KSCOX vs. SGGKY
KSCOX (Kinetics Small Cap Opportunities Fund) is Small Cap Growth Equities fund managed by Kinetics, while SGGKY (Singapore Technologies Engineering Ltd ADR) is a stock. Over the past 10 years, KSCOX returned 19.57%/yr vs 17.91%/yr for SGGKY. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
KSCOX vs. SGGKY - Performance Comparison
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Returns By Period
In the year-to-date period, KSCOX achieves a 21.18% return, which is significantly lower than SGGKY's 32.93% return. Over the past 10 years, KSCOX has outperformed SGGKY with an annualized return of 19.57%, while SGGKY has yielded a comparatively lower 17.91% annualized return.
KSCOX
- 1D
- 0.90%
- 1M
- -1.33%
- 6M
- 6.96%
- YTD
- 21.18%
- 1Y
- 16.41%
- 3Y*
- 24.47%
- 5Y*
- 14.92%
- 10Y*
- 19.57%
- ALL TIME*
- 12.75%
SGGKY
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 8.77%
- YTD
- 32.93%
- 1Y
- 25.56%
- 3Y*
- 49.81%
- 5Y*
- 27.86%
- 10Y*
- 17.91%
- ALL TIME*
- 14.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $16.74K | $11.01K | $17.52K |
KSCOX vs. SGGKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSCOX Kinetics Small Cap Opportunities Fund | 21.18% | -8.66% | 68.42% | -14.77% | 31.96% | 50.32% | 2.30% | 27.06% | 0.29% | 26.23% |
SGGKY Singapore Technologies Engineering Ltd ADR | 32.93% | 92.59% | 21.90% | 24.06% | -6.68% | -1.56% | 6.90% | 16.62% | 10.57% | 16.28% |
Correlation
The correlation between KSCOX and SGGKY is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2009 | 0.06 |
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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.
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.
| KSCOX | SGGKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.46 | -0.86 |
| Martin ratioReturn relative to average drawdown | 1.34 | 3.40 | -2.06 |
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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.
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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 | -21.54% | -19.95% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -33.10% | -19.95% | -13.15% |
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 | -16.87% | -8.70% | -8.17% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -9.74% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 8.54% | +1.07% |
Volatility
KSCOX vs. SGGKY - Volatility Comparison
Kinetics Small Cap Opportunities Fund (KSCOX) has a higher volatility of 7.17% compared to Singapore Technologies Engineering Ltd ADR (SGGKY) at 6.51%. This indicates that KSCOX's price experiences larger fluctuations and is considered to be riskier 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
| KSCOX | SGGKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 6.51% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 22.34% | 28.68% | -6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.67% | 45.57% | -17.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.02% | 34.75% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.32% | 31.39% | -5.07% |
Dividends
KSCOX vs. SGGKY - Dividend Comparison
KSCOX's dividend yield for the trailing twelve months is around 0.15%, less than SGGKY's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSCOX Kinetics Small Cap Opportunities Fund | 0.15% | 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 | 2.10% | 1.98% | 3.46% | 3.92% | 6.52% | 3.84% | 3.44% | 3.50% | 4.05% | 7.64% | 7.99% | 5.31% |
Frequently Asked Questions
KSCOX and SGGKY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSCOX has higher volatility (7.17%) compared to SGGKY (6.51%). In terms of maximum drawdown, KSCOX dropped -70.09% vs SGGKY's -41.78%.
SGGKY currently has the higher Sharpe Ratio (0.64 vs 0.46), 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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