SCBFY vs. TSCFY

Last updated Jun 4, 2026

SCBFY (Standard Chartered PLC) and TSCFY (TISCO Financial Group PCL ADR) are both stocks. Both are in the Financial Services sector — SCBFY in Banks - Diversified, TSCFY in Banks - Regional. Over the past 5 years, SCBFY returned 34.49%/yr vs 8.21%/yr for TSCFY. At a 0.00 correlation, their price movements are largely independent.

Performance

SCBFY vs. TSCFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standard Chartered PLC (SCBFY) and TISCO Financial Group PCL ADR (TSCFY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCBFY achieves a 12.99% return, which is significantly higher than TSCFY's 6.14% return.

SCBFY

• 1D: -3.52%
• 1M: 7.19%
• YTD: 12.99%
• 6M: 24.66%
• 1Y: 81.93%
• 3Y*: 52.69%
• 5Y*: 34.49%
• 10Y*: —

TSCFY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 6.14%
• 6M: 6.14%
• 1Y: 8.34%
• 3Y*: 12.61%
• 5Y*: 8.21%
• 10Y*: —

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

SCBFY vs. TSCFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SCBFY Standard Chartered PLC	12.99%	103.24%	52.51%	15.76%	23.36%	-2.07%	-31.49%	22.37%
TSCFY TISCO Financial Group PCL ADR	6.14%	26.78%	3.89%	21.46%	-7.61%	14.98%	-11.36%	0.00%

Correlation

The correlation between SCBFY and TSCFY 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 (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Oct 9, 2019	0.00

Fundamentals

Market Cap SCBFY : $62.91B TSCFY : $2.44B
EPS SCBFY : $4.55 TSCFY : $153.88
PE Ratio SCBFY : 11.99 TSCFY : 0.20
PEG Ratio SCBFY : 0.35 TSCFY : 0.00
PS Ratio SCBFY : 1.83 TSCFY : 0.05
Total Revenue (TTM) SCBFY : $35.24B TSCFY : $24.99B
Gross Profit (TTM) SCBFY : $21.49B TSCFY : $18.18B
EBITDA (TTM) SCBFY : $7.89B TSCFY : $8.92B

Return for Risk

SCBFY vs. TSCFY — Risk / Return Rank

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

SCBFY

SCBFY Risk / Return Rank: 89
SCBFY Sharpe Ratio Rank: 92
SCBFY Sortino Ratio Rank: 89
SCBFY Omega Ratio Rank: 89
SCBFY Calmar Ratio Rank: 86
SCBFY Martin Ratio Rank: 90

TSCFY

TSCFY Risk / Return Rank: 66
TSCFY Sharpe Ratio Rank: 57
TSCFY Sortino Ratio Rank: 49
TSCFY Omega Ratio Rank: 63
TSCFY Calmar Ratio Rank: 73
TSCFY Martin Ratio Rank: 88

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.

SCBFY vs. TSCFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standard Chartered PLC (SCBFY) and TISCO Financial Group PCL ADR (TSCFY). 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.

	SCBFY	TSCFY	Difference
Sharpe ratio Return per unit of total volatility	2.59	0.43	+2.16
Sortino ratio Return per unit of downside risk	3.19	0.78	+2.42
Omega ratio Gain probability vs. loss probability	1.42	1.18	+0.24
Calmar ratio Return relative to maximum drawdown	3.75	1.78	+1.97
Martin ratio Return relative to average drawdown	12.68	10.39	+2.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCBFY vs. TSCFY - Sharpe Ratio Comparison

The current SCBFY Sharpe Ratio is 2.59, which is higher than the TSCFY Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of SCBFY and TSCFY, 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

	SCBFY	TSCFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.59	0.43	+2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.35	+0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.52	+0.08

Drawdowns

SCBFY vs. TSCFY - Drawdown Comparison

The maximum SCBFY drawdown since its inception was -55.18%, which is greater than TSCFY's maximum drawdown of -34.84%. Use the drawdown chart below to compare losses from any high point for SCBFY and TSCFY.

Drawdown Indicators

	SCBFY	TSCFY	Difference
Max Drawdown Largest peak-to-trough decline	-55.18%	-34.84%	-20.34%
Max Drawdown (1Y) Largest decline over 1 year	-21.98%	-4.77%	-17.21%
Max Drawdown (3Y) Largest decline over 3 years	-28.20%	-13.65%	-14.55%
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	-13.96%	-14.24%
Current Drawdown Current decline from peak	-3.52%	0.00%	-3.52%
Average Drawdown Average peak-to-trough decline	-18.16%	-8.59%	-9.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.48%	0.81%	+5.67%

Volatility

SCBFY vs. TSCFY - Volatility Comparison

Standard Chartered PLC (SCBFY) has a higher volatility of 11.44% compared to TISCO Financial Group PCL ADR (TSCFY) at 0.00%. This indicates that SCBFY's price experiences larger fluctuations and is considered to be riskier than TSCFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCBFY	TSCFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.44%	0.00%	+11.44%
Volatility (6M) Calculated over the trailing 6-month period	26.26%	13.42%	+12.84%
Volatility (1Y) Calculated over the trailing 1-year period	31.85%	19.75%	+12.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.06%	23.57%	+12.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.30%	45.85%	-5.55%

Dividends

SCBFY vs. TSCFY - Dividend Comparison

SCBFY's dividend yield for the trailing twelve months is around 2.25%, less than TSCFY's 7.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SCBFY Standard Chartered PLC	2.25%	1.63%	2.40%	2.36%	1.66%	1.96%	2.75%
TSCFY TISCO Financial Group PCL ADR	7.81%	7.59%	8.41%	10.36%	8.63%	7.21%	7.92%

Financials

SCBFY vs. TSCFY - Profitability Comparison

The chart below illustrates the profitability comparison between Standard Chartered PLC and TISCO Financial Group PCL ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SCBFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Standard Chartered PLC reported a gross profit of 5.90B and revenue of 10.16B. Therefore, the gross margin over that period was 58.1%.

TSCFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported a gross profit of 4.66B and revenue of 6.49B. Therefore, the gross margin over that period was 71.7%.

SCBFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Standard Chartered PLC reported an operating income of 2.45B and revenue of 10.16B, resulting in an operating margin of 24.1%.

TSCFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported an operating income of 2.23B and revenue of 6.49B, resulting in an operating margin of 34.4%.

SCBFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Standard Chartered PLC reported a net income of 1.90B and revenue of 10.16B, resulting in a net margin of 18.7%.

TSCFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported a net income of 1.79B and revenue of 6.49B, resulting in a net margin of 27.6%.

Frequently Asked Questions

Can I hold both SCBFY and TSCFY in my portfolio?

SCBFY and TSCFY 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.

Which is riskier, SCBFY or TSCFY?

SCBFY has higher volatility (11.44%) compared to TSCFY (0.00%). In terms of maximum drawdown, SCBFY dropped -55.18% vs TSCFY's -34.84%.

Which has better risk-adjusted returns?

SCBFY currently has the higher Sharpe Ratio (2.59 vs 0.43), 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.