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ISIN
US8157941027

Highlights

Market Cap
$3.26B
Enterprise Value
$4.34B
EPS (TTM)
-$6.84
Total Revenue (TTM)
$494.86B
Gross Profit (TTM)
$218.67B
EBITDA (TTM)
$69.54B
Year Range
$3.20 - $6.16
ROA (TTM)
-0.92%
ROE (TTM)
-1.63%

Share Price Chart


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Sega Sammy Holdings Inc ADR

Performance

SGAMY Performance Chart

Sega Sammy Holdings Inc ADR (SGAMY) is down 1.7% since the beginning of the year. At $4 per share, SGAMY is trading 37.5% below its 52-week high of $6. Investors who bought $1,000 worth of SGAMY shares 5 years ago would now be looking at an investment worth $1,234.


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S&P 500 Index

Returns By Period

Sega Sammy Holdings Inc ADR (SGAMY) has returned -1.72% so far this year and -19.29% over the past 12 months. Over the last ten years, SGAMY has returned 3.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Sega Sammy Holdings Inc ADR

1D
1.58%
1M
5.19%
YTD
-1.72%
6M
-11.80%
1Y
-19.29%
3Y*
-6.86%
5Y*
4.29%
10Y*
3.04%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGAMY Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2007, SGAMY's average daily return is +0.03%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jun 2025 with a return of +34.7%, while the worst month was Feb 2009 at -32.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SGAMY closed higher 44% of trading days. The best single day was Nov 12, 2007 with a return of +21.6%, while the worst single day was Oct 27, 2008 at -35.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.45%7.73%-6.41%-4.88%-1.12%4.11%-1.72%
20251.05%1.66%-1.70%8.82%-15.44%34.70%-12.97%1.46%1.73%-9.91%-8.90%-9.94%-16.89%
20245.54%-14.13%-0.20%3.50%8.62%4.53%7.99%8.03%13.85%-1.89%-11.70%13.06%38.27%
20236.05%8.49%10.05%-1.06%3.43%11.83%1.86%-9.84%-6.87%-15.40%-6.15%-3.83%-5.38%
20224.86%10.49%-4.47%4.90%2.22%-14.67%6.24%-11.51%-7.05%-8.16%5.08%12.39%-4.03%
20210.25%8.06%-5.59%-11.11%-11.11%1.56%-4.62%7.68%5.45%0.00%13.92%-2.49%-1.26%

Benchmark Metrics

Sega Sammy Holdings Inc ADR has an annualized alpha of 2.73%, beta of 0.50, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since July 16, 2007.

  • This stock participated in 40.63% of S&P 500 Index downside but only 20.34% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.50 may look defensive, but with R2 of 0.06 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.06 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.73%
Beta
0.50
0.06
Upside Capture
20.34%
Downside Capture
40.63%

Return for Risk

Risk / Return Rank

SGAMY ranks 26 for risk / return — below 26% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SGAMY Risk / Return Rank: 2626
Overall Rank
SGAMY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SGAMY Sortino Ratio Rank: 2525
Sortino Ratio Rank
SGAMY Omega Ratio Rank: 2525
Omega Ratio Rank
SGAMY Calmar Ratio Rank: 2525
Calmar Ratio Rank
SGAMY Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Sega Sammy Holdings Inc ADR (SGAMY) and compare them to S&P 500 Index.


SGAMYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.37

2.39

-2.76

Sortino ratio

Return per unit of downside risk

-0.22

3.25

-3.48

Omega ratio

Gain probability vs. loss probability

0.97

1.43

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.44

3.11

-3.55

Martin ratio

Return relative to average drawdown

-0.69

14.38

-15.07

Dividends

Dividend History

Sega Sammy Holdings Inc ADR provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%$0.00$0.02$0.04$0.06$0.082016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.00$0.05$0.09$0.00$0.04$0.00$0.00$0.00$0.00$0.04$0.05

Dividend yield

0.00%1.20%1.79%0.00%1.03%0.00%0.00%0.00%0.00%1.31%1.34%

Monthly Dividends

The table displays the monthly dividend distributions for Sega Sammy Holdings Inc ADR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2024$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sega Sammy Holdings Inc ADR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sega Sammy Holdings Inc ADR was 69.79%, occurring on Jan 21, 2016. The portfolio has not yet recovered.

The current Sega Sammy Holdings Inc ADR drawdown is 43.07%.


Related event

Drawdown

Fall

Recovery

Underwater

2016 bear market2016
-69.79%Jan 2016
2y 3mo
12y 8moSep 2013 - now
Financial crisis2007–2009
-62.38%Oct 2008
1y 3mo2y 22d
3y 3moJul 2007 - Nov 2010
2013 bear market2013
-35.03%Feb 2013
1y 4mo2mo 16d
1y 6moSep 2011 - Apr 2013
2011 bear market2011
-21.75%Apr 2011
7d2mo 25d
3mo 2dApr 2011 - Jul 2011
2013 correction2013
-19.57%Aug 2013
3mo 1d1mo 5d
4mo 6dMay 2013 - Sep 2013

Drawdown Indicators


SGAMYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-69.79%

-56.78%

-13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-43.90%

-9.10%

-34.80%

Max Drawdown (3Y)

Largest decline over 3 years

-49.13%

-18.90%

-30.23%

Max Drawdown (5Y)

Largest decline over 5 years

-49.13%

-25.43%

-23.70%

Max Drawdown (10Y)

Largest decline over 10 years

-49.13%

-33.92%

-15.21%

Current Drawdown

Current decline from peak

-43.07%

0.00%

-43.07%

Average Drawdown

Average peak-to-trough decline

-37.37%

-10.72%

-26.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.18%

1.97%

+26.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Sega Sammy Holdings Inc ADR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Sega Sammy Holdings Inc ADR is priced in the market compared to other companies in the Electronic Gaming & Multimedia industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SGAMY relative to other companies in the Electronic Gaming & Multimedia industry. Currently, SGAMY has a P/S ratio of 0.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SGAMY in comparison with other companies in the Electronic Gaming & Multimedia industry. Currently, SGAMY has a P/B value of 0.0. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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