CLILF vs. PSPSY

Last updated Jun 4, 2026

CLILF (CapitaLand Investment Limited) and PSPSY (PSP Swiss Property AG) are both stocks. Both operate in the Real Estate - Services industry within the Real Estate sector. Over the past year, CLILF returned 15.00% vs 13.87% for PSPSY. At a 0.04 correlation, their price movements are largely independent.

Performance

CLILF vs. PSPSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CapitaLand Investment Limited (CLILF) and PSP Swiss Property AG (PSPSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLILF achieves a 6.49% return, which is significantly higher than PSPSY's 2.76% return.

CLILF

• 1D: -5.59%
• 1M: -12.44%
• YTD: 6.49%
• 6M: 33.67%
• 1Y: 15.00%
• 3Y*: -6.02%
• 5Y*: —
• 10Y*: —

PSPSY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 2.76%
• 6M: 2.76%
• 1Y: 13.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLILF vs. PSPSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CLILF CapitaLand Investment Limited	6.49%	-3.06%	-1.09%	-2.14%
PSPSY PSP Swiss Property AG	2.76%	64.12%	-7.96%	21.14%

Correlation

The correlation between CLILF and PSPSY is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023	0.04

Return for Risk

CLILF vs. PSPSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLILF

CLILF Risk / Return Rank: 57
CLILF Sharpe Ratio Rank: 50
CLILF Sortino Ratio Rank: 52
CLILF Omega Ratio Rank: 75
CLILF Calmar Ratio Rank: 53
CLILF Martin Ratio Rank: 52

PSPSY

PSPSY Risk / Return Rank: 72
PSPSY Sharpe Ratio Rank: 66
PSPSY Sortino Ratio Rank: 68
PSPSY Omega Ratio Rank: 98
PSPSY Calmar Ratio Rank: 64
PSPSY Martin Ratio Rank: 63

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.

CLILF vs. PSPSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CapitaLand Investment Limited (CLILF) and PSP Swiss Property AG (PSPSY). 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.

	CLILF	PSPSY	Difference
Sharpe ratio: Return per unit of total volatility	0.24	0.77	-0.52
Sortino ratio: Return per unit of downside risk	0.90	1.62	-0.73
Omega ratio: Gain probability vs. loss probability	1.26	1.76	-0.50
Calmar ratio: Return relative to maximum drawdown	0.52	1.12	-0.60
Martin ratio: Return relative to average drawdown	1.07	2.50	-1.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLILF vs. PSPSY - Sharpe Ratio Comparison

The current CLILF Sharpe Ratio is 0.24, which is lower than the PSPSY Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CLILF and PSPSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLILF	PSPSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	0.77	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.94	-1.00

Drawdowns

CLILF vs. PSPSY - Drawdown Comparison

The maximum CLILF drawdown since its inception was -66.07%, which is greater than PSPSY's maximum drawdown of -12.53%. Use the drawdown chart below to compare losses from any high point for CLILF and PSPSY.

Drawdown Indicators

	CLILF	PSPSY	Difference
Max Drawdown Largest peak-to-trough decline	-66.07%	-12.53%	-53.54%
Max Drawdown (1Y) Largest decline over 1 year	-29.26%	-12.53%	-16.73%
Max Drawdown (3Y) Largest decline over 3 years	-45.96%	—	—
Current Drawdown Current decline from peak	-53.74%	-0.21%	-53.53%
Average Drawdown Average peak-to-trough decline	-44.05%	-5.53%	-38.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.09%	5.59%	+8.50%

Volatility

CLILF vs. PSPSY - Volatility Comparison

CapitaLand Investment Limited (CLILF) has a higher volatility of 10.69% compared to PSP Swiss Property AG (PSPSY) at 0.00%. This indicates that CLILF's price experiences larger fluctuations and is considered to be riskier than PSPSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLILF	PSPSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	0.00%	+10.69%
Volatility (6M) Calculated over the trailing 6-month period	54.59%	7.04%	+47.55%
Volatility (1Y) Calculated over the trailing 1-year period	62.76%	18.33%	+44.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.17%	31.12%	+49.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.17%	31.12%	+49.05%

Dividends

CLILF vs. PSPSY - Dividend Comparison

CLILF's dividend yield for the trailing twelve months is around 3.69%, more than PSPSY's 2.53% yield.

Position	TTM	2025	2024
CLILF CapitaLand Investment Limited	3.69%	0.00%	0.00%
PSPSY PSP Swiss Property AG	2.53%	2.37%	3.38%

Financials

Frequently Asked Questions

Can I hold both CLILF and PSPSY in my portfolio?

CLILF and PSPSY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLILF or PSPSY?

CLILF has higher volatility (10.69%) compared to PSPSY (0.00%). In terms of maximum drawdown, CLILF dropped -66.07% vs PSPSY's -12.53%.

Which has better risk-adjusted returns?

PSPSY currently has the higher Sharpe Ratio (0.77 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.