PEGRY vs. SGAPY

Last updated Jul 11, 2026

PEGRY (Pennon Group PLC ADR) and SGAPY (Singapore Telecommunications PK) are both stocks. PEGRY operates in Utilities - Regulated Water (Utilities), while SGAPY operates in Telecom Services (Communication Services). Over the past 5 years, PEGRY returned -4.51%/yr vs 20.24%/yr for SGAPY. At a 0.11 correlation, their price movements are largely independent.

Performance

PEGRY vs. SGAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pennon Group PLC ADR (PEGRY) 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, PEGRY achieves a -7.14% return, which is significantly lower than SGAPY's -3.59% return.

PEGRY

• 1D: 1.11%
• 1M: -0.20%
• 6M: -11.96%
• YTD: -7.14%
• 1Y: 3.51%
• 3Y*: 1.19%
• 5Y*: -4.51%
• 10Y*: —

SGAPY

• 1D: 0.09%
• 1M: 3.20%
• 6M: -1.61%
• YTD: -3.59%
• 1Y: 11.89%
• 3Y*: 28.57%
• 5Y*: 20.24%
• 10Y*: 5.83%

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

PEGRY vs. SGAPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PEGRY Pennon Group PLC ADR	-7.14%	25.47%	-19.73%	-3.62%	-30.48%	128.51%	11.91%	23.00%	-1.16%	-4.11%
SGAPY Singapore Telecommunications PK	-3.59%	64.06%	27.43%	2.99%	15.04%	1.74%	-27.57%	22.60%	-14.82%	0.03%

Correlation

The correlation between PEGRY and SGAPY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017	0.11

Fundamentals

Market Cap PEGRY : $1.50B SGAPY : $55.85B
EPS PEGRY : £0.40 SGAPY : SGD 3.67
PE Ratio PEGRY : 23.44 SGAPY : 12.00
PEG Ratio PEGRY : 0.00 SGAPY : 0.12
PS Ratio PEGRY : 0.54 SGAPY : 2.59
Total Revenue (TTM) PEGRY : £2.09B SGAPY : SGD 28.16B
Gross Profit (TTM) PEGRY : £1.68B SGAPY : SGD 6.69B
EBITDA (TTM) PEGRY : £645.41M SGAPY : SGD 9.33B

Return for Risk

PEGRY vs. SGAPY — Risk / Return Rank

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

PEGRY

PEGRY Risk / Return Rank: 44
PEGRY Sharpe Ratio Rank: 47
PEGRY Sortino Ratio Rank: 40
PEGRY Omega Ratio Rank: 40
PEGRY Calmar Ratio Rank: 46
PEGRY Martin Ratio Rank: 46

SGAPY

SGAPY Risk / Return Rank: 63
SGAPY Sharpe Ratio Rank: 67
SGAPY Sortino Ratio Rank: 61
SGAPY Omega Ratio Rank: 59
SGAPY Calmar Ratio Rank: 62
SGAPY Martin Ratio Rank: 64

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.

PEGRY vs. SGAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pennon Group PLC ADR (PEGRY) 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.

	PEGRY	SGAPY	Difference
Sharpe ratio: Return per unit of total volatility	0.03	0.64	-0.62
Sortino ratio: Return per unit of downside risk	0.24	1.06	-0.82
Omega ratio: Gain probability vs. loss probability	1.03	1.13	-0.10
Calmar ratio: Return relative to maximum drawdown	0.03	0.72	-0.69
Martin ratio: Return relative to average drawdown	0.08	1.94	-1.86

PEGRY vs. SGAPY - Sharpe Ratio Comparison

The current PEGRY Sharpe Ratio is 0.03, which is lower than the SGAPY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PEGRY 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.

Drawdowns

PEGRY vs. SGAPY - Drawdown Comparison

The maximum PEGRY drawdown since its inception was -64.05%, which is greater than SGAPY's maximum drawdown of -56.22%. Use the drawdown chart below to compare losses from any high point for PEGRY and SGAPY.

Drawdown Indicators

	PEGRY	SGAPY	Difference
Max Drawdown Largest peak-to-trough decline	-64.05%	-56.22%	-7.83%
Max Drawdown (1Y) Largest decline over 1 year	-24.77%	-19.47%	-5.30%
Max Drawdown (3Y) Largest decline over 3 years	-34.98%	-19.47%	-15.51%
Max Drawdown (5Y) Largest decline over 5 years	-64.05%	-19.47%	-44.58%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.96%	—
Current Drawdown Current decline from peak	-48.30%	-15.66%	-32.64%
Average Drawdown Average peak-to-trough decline	-34.03%	-13.48%	-20.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.53%	7.21%	+3.32%

Volatility

PEGRY vs. SGAPY - Volatility Comparison

Pennon Group PLC ADR (PEGRY) has a higher volatility of 7.83% compared to Singapore Telecommunications PK (SGAPY) at 3.40%. This indicates that PEGRY'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

	PEGRY	SGAPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.83%	3.40%	+4.43%
Volatility (6M) Calculated over the trailing 6-month period	23.31%	16.42%	+6.89%
Volatility (1Y) Calculated over the trailing 1-year period	29.18%	21.78%	+7.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.94%	20.17%	+22.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.77%	19.85%	+25.92%

Dividends

PEGRY vs. SGAPY - Dividend Comparison

PEGRY's dividend yield for the trailing twelve months is around 6.15%, more than SGAPY's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEGRY Pennon Group PLC ADR	6.15%	27.47%	7.56%	5.41%	4.43%	80.45%	2.60%	1.16%	1.39%	0.00%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both PEGRY and SGAPY in my portfolio?

PEGRY and SGAPY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEGRY or SGAPY?

PEGRY has higher volatility (7.83%) compared to SGAPY (3.40%). In terms of maximum drawdown, PEGRY dropped -64.05% vs SGAPY's -56.22%.

Which has better risk-adjusted returns?

SGAPY currently has the higher Sharpe Ratio (0.64 vs 0.03), 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.