12.12%20.00%
3Y Return (Ann)-1.80%10.51%
Sharpe Ratio0.531.84
Daily Std Dev29.47%11.41%
Max Drawdown-63.19%-33.64%
Current Drawdown-32.89%-3.73%

Correlation

-0.50.00.51.00.5

The correlation between PRX.AS and VUSA.AS is 0.48, 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.

Performance

PRX.AS vs. VUSA.AS - Performance Comparison

In the year-to-date period, PRX.AS achieves a 23.59% return, which is significantly higher than VUSA.AS's 16.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
28.93%
8.77%
PRX.AS
VUSA.AS

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Prosus N.V.

Vanguard S&P 500 UCITS ETF

Risk-Adjusted Performance

PRX.AS vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PRX.AS) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.


PRX.AS
Sharpe ratio
The chart of Sharpe ratio for PRX.AS, currently valued at 0.64, compared to the broader market-4.00-2.000.002.000.64
Sortino ratio
The chart of Sortino ratio for PRX.AS, currently valued at 1.06, compared to the broader market-6.00-4.00-2.000.002.004.001.06
Omega ratio
The chart of Omega ratio for PRX.AS, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for PRX.AS, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.000.36
Martin ratio
The chart of Martin ratio for PRX.AS, currently valued at 2.13, compared to the broader market-5.000.005.0010.0015.0020.002.13
VUSA.AS
Sharpe ratio
The chart of Sharpe ratio for VUSA.AS, currently valued at 2.22, compared to the broader market-4.00-2.000.002.002.22
Sortino ratio
The chart of Sortino ratio for VUSA.AS, currently valued at 3.08, compared to the broader market-6.00-4.00-2.000.002.004.003.08
Omega ratio
The chart of Omega ratio for VUSA.AS, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VUSA.AS, currently valued at 2.15, compared to the broader market0.001.002.003.004.005.002.15
Martin ratio
The chart of Martin ratio for VUSA.AS, currently valued at 10.63, compared to the broader market-5.000.005.0010.0015.0020.0010.63

PRX.AS vs. VUSA.AS - Sharpe Ratio Comparison

The current PRX.AS Sharpe Ratio is 0.53, which is lower than the VUSA.AS Sharpe Ratio of 1.84. The chart below compares the 12-month rolling Sharpe Ratio of PRX.AS and VUSA.AS.


Rolling 12-month Sharpe Ratio0.001.002.003.00AprilMayJuneJulyAugustSeptember
0.64
2.22
PRX.AS
VUSA.AS

Dividends

PRX.AS vs. VUSA.AS - Dividend Comparison

PRX.AS's dividend yield for the trailing twelve months is around 0.21%, less than VUSA.AS's 1.08% yield.


TTM20232022202120202019201820172016201520142013
PRX.AS
Prosus N.V.
0.21%0.26%0.22%0.19%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.AS
Vanguard S&P 500 UCITS ETF
1.08%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%1.19%

Drawdowns

PRX.AS vs. VUSA.AS - Drawdown Comparison

The maximum PRX.AS drawdown since its inception was -63.19%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for PRX.AS and VUSA.AS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-38.21%
-2.15%
PRX.AS
VUSA.AS

Volatility

PRX.AS vs. VUSA.AS - Volatility Comparison

Prosus N.V. (PRX.AS) has a higher volatility of 6.37% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.38%. This indicates that PRX.AS's price experiences larger fluctuations and is considered to be riskier than VUSA.AS 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%AprilMayJuneJulyAugustSeptember
6.37%
3.38%
PRX.AS
VUSA.AS