KSCOX vs. SGGKY
Compare and contrast key facts about Kinetics Small Cap Opportunities Fund (KSCOX) and Singapore Technologies Engineering Ltd ADR (SGGKY).
KSCOX is managed by Kinetics. It was launched on Mar 20, 2000.
Performance
KSCOX vs. SGGKY - Performance Comparison
Loading graphics...
KSCOX vs. SGGKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSCOX Kinetics Small Cap Opportunities Fund | 29.72% | -8.66% | 68.42% | -14.77% | 31.96% | 50.32% | 2.30% | 27.06% | 0.29% | 26.23% |
SGGKY Singapore Technologies Engineering Ltd ADR | 31.76% | 92.59% | 21.90% | 24.06% | -6.68% | -1.56% | 6.90% | 16.62% | 10.57% | 16.28% |
Returns By Period
In the year-to-date period, KSCOX achieves a 29.72% return, which is significantly lower than SGGKY's 31.76% return. Both investments have delivered pretty close results over the past 10 years, with KSCOX having a 21.17% annualized return and SGGKY not far ahead at 21.66%.
KSCOX
- 1D
- -5.64%
- 1M
- -8.65%
- YTD
- 29.72%
- 6M
- 22.71%
- 1Y
- 8.12%
- 3Y*
- 25.79%
- 5Y*
- 16.02%
- 10Y*
- 21.17%
SGGKY
- 1D
- 0.00%
- 1M
- 9.13%
- YTD
- 31.76%
- 6M
- 26.83%
- 1Y
- 73.31%
- 3Y*
- 50.42%
- 5Y*
- 29.80%
- 10Y*
- 21.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KSCOX vs. SGGKY — Risk / Return Rank
KSCOX
SGGKY
KSCOX vs. SGGKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kinetics Small Cap Opportunities Fund (KSCOX) 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.
| KSCOX | SGGKY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 1.46 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.63 | 2.13 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 4.36 | -4.08 |
Martin ratioReturn relative to average drawdown | 0.46 | 12.47 | -12.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| KSCOX | SGGKY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.46 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.89 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.68 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.09 |
Correlation
The correlation between KSCOX and SGGKY is 0.06, 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.
Dividends
KSCOX vs. SGGKY - Dividend Comparison
KSCOX's dividend yield for the trailing twelve months is around 0.14%, less than SGGKY's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSCOX Kinetics Small Cap Opportunities Fund | 0.14% | 0.18% | 3.58% | 6.71% | 0.00% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGGKY Singapore Technologies Engineering Ltd ADR | 1.51% | 1.98% | 3.46% | 3.92% | 6.52% | 3.84% | 3.44% | 3.50% | 4.05% | 7.64% | 7.99% | 5.31% |
Drawdowns
KSCOX vs. SGGKY - Drawdown Comparison
The maximum KSCOX drawdown since its inception was -70.09%, which is greater than SGGKY's maximum drawdown of -41.78%. Use the drawdown chart below to compare losses from any high point for KSCOX and SGGKY.
Loading graphics...
Drawdown Indicators
| KSCOX | SGGKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.09% | -41.78% | -28.31% |
Max Drawdown (1Y)Largest decline over 1 year | -24.29% | -19.95% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -33.10% | -28.58% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -47.09% | -41.70% | -5.39% |
Current DrawdownCurrent decline from peak | -11.01% | -2.39% | -8.62% |
Average DrawdownAverage peak-to-trough decline | -14.89% | -9.77% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.84% | 6.97% | +7.87% |
Volatility
KSCOX vs. SGGKY - Volatility Comparison
The current volatility for Kinetics Small Cap Opportunities Fund (KSCOX) is 7.94%, while Singapore Technologies Engineering Ltd ADR (SGGKY) has a volatility of 14.26%. This indicates that KSCOX 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.
Loading graphics...
Volatility by Period
| KSCOX | SGGKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 14.26% | -6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | 30.72% | -11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.88% | 51.20% | -22.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.74% | 33.77% | -6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.84% | 32.10% | -6.26% |