STLA vs. PROSY

In the year-to-date period, STLA achieves a -10.93% return, which is significantly lower than PROSY's 29.19% return.

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This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) and Prosus N.V. (PROSY). 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 STLA Sharpe Ratio is -1.07, which is lower than the PROSY Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of STLA and PROSY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

STLA's dividend yield for the trailing twelve months is around 7.20%, more than PROSY's 0.21% yield.

The maximum STLA drawdown since its inception was -69.00%, roughly equal to the maximum PROSY drawdown of -69.30%. Use the drawdown chart below to compare losses from any high point for STLA and PROSY. For additional features, visit the drawdowns tool.

Stellantis N.V. (STLA) has a higher volatility of 11.31% compared to Prosus N.V. (PROSY) at 9.86%. This indicates that STLA's price experiences larger fluctuations and is considered to be riskier than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Stellantis N.V. and Prosus N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.