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STLA vs. PROSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

STLA vs. PROSY - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-41.38%
7.26%
STLA
PROSY

Returns By Period

In the year-to-date period, STLA achieves a -41.13% return, which is significantly lower than PROSY's 36.66% return.


STLA

YTD

-41.13%

1M

-0.46%

6M

-41.86%

1Y

-31.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

PROSY

YTD

36.66%

1M

-3.89%

6M

6.71%

1Y

24.33%

5Y (annualized)

-90.46%

10Y (annualized)

N/A

Fundamentals


STLAPROSY
Market Cap$37.66B$97.03B
EPS$4.61$0.53
PE Ratio2.7915.30
Total Revenue (TTM)$218.75B$2.91B
Gross Profit (TTM)$40.30B$1.19B
EBITDA (TTM)$29.04B-$18.00M

Key characteristics


STLAPROSY
Sharpe Ratio-1.010.69
Sortino Ratio-1.301.13
Omega Ratio0.831.15
Calmar Ratio-0.630.21
Martin Ratio-1.142.63
Ulcer Index29.36%8.14%
Daily Std Dev32.99%31.08%
Max Drawdown-53.30%-100.00%
Current Drawdown-53.30%-100.00%

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Correlation

-0.50.00.51.00.4

The correlation between STLA and PROSY is 0.42, 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.

Risk-Adjusted Performance

STLA vs. PROSY - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for STLA, currently valued at -1.01, compared to the broader market-4.00-2.000.002.004.00-1.010.69
The chart of Sortino ratio for STLA, currently valued at -1.30, compared to the broader market-4.00-2.000.002.004.00-1.301.13
The chart of Omega ratio for STLA, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.15
The chart of Calmar ratio for STLA, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.630.40
The chart of Martin ratio for STLA, currently valued at -1.14, compared to the broader market-10.000.0010.0020.0030.00-1.142.63
STLA
PROSY

The current STLA Sharpe Ratio is -1.01, which is lower than the PROSY Sharpe Ratio of 0.69. 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.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-1.01
0.69
STLA
PROSY

Dividends

STLA vs. PROSY - Dividend Comparison

STLA's dividend yield for the trailing twelve months is around 12.86%, more than PROSY's 0.27% yield.


TTM2023202220212020
STLA
Stellantis N.V.
12.86%6.32%7.90%2.66%0.00%
PROSY
Prosus N.V.
0.27%0.25%0.20%0.14%0.12%

Drawdowns

STLA vs. PROSY - Drawdown Comparison

The maximum STLA drawdown since its inception was -53.30%, smaller than the maximum PROSY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for STLA and PROSY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-53.30%
-32.33%
STLA
PROSY

Volatility

STLA vs. PROSY - Volatility Comparison

Stellantis N.V. (STLA) and Prosus N.V. (PROSY) have volatilities of 8.49% and 8.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.49%
8.59%
STLA
PROSY

Financials

STLA vs. PROSY - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items