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OVCHY vs. KPELY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OVCHY vs. KPELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overseas Chinese Banking Corp Ltd ADR (OVCHY) and Keppel Corporation Limited (KPELY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OVCHY achieves a 40.77% return, which is significantly higher than KPELY's 12.24% return. Both investments have delivered pretty close results over the past 10 years, with OVCHY having a 18.04% annualized return and KPELY not far behind at 17.74%.


OVCHY

1D
-0.66%
1M
15.70%
6M
40.27%
YTD
40.77%
1Y
69.92%
3Y*
39.43%
5Y*
25.48%
10Y*
18.04%

KPELY

1D
-0.23%
1M
4.95%
6M
11.33%
YTD
12.24%
1Y
51.63%
3Y*
26.77%
5Y*
35.07%
10Y*
17.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVCHY vs. KPELY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OVCHY
Overseas Chinese Banking Corp Ltd ADR
40.77%33.93%33.06%15.54%11.75%14.29%-1.22%1.15%-8.35%59.34%
KPELY
Keppel Corporation Limited
12.24%79.12%-6.58%55.44%54.67%-3.86%-16.80%20.19%-18.40%45.58%

Correlation

The correlation between OVCHY and KPELY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.17

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

0.16

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2010

0.24

The correlation between OVCHY and KPELY shifts across timeframes, from 0.16 (5 years) to 0.27 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OVCHY:

$95.58B

KPELY:

$15.96B

Total Revenue (TTM)

OVCHY:

SGD 26.07B

KPELY:

SGD 6.28B

Gross Profit (TTM)

OVCHY:

SGD 26.07B

KPELY:

SGD 1.89B

EBITDA (TTM)

OVCHY:

SGD 13.10B

KPELY:

SGD 1.08B

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Return for Risk

OVCHY vs. KPELY — Risk / Return Rank

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

OVCHY
OVCHY Risk / Return Rank: 9898
Overall Rank
OVCHY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
OVCHY Sortino Ratio Rank: 9898
Sortino Ratio Rank
OVCHY Omega Ratio Rank: 9797
Omega Ratio Rank
OVCHY Calmar Ratio Rank: 9898
Calmar Ratio Rank
OVCHY Martin Ratio Rank: 9898
Martin Ratio Rank

KPELY
KPELY Risk / Return Rank: 7777
Overall Rank
KPELY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
KPELY Sortino Ratio Rank: 7676
Sortino Ratio Rank
KPELY Omega Ratio Rank: 7676
Omega Ratio Rank
KPELY Calmar Ratio Rank: 7676
Calmar Ratio Rank
KPELY Martin Ratio Rank: 8181
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.

OVCHY vs. KPELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overseas Chinese Banking Corp Ltd ADR (OVCHY) and Keppel Corporation Limited (KPELY). 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.


OVCHYKPELYDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+2.77

Omega ratioGain probability vs. loss probability

1.58

1.23

+0.36

Calmar ratioReturn relative to maximum drawdown

8.74

1.75

+6.99

Martin ratioReturn relative to average drawdown

22.91

5.46

+17.45

OVCHY vs. KPELY - Sharpe Ratio Comparison

The current OVCHY Sharpe Ratio is 3.47, which is higher than the KPELY Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of OVCHY and KPELY, 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

OVCHY vs. KPELY - Drawdown Comparison

The maximum OVCHY drawdown since its inception was -45.62%, smaller than the maximum KPELY drawdown of -74.06%. Use the drawdown chart below to compare losses from any high point for OVCHY and KPELY.


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Drawdown Indicators


OVCHYKPELYDifference

Max Drawdown

Largest peak-to-trough decline

-45.62%

-74.06%

+28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-29.59%

+21.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.96%

-29.59%

+11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-29.59%

+11.22%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-50.82%

+5.20%

Current Drawdown

Current decline from peak

-0.66%

-13.04%

+12.38%

Average Drawdown

Average peak-to-trough decline

-9.85%

-22.45%

+12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

9.48%

-6.42%

Volatility

OVCHY vs. KPELY - Volatility Comparison

The current volatility for Overseas Chinese Banking Corp Ltd ADR (OVCHY) is 5.71%, while Keppel Corporation Limited (KPELY) has a volatility of 14.13%. This indicates that OVCHY experiences smaller price fluctuations and is considered to be less risky than KPELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVCHYKPELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

14.13%

-8.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

36.43%

-22.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

47.39%

-27.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

46.21%

-22.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.90%

38.60%

-13.70%

Dividends

OVCHY vs. KPELY - Dividend Comparison

OVCHY's dividend yield for the trailing twelve months is around 3.62%, less than KPELY's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
KPELY
Keppel Corporation Limited
4.02%3.17%5.36%36.11%4.88%3.84%4.86%3.40%5.05%5.18%10.66%7.80%
OVCHY
Overseas Chinese Banking Corp Ltd ADR
3.62%4.78%5.25%6.07%4.55%3.35%3.79%3.83%3.08%3.93%8.07%3.64%

Financials

OVCHY vs. KPELY - Financials Comparison

This section allows you to compare key financial metrics between Overseas Chinese Banking Corp Ltd ADR and Keppel Corporation Limited. 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


2.00B4.00B6.00B8.00B10.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
8.70B
1.53B
(OVCHY) Total Revenue
(KPELY) Total Revenue
Values in SGD except per share items

Frequently Asked Questions


OVCHY and KPELY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KPELY has higher volatility (14.13%) compared to OVCHY (5.71%). In terms of maximum drawdown, OVCHY dropped -45.62% vs KPELY's -74.06%.

OVCHY currently has the higher Sharpe Ratio (3.47 vs 1.10), 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.

Portfolio Optimizer

Find the right allocation for OVCHY and KPELY

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