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DRW3.DE vs. SGAPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DRW3.DE vs. SGAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Draegerwerk VZO O.N. (DRW3.DE) and Singapore Telecommunications PK (SGAPY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRW3.DE is traded in EUR, while SGAPY is traded in USD. To make them comparable, the SGAPY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRW3.DE achieves a 35.26% return, which is significantly higher than SGAPY's -0.82% return. Over the past 10 years, DRW3.DE has outperformed SGAPY with an annualized return of 5.97%, while SGAPY has yielded a comparatively lower 5.55% annualized return.


DRW3.DE

1D
3.98%
1M
8.54%
6M
2.04%
YTD
35.26%
1Y
33.91%
3Y*
30.03%
5Y*
6.49%
10Y*
5.97%
ALL TIME*
5.62%

SGAPY

1D
-0.46%
1M
2.55%
6M
0.20%
YTD
-0.82%
1Y
11.79%
3Y*
25.30%
5Y*
21.62%
10Y*
5.55%
ALL TIME*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRW3.DE vs. SGAPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRW3.DE
Draegerwerk VZO O.N.
35.26%54.30%-6.86%24.56%-24.13%-11.80%13.04%20.01%-35.08%-8.88%
SGAPY
Singapore Telecommunications PK
-0.82%44.59%35.84%-0.10%22.17%9.35%-33.54%25.37%-10.82%0.66%

Correlation

The correlation between DRW3.DE and SGAPY is -0.05, 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

-0.05

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

-0.01

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

0.04

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.12

The correlation between DRW3.DE and SGAPY shifts across timeframes, from -0.05 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DRW3.DE vs. SGAPY — Risk / Return Rank

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

DRW3.DE
DRW3.DE Risk / Return Rank: 7676
Overall Rank
DRW3.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DRW3.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
DRW3.DE Omega Ratio Rank: 7272
Omega Ratio Rank
DRW3.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
DRW3.DE Martin Ratio Rank: 7676
Martin Ratio Rank

SGAPY
SGAPY Risk / Return Rank: 5858
Overall Rank
SGAPY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SGAPY Sortino Ratio Rank: 5555
Sortino Ratio Rank
SGAPY Omega Ratio Rank: 5454
Omega Ratio Rank
SGAPY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SGAPY Martin Ratio Rank: 6060
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.

DRW3.DE vs. SGAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Draegerwerk VZO O.N. (DRW3.DE) and Singapore Telecommunications PK (SGAPY). 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.


DRW3.DESGAPYDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.09

Calmar ratioReturn relative to maximum drawdown

1.91

0.61

+1.31

Martin ratioReturn relative to average drawdown

4.13

1.51

+2.62

DRW3.DE vs. SGAPY - Sharpe Ratio Comparison

The current DRW3.DE Sharpe Ratio is 0.97, which is higher than the SGAPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DRW3.DE and SGAPY, 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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Drawdowns

DRW3.DE vs. SGAPY - Drawdown Comparison

The maximum DRW3.DE drawdown since its inception was -81.57%, which is greater than SGAPY's maximum drawdown of -47.71%. Use the drawdown chart below to compare losses from any high point for DRW3.DE and SGAPY.


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Drawdown Indicators


DRW3.DESGAPYDifference

Max Drawdown

Largest peak-to-trough decline

-81.57%

-47.71%

-33.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.64%

-19.47%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.32%

-19.47%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-49.96%

-19.47%

-30.49%

Max Drawdown (10Y)

Largest decline over 10 years

-63.25%

-43.91%

-19.34%

Current Drawdown

Current decline from peak

-13.85%

-14.79%

+0.94%

Average Drawdown

Average peak-to-trough decline

-36.61%

-13.16%

-23.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

7.82%

+0.37%

Volatility

DRW3.DE vs. SGAPY - Volatility Comparison

Draegerwerk VZO O.N. (DRW3.DE) has a higher volatility of 9.61% compared to Singapore Telecommunications PK (SGAPY) at 3.26%. This indicates that DRW3.DE's price experiences larger fluctuations and is considered to be riskier than SGAPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRW3.DESGAPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

3.26%

+6.35%

Volatility (6M)

Calculated over the trailing 6-month period

23.48%

15.70%

+7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

34.75%

20.66%

+14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

19.38%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.76%

19.31%

+15.45%

Dividends

DRW3.DE vs. SGAPY - Dividend Comparison

DRW3.DE's dividend yield for the trailing twelve months is around 2.48%, less than SGAPY's 4.11% yield.


PositionTTM20252024202320222021202020192018201720162015
DRW3.DE
Draegerwerk VZO O.N.
2.48%2.93%3.87%0.37%0.46%0.34%0.30%0.34%0.99%0.26%0.24%2.03%
SGAPY
Singapore Telecommunications PK
4.11%3.96%5.54%5.13%3.54%2.95%4.39%5.02%5.83%7.45%9.85%4.63%

Financials

DRW3.DE vs. SGAPY - Financials Comparison

This section allows you to compare key financial metrics between Draegerwerk VZO O.N. and Singapore Telecommunications PK. 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


Please note, different currencies. DRW3.DE values in EUR, SGAPY values in SGD

Frequently Asked Questions


DRW3.DE and SGAPY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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