SCMN.SW vs. KPELY
SCMN.SW (Swisscom AG) and KPELY (Keppel Corporation Limited) are both stocks. SCMN.SW operates in Telecom Services (Communication Services), while KPELY operates in Conglomerates (Industrials). Over the past 10 years, SCMN.SW returned 7.24%/yr vs 15.42%/yr for KPELY. At a 0.21 correlation, their price movements are largely independent.
Performance
SCMN.SW vs. KPELY - Performance Comparison
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Different Trading Currencies
SCMN.SW is traded in CHF, while KPELY is traded in USD. To make them comparable, the KPELY values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCMN.SW achieves a 13.72% return, which is significantly higher than KPELY's 10.61% return. Over the past 10 years, SCMN.SW has underperformed KPELY with an annualized return of 7.24%, while KPELY has yielded a comparatively higher 15.42% annualized return.
SCMN.SW
- 1D
- -0.63%
- 1M
- -0.32%
- 6M
- 8.72%
- YTD
- 13.72%
- 1Y
- 17.19%
- 3Y*
- 8.42%
- 5Y*
- 7.06%
- 10Y*
- 7.24%
- ALL TIME*
- 6.90%
KPELY
- 1D
- 0.88%
- 1M
- -3.20%
- 6M
- 5.59%
- YTD
- 10.61%
- 1Y
- 35.75%
- 3Y*
- 22.76%
- 5Y*
- 30.77%
- 10Y*
- 15.42%
- ALL TIME*
- 5.74%
SCMN.SW vs. KPELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCMN.SW Swisscom AG | 13.72% | 18.97% | 3.85% | 3.72% | 2.51% | 12.71% | -3.02% | 14.26% | -5.00% | 19.41% |
KPELY Keppel Corporation Limited | 10.61% | 56.51% | 0.79% | 41.53% | 56.79% | -1.03% | -23.82% | 18.15% | -17.61% | 39.40% |
Correlation
The correlation between SCMN.SW and KPELY is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2007 | 0.21 |
The correlation between SCMN.SW and KPELY shifts across timeframes, from -0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCMN.SW vs. KPELY — Risk / Return Rank
SCMN.SW
KPELY
SCMN.SW vs. KPELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swisscom AG (SCMN.SW) 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.
| SCMN.SW | KPELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.27 | +0.01 |
| Martin ratioReturn relative to average drawdown | 3.67 | 4.13 | -0.46 |
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Drawdowns
SCMN.SW vs. KPELY - Drawdown Comparison
The maximum SCMN.SW drawdown since its inception was -32.34%, smaller than the maximum KPELY drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for SCMN.SW and KPELY.
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Drawdown Indicators
| SCMN.SW | KPELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.34% | -72.65% | +40.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -28.38% | +14.75% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -28.38% | +14.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.75% | -28.38% | +4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.75% | -51.78% | +28.03% |
Current DrawdownCurrent decline from peak | -9.91% | -12.16% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -21.79% | +13.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 8.68% | -3.96% |
Volatility
SCMN.SW vs. KPELY - Volatility Comparison
The current volatility for Swisscom AG (SCMN.SW) is 5.07%, while Keppel Corporation Limited (KPELY) has a volatility of 14.27%. This indicates that SCMN.SW 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
| SCMN.SW | KPELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 14.27% | -9.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 36.29% | -23.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 47.39% | -31.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 46.48% | -31.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 38.88% | -23.48% |
Dividends
SCMN.SW vs. KPELY - Dividend Comparison
SCMN.SW's dividend yield for the trailing twelve months is around 4.13%, which matches KPELY's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KPELY Keppel Corporation Limited | 4.17% | 3.17% | 5.36% | 36.11% | 4.88% | 3.84% | 4.86% | 3.40% | 5.05% | 5.18% | 10.66% | 7.80% |
SCMN.SW Swisscom AG | 4.13% | 3.82% | 4.36% | 4.35% | 4.34% | 4.28% | 4.61% | 4.29% | 4.68% | 4.24% | 4.82% | 4.37% |
Financials
SCMN.SW vs. KPELY - Financials Comparison
This section allows you to compare key financial metrics between Swisscom AG 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SCMN.SW and KPELY have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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