PSPSY vs. CLILF
PSPSY (PSP Swiss Property AG) and CLILF (CapitaLand Investment Limited) are both stocks. Both operate in the Real Estate - Services industry within the Real Estate sector. Over the past year, PSPSY returned 10.99% vs 15.00% for CLILF. At a 0.04 correlation, their price movements are largely independent.
Performance
PSPSY vs. CLILF - Performance Comparison
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Returns By Period
In the year-to-date period, PSPSY achieves a 0.16% return, which is significantly lower than CLILF's 6.49% return.
PSPSY
- 1D
- 0.00%
- 1M
- -2.53%
- YTD
- 0.16%
- 6M
- 0.16%
- 1Y
- 10.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CLILF
- 1D
- 0.00%
- 1M
- -4.23%
- YTD
- 6.49%
- 6M
- 6.49%
- 1Y
- 15.00%
- 3Y*
- -2.34%
- 5Y*
- —
- 10Y*
- —
PSPSY vs. CLILF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PSPSY PSP Swiss Property AG | 0.16% | 64.12% | -7.96% | 21.14% |
CLILF CapitaLand Investment Limited | 6.49% | -3.06% | -1.09% | -2.14% |
Correlation
The correlation between PSPSY and CLILF is -0.00, 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 | -0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2023 | 0.04 |
Fundamentals
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Return for Risk
PSPSY vs. CLILF — Risk / Return Rank
PSPSY
CLILF
PSPSY vs. CLILF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PSP Swiss Property AG (PSPSY) and CapitaLand Investment Limited (CLILF). 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.
| PSPSY | CLILF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.26 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.52 | +0.37 |
| Martin ratioReturn relative to average drawdown | 1.97 | 1.00 | +0.98 |
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Drawdowns
PSPSY vs. CLILF - Drawdown Comparison
The maximum PSPSY drawdown since its inception was -12.53%, smaller than the maximum CLILF drawdown of -66.07%. Use the drawdown chart below to compare losses from any high point for PSPSY and CLILF.
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Drawdown Indicators
| PSPSY | CLILF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.53% | -66.07% | +53.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -29.26% | +16.73% |
Max Drawdown (3Y)Largest decline over 3 years | — | -45.96% | — |
Current DrawdownCurrent decline from peak | -2.74% | -53.74% | +51.00% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -44.12% | +38.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 15.12% | -9.52% |
Volatility
PSPSY vs. CLILF - Volatility Comparison
The current volatility for PSP Swiss Property AG (PSPSY) is 2.56%, while CapitaLand Investment Limited (CLILF) has a volatility of 6.16%. This indicates that PSPSY experiences smaller price fluctuations and is considered to be less risky than CLILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSPSY | CLILF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 6.16% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 46.49% | -38.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 62.76% | -44.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.82% | 79.68% | -48.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.82% | 79.68% | -48.86% |
Dividends
PSPSY vs. CLILF - Dividend Comparison
PSPSY's dividend yield for the trailing twelve months is around 2.60%, less than CLILF's 3.69% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CLILF CapitaLand Investment Limited | 3.69% | 0.00% | 0.00% |
PSPSY PSP Swiss Property AG | 2.60% | 2.37% | 3.38% |
Financials
PSPSY vs. CLILF - Financials Comparison
This section allows you to compare key financial metrics between PSP Swiss Property AG and CapitaLand Investment 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PSPSY and CLILF have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLILF has higher volatility (6.16%) compared to PSPSY (2.56%). In terms of maximum drawdown, PSPSY dropped -12.53% vs CLILF's -66.07%.
PSPSY currently has the higher Sharpe Ratio (0.60 vs 0.24), 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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