PortfoliosLab logoPortfoliosLab logo
Singapore Telecommunications PK (SGAPY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US82929R3049

Highlights

Total Revenue (TTM)
$28.27B
Gross Profit (TTM)
$6.95B
EBITDA (TTM)
$6.56B
Year Range
$24.56 - $41.20
ROA (TTM)
10.07%
ROE (TTM)
17.76%

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Singapore Telecommunications PK

Often compared with SGAPY:
SGAPY vs. BIDUSGAPY vs. NTDOY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Singapore Telecommunications PK, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Singapore Telecommunications PK (SGAPY) has returned 9.26% so far this year and 58.01% over the past 12 months. Over the last ten years, SGAPY has returned 8.61% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Singapore Telecommunications PK

1D
-0.21%
1M
-2.79%
YTD
9.26%
6M
23.09%
1Y
58.01%
3Y*
34.52%
5Y*
21.37%
10Y*
8.61%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 13, 2007, SGAPY's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.

Historically, 56% of months were positive and 44% were negative. The best month was May 2009 with a return of +21.4%, while the worst month was Oct 2008 at -28.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SGAPY closed higher 50% of trading days. The best single day was Oct 28, 2008 with a return of +29.7%, while the worst single day was Oct 24, 2008 at -15.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.29%9.88%-2.79%9.26%
20258.57%2.90%1.55%13.58%2.27%1.82%0.89%12.96%-4.76%2.19%14.25%-3.51%64.06%
2024-4.28%-2.85%8.34%-8.02%5.72%10.65%13.77%5.50%5.57%-6.40%1.39%-2.26%27.43%
2023-0.10%-7.86%4.99%3.32%-2.83%0.54%8.64%-10.72%1.03%-2.48%1.22%9.17%2.99%
20225.88%4.07%2.82%2.03%-4.43%-4.32%4.07%1.58%-1.38%-5.38%15.66%-4.62%15.04%
20211.90%-0.34%2.72%3.25%-1.97%-7.41%-1.18%4.01%4.91%2.64%-7.51%1.66%1.74%

Benchmark Metrics

Singapore Telecommunications PK has an annualized alpha of 4.83%, beta of 0.63, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since July 16, 2007.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.23%) than losses (62.84%) — typical of diversified or defensive assets.
  • Beta of 0.63 may look defensive, but with R² of 0.26 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 0.26 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
4.83%
Beta
0.63
0.26
Upside Capture
66.23%
Downside Capture
62.84%

Return for Risk

Risk / Return Rank

SGAPY ranks 95 for risk / return — in the top 95% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SGAPY Risk / Return Rank: 9595
Overall Rank
SGAPY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SGAPY Sortino Ratio Rank: 9595
Sortino Ratio Rank
SGAPY Omega Ratio Rank: 9292
Omega Ratio Rank
SGAPY Calmar Ratio Rank: 9797
Calmar Ratio Rank
SGAPY Martin Ratio Rank: 9696
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 Singapore Telecommunications PK (SGAPY) and compare them to a chosen benchmark (S&P 500 Index).


SGAPYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.47

0.90

+1.57

Sortino ratio

Return per unit of downside risk

3.55

1.39

+2.17

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

7.55

1.40

+6.15

Martin ratio

Return relative to average drawdown

18.11

6.61

+11.51

Explore SGAPY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Singapore Telecommunications PK provided a 3.63% dividend yield over the last twelve months, with an annual payout of $1.40 per share. The company has been increasing its dividends for 4 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.40$1.40$1.25$0.96$0.68$0.51$0.76$1.26$1.25$1.99$2.46$1.19

Dividend yield

3.63%3.96%5.54%5.13%3.54%2.95%4.39%5.02%5.83%7.45%9.85%4.63%

Monthly Dividends

The table displays the monthly dividend distributions for Singapore Telecommunications PK. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.63$0.00$1.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.66$0.00$1.25
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.38$0.00$0.96
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.33$0.00$0.68
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.33$0.51

Dividend Yield & Payout


Dividend Yield

Singapore Telecommunications PK has a dividend yield of 3.63%, which is quite average when compared to the overall market.

Payout Ratio

Singapore Telecommunications PK has a payout ratio of 103.61%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Singapore Telecommunications PK. 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 Singapore Telecommunications PK was 56.22%, occurring on Oct 24, 2008. Recovery took 646 trading sessions.

The current Singapore Telecommunications PK drawdown is 4.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.22%Apr 17, 2008134Oct 24, 2008646May 19, 2011780
-41.96%Aug 26, 20161054Nov 2, 2020928Jul 15, 20241982
-25.87%Apr 30, 2015105Sep 28, 2015198Jul 12, 2016303
-15.02%May 21, 201324Jun 24, 2013236Jun 2, 2014260
-13.33%Aug 2, 201137Sep 22, 2011194Jun 29, 2012231

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Singapore Telecommunications PK 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 Singapore Telecommunications PK is priced in the market compared to other companies in the Telecom Services industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


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