DBSDY vs. AOMR

Last updated Jun 30, 2026

DBSDY (DBS Group Holdings Ltd ADR) and AOMR (Angel Oak Mortgage, Inc.) are both stocks. DBSDY operates in Banks - Regional (Financial Services), while AOMR operates in REIT - Mortgage (Real Estate). Over the past 5 years, DBSDY returned 26.90%/yr vs -1.29%/yr for AOMR. At a 0.25 correlation, their price movements are largely independent.

Performance

DBSDY vs. AOMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DBS Group Holdings Ltd ADR (DBSDY) and Angel Oak Mortgage, Inc. (AOMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DBSDY achieves a 18.81% return, which is significantly higher than AOMR's 12.27% return.

DBSDY

• 1D: 0.74%
• 1M: 4.02%
• YTD: 18.81%
• 6M: 19.14%
• 1Y: 52.08%
• 3Y*: 41.40%
• 5Y*: 26.90%
• 10Y*: 23.18%

AOMR

• 1D: -0.88%
• 1M: 8.99%
• YTD: 12.27%
• 6M: 11.88%
• 1Y: 10.35%
• 3Y*: 17.08%
• 5Y*: -1.29%
• 10Y*: —

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

DBSDY vs. AOMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DBSDY DBS Group Holdings Ltd ADR	18.81%	44.73%	47.43%	7.13%	8.63%	10.89%
AOMR Angel Oak Mortgage, Inc.	12.27%	6.20%	-1.89%	159.86%	-67.27%	-10.21%

Correlation

The correlation between DBSDY and AOMR is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021	0.25

Fundamentals

Market Cap DBSDY : $144.74B AOMR : $222.07M
EPS DBSDY : SGD 14.77 AOMR : $0.65
PE Ratio DBSDY : 17.87 AOMR : 13.83
PEG Ratio DBSDY : 1.38 AOMR : 0.02
PS Ratio DBSDY : 5.17 AOMR : 3.64
PB Ratio DBSDY : 2.72 AOMR : 0.86
Total Revenue (TTM) DBSDY : SGD 36.24B AOMR : $61.18M
Gross Profit (TTM) DBSDY : SGD 36.24B AOMR : $51.68M
EBITDA (TTM) DBSDY : SGD 9.54B AOMR : $39.68M

Return for Risk

DBSDY vs. AOMR — Risk / Return Rank

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

DBSDY

DBSDY Risk / Return Rank: 96
DBSDY Sharpe Ratio Rank: 96
DBSDY Sortino Ratio Rank: 97
DBSDY Omega Ratio Rank: 96
DBSDY Calmar Ratio Rank: 94
DBSDY Martin Ratio Rank: 95

AOMR

AOMR Risk / Return Rank: 55
AOMR Sharpe Ratio Rank: 58
AOMR Sortino Ratio Rank: 51
AOMR Omega Ratio Rank: 50
AOMR Calmar Ratio Rank: 59
AOMR Martin Ratio Rank: 58

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.

DBSDY vs. AOMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) and Angel Oak Mortgage, Inc. (AOMR). 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.

	DBSDY	AOMR	Difference
Sharpe ratio: Return per unit of total volatility	3.16	0.43	+2.74
Sortino ratio: Return per unit of downside risk	4.53	0.73	+3.80
Omega ratio: Gain probability vs. loss probability	1.57	1.09	+0.48
Calmar ratio: Return relative to maximum drawdown	5.53	0.67	+4.87
Martin ratio: Return relative to average drawdown	16.52	1.34	+15.18

DBSDY vs. AOMR - Sharpe Ratio Comparison

The current DBSDY Sharpe Ratio is 3.16, which is higher than the AOMR Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of DBSDY and AOMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DBSDY vs. AOMR - Drawdown Comparison

The maximum DBSDY drawdown since its inception was -74.39%, roughly equal to the maximum AOMR drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for DBSDY and AOMR.

Drawdown Indicators

	DBSDY	AOMR	Difference
Max Drawdown Largest peak-to-trough decline	-74.39%	-71.21%	-3.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-15.57%	+6.11%
Max Drawdown (3Y) Largest decline over 3 years	-18.75%	-37.21%	+18.46%
Max Drawdown (5Y) Largest decline over 5 years	-22.02%	-71.21%	+49.19%
Max Drawdown (10Y) Largest decline over 10 years	-43.94%	—	—
Current Drawdown Current decline from peak	-0.78%	-11.37%	+10.59%
Average Drawdown Average peak-to-trough decline	-14.93%	-23.32%	+8.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	7.74%	-4.58%

Volatility

DBSDY vs. AOMR - Volatility Comparison

The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 5.82%, while Angel Oak Mortgage, Inc. (AOMR) has a volatility of 8.71%. This indicates that DBSDY experiences smaller price fluctuations and is considered to be less risky than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBSDY	AOMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	8.71%	-2.89%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	16.94%	-4.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	24.49%	-7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.84%	38.64%	-19.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.60%	38.61%	-17.01%

Dividends

DBSDY vs. AOMR - Dividend Comparison

DBSDY's dividend yield for the trailing twelve months is around 4.07%, less than AOMR's 14.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AOMR Angel Oak Mortgage, Inc.	14.27%	14.87%	13.79%	12.08%	35.31%	2.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DBSDY DBS Group Holdings Ltd ADR	4.07%	4.42%	4.94%	6.76%	4.09%	3.11%	2.55%	6.59%	7.22%	3.53%	7.42%	3.77%

Financials

Frequently Asked Questions

Can I hold both DBSDY and AOMR in my portfolio?

DBSDY and AOMR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DBSDY or AOMR?

AOMR has higher volatility (8.71%) compared to DBSDY (5.82%). In terms of maximum drawdown, DBSDY dropped -74.39% vs AOMR's -71.21%.

Which has better risk-adjusted returns?

DBSDY currently has the higher Sharpe Ratio (3.16 vs 0.43), 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.