CMWAY vs. DBSDY
CMWAY (Commonwealth Bank of Australia PK) and DBSDY (DBS Group Holdings Ltd ADR) are both stocks. Both are in the Financial Services sector — CMWAY in Banks - Diversified, DBSDY in Banks - Regional. Over the past 10 years, CMWAY returned 12.93%/yr vs 23.39%/yr for DBSDY. At a 0.40 correlation, their price movements are largely independent.
Performance
CMWAY vs. DBSDY - Performance Comparison
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Returns By Period
In the year-to-date period, CMWAY achieves a 8.20% return, which is significantly lower than DBSDY's 19.72% return. Over the past 10 years, CMWAY has underperformed DBSDY with an annualized return of 12.93%, while DBSDY has yielded a comparatively higher 23.39% annualized return.
CMWAY
- 1D
- -1.15%
- 1M
- -3.59%
- YTD
- 8.20%
- 6M
- 6.69%
- 1Y
- -2.15%
- 3Y*
- 24.16%
- 5Y*
- 12.64%
- 10Y*
- 12.93%
DBSDY
- 1D
- -0.01%
- 1M
- 5.96%
- YTD
- 19.72%
- 6M
- 19.52%
- 1Y
- 58.18%
- 3Y*
- 42.01%
- 5Y*
- 27.30%
- 10Y*
- 23.39%
CMWAY vs. DBSDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 8.20% | 14.67% | 30.16% | 14.01% | -1.83% | 21.14% | 17.04% | 17.00% | -13.84% | 13.44% |
DBSDY DBS Group Holdings Ltd ADR | 19.72% | 44.73% | 47.43% | 7.13% | 8.63% | 32.34% | 1.70% | 18.17% | -0.93% | 63.53% |
Correlation
The correlation between CMWAY and DBSDY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2009 | 0.40 |
Fundamentals
CMWAY:
$190.55B
DBSDY:
$145.85B
CMWAY:
A$11.73
DBSDY:
SGD 14.75
CMWAY:
14.03
DBSDY:
18.02
CMWAY:
2.74
DBSDY:
1.39
CMWAY:
2.36
DBSDY:
5.21
CMWAY:
3.57
DBSDY:
2.74
CMWAY:
A$116.83B
DBSDY:
SGD 36.24B
CMWAY:
A$77.16B
DBSDY:
SGD 36.24B
CMWAY:
A$15.17B
DBSDY:
SGD 9.54B
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Return for Risk
CMWAY vs. DBSDY — Risk / Return Rank
CMWAY
DBSDY
CMWAY vs. DBSDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Bank of Australia PK (CMWAY) and DBS Group Holdings Ltd ADR (DBSDY). 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.
| CMWAY | DBSDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.61 | ||
| Sortino ratioReturn per unit of downside risk | -4.89 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.64 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 6.18 | -6.28 |
| Martin ratioReturn relative to average drawdown | -0.19 | 18.48 | -18.67 |
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Drawdowns
CMWAY vs. DBSDY - Drawdown Comparison
The maximum CMWAY drawdown since its inception was -47.71%, smaller than the maximum DBSDY drawdown of -74.39%. Use the drawdown chart below to compare losses from any high point for CMWAY and DBSDY.
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Drawdown Indicators
| CMWAY | DBSDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -74.39% | +26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -9.46% | -12.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.74% | -18.75% | -2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -22.02% | -4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -47.71% | -43.94% | -3.77% |
Current DrawdownCurrent decline from peak | -13.88% | -0.01% | -13.87% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -14.94% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.19% | 3.16% | +8.03% |
Volatility
CMWAY vs. DBSDY - Volatility Comparison
Commonwealth Bank of Australia PK (CMWAY) and DBS Group Holdings Ltd ADR (DBSDY) have volatilities of 5.70% and 5.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMWAY | DBSDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.67% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 22.83% | 12.44% | +10.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.14% | 16.57% | +11.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 18.84% | +7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.11% | 21.69% | +5.42% |
Dividends
CMWAY vs. DBSDY - Dividend Comparison
CMWAY's dividend yield for the trailing twelve months is around 2.96%, less than DBSDY's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 2.96% | 2.92% | 3.19% | 3.96% | 3.89% | 3.52% | 3.20% | 5.24% | 6.36% | 7.63% | 10.91% | 5.13% |
DBSDY DBS Group Holdings Ltd ADR | 4.04% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
Financials
CMWAY vs. DBSDY - Financials Comparison
This section allows you to compare key financial metrics between Commonwealth Bank of Australia PK and DBS Group Holdings 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
CMWAY vs. DBSDY - Profitability Comparison
CMWAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Commonwealth Bank of Australia PK reported a gross profit of 14.50B and revenue of 34.13B. Therefore, the gross margin over that period was 42.5%.
DBSDY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DBS Group Holdings Ltd ADR reported a gross profit of 11.89B and revenue of 11.89B. Therefore, the gross margin over that period was 100.0%.
CMWAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Commonwealth Bank of Australia PK reported an operating income of 7.62B and revenue of 34.13B, resulting in an operating margin of 22.3%.
DBSDY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DBS Group Holdings Ltd ADR reported an operating income of 2.70B and revenue of 11.89B, resulting in an operating margin of 22.7%.
CMWAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Commonwealth Bank of Australia PK reported a net income of 4.89B and revenue of 34.13B, resulting in a net margin of 14.3%.
DBSDY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DBS Group Holdings Ltd ADR reported a net income of 2.26B and revenue of 11.89B, resulting in a net margin of 19.0%.
Frequently Asked Questions
CMWAY and DBSDY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMWAY has higher volatility (5.70%) compared to DBSDY (5.67%). In terms of maximum drawdown, CMWAY dropped -47.71% vs DBSDY's -74.39%.
DBSDY currently has the higher Sharpe Ratio (3.53 vs -0.08), 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.
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