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DBSDY vs. OVCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBSDY and OVCHY is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DBSDY vs. OVCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DBS Group Holdings Ltd ADR (DBSDY) and Overseas Chinese Banking Corp Ltd ADR (OVCHY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DBSDY:

1.83

OVCHY:

1.13

Sortino Ratio

DBSDY:

2.28

OVCHY:

1.65

Omega Ratio

DBSDY:

1.36

OVCHY:

1.25

Calmar Ratio

DBSDY:

2.03

OVCHY:

1.27

Martin Ratio

DBSDY:

8.95

OVCHY:

6.08

Ulcer Index

DBSDY:

4.25%

OVCHY:

4.06%

Daily Std Dev

DBSDY:

21.80%

OVCHY:

21.51%

Max Drawdown

DBSDY:

-68.44%

OVCHY:

-45.11%

Current Drawdown

DBSDY:

0.00%

OVCHY:

-3.08%

Fundamentals

Market Cap

DBSDY:

$98.39B

OVCHY:

$56.70B

EPS

DBSDY:

$21.74

OVCHY:

$2.56

PE Ratio

DBSDY:

6.37

OVCHY:

9.71

PEG Ratio

DBSDY:

4.26

OVCHY:

3.76

PS Ratio

DBSDY:

4.51

OVCHY:

4.11

PB Ratio

DBSDY:

1.85

OVCHY:

1.17

Total Revenue (TTM)

DBSDY:

$22.50B

OVCHY:

$20.83B

Gross Profit (TTM)

DBSDY:

$37.01B

OVCHY:

$7.01B

EBITDA (TTM)

DBSDY:

$6.94B

OVCHY:

$4.91B

Returns By Period

In the year-to-date period, DBSDY achieves a 11.54% return, which is significantly higher than OVCHY's 5.33% return.


DBSDY

YTD

11.54%

1M

8.25%

6M

14.28%

1Y

38.28%

3Y*

27.42%

5Y*

29.72%

10Y*

14.93%

OVCHY

YTD

5.33%

1M

2.14%

6M

5.61%

1Y

24.38%

3Y*

20.94%

5Y*

22.03%

10Y*

N/A

*Annualized

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DBS Group Holdings Ltd ADR

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DBSDY vs. OVCHY — Risk-Adjusted Performance Rank

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

DBSDY
The Risk-Adjusted Performance Rank of DBSDY is 9292
Overall Rank
The Sharpe Ratio Rank of DBSDY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSDY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DBSDY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of DBSDY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DBSDY is 9393
Martin Ratio Rank

OVCHY
The Risk-Adjusted Performance Rank of OVCHY is 8585
Overall Rank
The Sharpe Ratio Rank of OVCHY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of OVCHY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of OVCHY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of OVCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of OVCHY is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBSDY vs. OVCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) and Overseas Chinese Banking Corp Ltd ADR (OVCHY). 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.


The current DBSDY Sharpe Ratio is 1.83, which is higher than the OVCHY Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DBSDY and OVCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DBSDY vs. OVCHY - Dividend Comparison

DBSDY's dividend yield for the trailing twelve months is around 5.29%, less than OVCHY's 6.07% yield.


TTM20242023202220212020201920182017201620152014
DBSDY
DBS Group Holdings Ltd ADR
5.29%4.92%6.76%5.24%3.11%2.62%5.68%7.54%2.44%3.72%3.73%2.98%
OVCHY
Overseas Chinese Banking Corp Ltd ADR
6.07%5.26%6.04%4.53%3.62%4.12%4.30%3.50%2.82%4.23%4.25%0.00%

Drawdowns

DBSDY vs. OVCHY - Drawdown Comparison

The maximum DBSDY drawdown since its inception was -68.44%, which is greater than OVCHY's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for DBSDY and OVCHY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DBSDY vs. OVCHY - Volatility Comparison

The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 4.74%, while Overseas Chinese Banking Corp Ltd ADR (OVCHY) has a volatility of 6.85%. This indicates that DBSDY experiences smaller price fluctuations and is considered to be less risky than OVCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DBSDY vs. OVCHY - Financials Comparison

This section allows you to compare key financial metrics between DBS Group Holdings Ltd ADR and Overseas Chinese Banking Corp 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B20212022202320242025
5.91B
3.66B
(DBSDY) Total Revenue
(OVCHY) Total Revenue
Values in USD except per share items