CHG.DE vs. SGGKY
CHG.DE (Chapters Group AG) and SGGKY (Singapore Technologies Engineering Ltd ADR) are both stocks. CHG.DE operates in Information Technology Services (Technology), while SGGKY operates in Aerospace & Defense (Industrials). Over the past 10 years, CHG.DE returned 34.51%/yr vs 17.11%/yr for SGGKY. At a 0.02 correlation, their price movements are largely independent.
Performance
CHG.DE vs. SGGKY - Performance Comparison
Loading charts...
Different Trading Currencies
CHG.DE is traded in EUR, while SGGKY is traded in USD. To make them comparable, the SGGKY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CHG.DE achieves a -3.49% return, which is significantly lower than SGGKY's 32.81% return. Over the past 10 years, CHG.DE has outperformed SGGKY with an annualized return of 34.51%, while SGGKY has yielded a comparatively lower 17.11% annualized return.
CHG.DE
- 1D
- 3.76%
- 1M
- 20.09%
- 6M
- 1.91%
- YTD
- -3.49%
- 1Y
- -8.14%
- 3Y*
- 40.63%
- 5Y*
- 42.02%
- 10Y*
- 34.51%
- ALL TIME*
- 25.10%
SGGKY
- 1D
- -2.45%
- 1M
- -5.92%
- 6M
- 12.02%
- YTD
- 32.81%
- 1Y
- 37.81%
- 3Y*
- 47.81%
- 5Y*
- 29.37%
- 10Y*
- 17.11%
- ALL TIME*
- 15.50%
CHG.DE vs. SGGKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHG.DE Chapters Group AG | -3.49% | 63.39% | 38.80% | 31.65% | 4.71% | 257.35% | -8.11% | -0.90% | 105.24% | 3.62% |
SGGKY Singapore Technologies Engineering Ltd ADR | 32.81% | 69.74% | 29.95% | 20.34% | -0.89% | 5.80% | -1.91% | 18.91% | 16.09% | 1.99% |
Correlation
The correlation between CHG.DE and SGGKY is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2012 | 0.02 |
The correlation between CHG.DE and SGGKY shifts across timeframes, from -0.12 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CHG.DE vs. SGGKY — Risk / Return Rank
CHG.DE
SGGKY
CHG.DE vs. SGGKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chapters Group AG (CHG.DE) and Singapore Technologies Engineering Ltd ADR (SGGKY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHG.DE | SGGKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.24 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.90 | -2.09 |
| Martin ratioReturn relative to average drawdown | -0.35 | 4.75 | -5.10 |
Loading charts...
Drawdowns
CHG.DE vs. SGGKY - Drawdown Comparison
The maximum CHG.DE drawdown since its inception was -51.20%, which is greater than SGGKY's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for CHG.DE and SGGKY.
Loading charts...
Drawdown Indicators
| CHG.DE | SGGKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.20% | -40.20% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -43.27% | -19.96% | -23.31% |
Max Drawdown (3Y)Largest decline over 3 years | -47.01% | -19.96% | -27.05% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -24.88% | -22.13% |
Max Drawdown (10Y)Largest decline over 10 years | -51.20% | -40.20% | -11.00% |
Current DrawdownCurrent decline from peak | -17.42% | -8.48% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -9.72% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.23% | 7.98% | +15.25% |
Volatility
CHG.DE vs. SGGKY - Volatility Comparison
Chapters Group AG (CHG.DE) has a higher volatility of 22.36% compared to Singapore Technologies Engineering Ltd ADR (SGGKY) at 4.36%. This indicates that CHG.DE's price experiences larger fluctuations and is considered to be riskier than SGGKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CHG.DE | SGGKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.36% | 4.36% | +18.00% |
Volatility (6M)Calculated over the trailing 6-month period | 40.99% | 29.64% | +11.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.33% | 46.98% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.00% | 35.61% | +8.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.26% | 31.77% | +10.49% |
Dividends
CHG.DE vs. SGGKY - Dividend Comparison
CHG.DE has not paid dividends to shareholders, while SGGKY's dividend yield for the trailing twelve months is around 2.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHG.DE Chapters Group AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGGKY Singapore Technologies Engineering Ltd ADR | 2.16% | 1.98% | 3.46% | 3.92% | 6.52% | 3.84% | 3.44% | 3.50% | 4.05% | 7.64% | 7.99% | 5.31% |
Financials
CHG.DE vs. SGGKY - Financials Comparison
This section allows you to compare key financial metrics between Chapters Group AG and Singapore Technologies Engineering Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CHG.DE and SGGKY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CHG.DE and SGGKY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer