Proteus has a problem with metal. When he comes in contact with it it serious harms him due to his energy form and conductivity. The X men took him down by him trying to posess Colossus (he needs host bodies) and Piotr then turning to his steel form and disrupting him.
Considering that Apocalypse can morph into metal and does so on a regular basis (forming pistons, mechanical vise grip arms, etc.), he could take out Proteus.