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DBSDY vs. SGGKY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DBSDY vs. SGGKY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DBS Group Holdings Ltd ADR (DBSDY) and Singapore Technologies Engineering Ltd ADR (SGGKY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBSDY achieves a 17.53% return, which is significantly lower than SGGKY's 40.11% return. Over the past 10 years, DBSDY has outperformed SGGKY with an annualized return of 23.56%, while SGGKY has yielded a comparatively lower 18.55% annualized return.


DBSDY

1D
-0.38%
1M
11.44%
YTD
17.53%
6M
22.56%
1Y
51.93%
3Y*
41.59%
5Y*
26.20%
10Y*
23.56%

SGGKY

1D
11.27%
1M
5.67%
YTD
40.11%
6M
45.20%
1Y
47.80%
3Y*
52.85%
5Y*
29.49%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBSDY vs. SGGKY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBSDY
DBS Group Holdings Ltd ADR
17.53%44.73%47.43%7.13%8.63%32.34%1.70%18.17%-0.93%63.53%
SGGKY
Singapore Technologies Engineering Ltd ADR
40.11%92.59%21.90%24.06%-6.68%-1.56%6.90%16.62%10.57%16.28%

Correlation

The correlation between DBSDY and SGGKY is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2009

0.10

Fundamentals

Market Cap

DBSDY:

$143.18B

SGGKY:

$27.98B

EPS

DBSDY:

$14.75

SGGKY:

$3.72

PE Ratio

DBSDY:

13.68

SGGKY:

24.13

PS Ratio

DBSDY:

3.96

SGGKY:

1.19

PB Ratio

DBSDY:

2.08

SGGKY:

10.87

Total Revenue (TTM)

DBSDY:

$36.24B

SGGKY:

$23.60B

Gross Profit (TTM)

DBSDY:

$36.24B

SGGKY:

$4.33B

EBITDA (TTM)

DBSDY:

$9.54B

SGGKY:

$2.70B

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Return for Risk

DBSDY vs. SGGKY — Risk / Return Rank

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

DBSDY
DBSDY Risk / Return Rank: 9595
Overall Rank
DBSDY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DBSDY Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSDY Omega Ratio Rank: 9595
Omega Ratio Rank
DBSDY Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBSDY Martin Ratio Rank: 9393
Martin Ratio Rank

SGGKY
SGGKY Risk / Return Rank: 7676
Overall Rank
SGGKY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SGGKY Sortino Ratio Rank: 6868
Sortino Ratio Rank
SGGKY Omega Ratio Rank: 8181
Omega Ratio Rank
SGGKY Calmar Ratio Rank: 7878
Calmar Ratio Rank
SGGKY Martin Ratio Rank: 7979
Martin Ratio Rank
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. SGGKY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.


DBSDYSGGKYDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.59

1.32

+0.27

Calmar ratioReturn relative to maximum drawdown

5.52

2.41

+3.11

Martin ratioReturn relative to average drawdown

16.56

6.26

+10.30

DBSDY vs. SGGKY - Sharpe Ratio Comparison

The current DBSDY Sharpe Ratio is 3.24, which is higher than the SGGKY Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DBSDY and SGGKY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBSDYSGGKYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

1.06

+2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

0.86

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

0.61

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Drawdowns

DBSDY vs. SGGKY - Drawdown Comparison

The maximum DBSDY drawdown since its inception was -74.39%, which is greater than SGGKY's maximum drawdown of -41.78%. Use the drawdown chart below to compare losses from any high point for DBSDY and SGGKY.


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Drawdown Indicators


DBSDYSGGKYDifference

Max Drawdown

Largest peak-to-trough decline

-74.39%

-41.78%

-32.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-19.95%

+10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-19.95%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.02%

-28.58%

+6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

-41.70%

-2.24%

Current Drawdown

Current decline from peak

-0.38%

-3.77%

+3.39%

Average Drawdown

Average peak-to-trough decline

-14.98%

-9.74%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

7.66%

-4.52%

Volatility

DBSDY vs. SGGKY - Volatility Comparison

The current volatility for DBS Group Holdings Ltd ADR (DBSDY) is 3.37%, while Singapore Technologies Engineering Ltd ADR (SGGKY) has a volatility of 12.10%. This indicates that DBSDY experiences smaller price fluctuations and is considered to be less risky than SGGKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBSDYSGGKYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

12.10%

-8.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

29.58%

-17.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

46.31%

-30.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

34.31%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

30.96%

-9.24%

Dividends

DBSDY vs. SGGKY - Dividend Comparison

DBSDY's dividend yield for the trailing twelve months is around 4.11%, more than SGGKY's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
DBSDY
DBS Group Holdings Ltd ADR
4.11%4.42%4.94%6.76%4.09%3.11%2.55%6.59%7.22%3.53%7.42%3.77%
SGGKY
Singapore Technologies Engineering Ltd ADR
1.99%1.98%3.46%3.92%6.52%3.84%3.44%3.50%4.05%7.64%7.99%5.31%

Financials

DBSDY vs. SGGKY - Financials Comparison

This section allows you to compare key financial metrics between DBS Group Holdings Ltd ADR 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.


Quarterly
Annual

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


2.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
11.89B
6.41B
(DBSDY) Total Revenue
(SGGKY) Total Revenue
Values in USD except per share items

DBSDY vs. SGGKY - Profitability Comparison

The chart below illustrates the profitability comparison between DBS Group Holdings Ltd ADR and Singapore Technologies Engineering Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
100.0%
16.1%
Portfolio components
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%.

SGGKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Singapore Technologies Engineering Ltd ADR reported a gross profit of 1.03B and revenue of 6.41B. Therefore, the gross margin over that period was 16.1%.

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%.

SGGKY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Singapore Technologies Engineering Ltd ADR reported an operating income of 460.47M and revenue of 6.41B, resulting in an operating margin of 7.2%.

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%.

SGGKY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Singapore Technologies Engineering Ltd ADR reported a net income of 59.74M and revenue of 6.41B, resulting in a net margin of 0.9%.


Frequently Asked Questions


DBSDY and SGGKY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGGKY has higher volatility (12.10%) compared to DBSDY (3.37%). In terms of maximum drawdown, DBSDY dropped -74.39% vs SGGKY's -41.78%.

DBSDY currently has the higher Sharpe Ratio (3.24 vs 1.06), 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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