NEPH vs. SGAPY

Last updated Jun 3, 2026

NEPH (Nephros, Inc.) and SGAPY (Singapore Telecommunications PK) are both stocks. NEPH operates in Medical Instruments & Supplies (Healthcare), while SGAPY operates in Telecom Services (Communication Services). Over the past 10 years, NEPH returned 2.81%/yr vs 6.78%/yr for SGAPY. At a 0.05 correlation, their price movements are largely independent.

Performance

NEPH vs. SGAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nephros, Inc. (NEPH) and Singapore Telecommunications PK (SGAPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NEPH achieves a -22.13% return, which is significantly lower than SGAPY's -4.69% return. Over the past 10 years, NEPH has underperformed SGAPY with an annualized return of 2.81%, while SGAPY has yielded a comparatively higher 6.78% annualized return.

NEPH

• 1D: 2.98%
• 1M: 22.19%
• YTD: -22.13%
• 6M: -28.44%
• 1Y: 21.41%
• 3Y*: 28.52%
• 5Y*: -15.75%
• 10Y*: 2.81%

SGAPY

• 1D: 0.39%
• 1M: -6.66%
• YTD: -4.69%
• 6M: -6.92%
• 1Y: 18.58%
• 3Y*: 27.47%
• 5Y*: 18.28%
• 10Y*: 6.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NEPH vs. SGAPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEPH Nephros, Inc.	-22.13%	231.97%	-57.51%	199.00%	-80.39%	-31.24%	-13.77%	93.96%	26.67%	22.92%
SGAPY Singapore Telecommunications PK	-4.69%	64.06%	27.43%	2.99%	15.04%	1.74%	-27.57%	22.60%	-14.82%	14.76%

Correlation

The correlation between NEPH and SGAPY is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.05

Fundamentals

EPS NEPH : $0.07 SGAPY : $3.67
PE Ratio NEPH : 53.64 SGAPY : 9.19
PEG Ratio NEPH : 0.04 SGAPY : 0.10
PS Ratio NEPH : 2.18 SGAPY : 1.99
Total Revenue (TTM) NEPH : $19.12M SGAPY : $28.16B
Gross Profit (TTM) NEPH : $11.32M SGAPY : $6.69B
EBITDA (TTM) NEPH : $814.00K SGAPY : $9.33B

Return for Risk

NEPH vs. SGAPY — Risk / Return Rank

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

NEPH

NEPH Risk / Return Rank: 54
NEPH Sharpe Ratio Rank: 48
NEPH Sortino Ratio Rank: 58
NEPH Omega Ratio Rank: 54
NEPH Calmar Ratio Rank: 57
NEPH Martin Ratio Rank: 55

SGAPY

SGAPY Risk / Return Rank: 64
SGAPY Sharpe Ratio Rank: 67
SGAPY Sortino Ratio Rank: 61
SGAPY Omega Ratio Rank: 60
SGAPY Calmar Ratio Rank: 62
SGAPY Martin Ratio Rank: 70

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.

NEPH vs. SGAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nephros, Inc. (NEPH) 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.

	NEPH	SGAPY	Difference
Sharpe ratio Return per unit of total volatility	0.21	0.85	-0.64
Sortino ratio Return per unit of downside risk	1.20	1.33	-0.12
Omega ratio Gain probability vs. loss probability	1.13	1.17	-0.03
Calmar ratio Return relative to maximum drawdown	0.76	1.10	-0.34
Martin ratio Return relative to average drawdown	1.42	3.84	-2.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEPH vs. SGAPY - Sharpe Ratio Comparison

The current NEPH Sharpe Ratio is 0.21, which is lower than the SGAPY Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of NEPH 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.

Sharpe Ratios by Period

	NEPH	SGAPY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	0.85	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.91	-1.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.34	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.29	-0.22

Drawdowns

NEPH vs. SGAPY - Drawdown Comparison

The maximum NEPH drawdown since its inception was -91.98%, which is greater than SGAPY's maximum drawdown of -56.22%. Use the drawdown chart below to compare losses from any high point for NEPH and SGAPY.

Drawdown Indicators

	NEPH	SGAPY	Difference
Max Drawdown Largest peak-to-trough decline	-91.98%	-56.22%	-35.76%
Max Drawdown (1Y) Largest decline over 1 year	-51.94%	-16.95%	-34.99%
Max Drawdown (3Y) Largest decline over 3 years	-65.06%	-16.95%	-48.11%
Max Drawdown (5Y) Largest decline over 5 years	-91.48%	-16.95%	-74.53%
Max Drawdown (10Y) Largest decline over 10 years	-91.98%	-41.96%	-50.02%
Current Drawdown Current decline from peak	-66.52%	-16.63%	-49.89%
Average Drawdown Average peak-to-trough decline	-48.41%	-13.46%	-34.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.00%	4.86%	+23.14%

Volatility

NEPH vs. SGAPY - Volatility Comparison

Nephros, Inc. (NEPH) has a higher volatility of 33.69% compared to Singapore Telecommunications PK (SGAPY) at 9.18%. This indicates that NEPH'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.

Volatility by Period

	NEPH	SGAPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.69%	9.18%	+24.51%
Volatility (6M) Calculated over the trailing 6-month period	59.80%	16.63%	+43.17%
Volatility (1Y) Calculated over the trailing 1-year period	103.78%	21.86%	+81.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.14%	20.15%	+56.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.35%	19.96%	+67.39%

Dividends

NEPH vs. SGAPY - Dividend Comparison

NEPH has not paid dividends to shareholders, while SGAPY's dividend yield for the trailing twelve months is around 4.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NEPH Nephros, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGAPY Singapore Telecommunications PK	4.16%	3.96%	5.54%	5.13%	3.54%	2.95%	4.39%	5.02%	5.83%	7.45%	9.85%	4.63%

Financials

Frequently Asked Questions

Can I hold both NEPH and SGAPY in my portfolio?

NEPH and SGAPY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NEPH or SGAPY?

NEPH has higher volatility (33.69%) compared to SGAPY (9.18%). In terms of maximum drawdown, NEPH dropped -91.98% vs SGAPY's -56.22%.

Which has better risk-adjusted returns?

SGAPY currently has the higher Sharpe Ratio (0.85 vs 0.21), 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.