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SGAPY vs. NTDOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SGAPY vs. NTDOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Telecommunications PK (SGAPY) and Nintendo Co ADR (NTDOY). The values are adjusted to include any dividend payments, if applicable.

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SGAPY vs. NTDOY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGAPY
Singapore Telecommunications PK
10.99%64.06%27.43%2.99%15.04%1.74%-27.57%22.60%-14.82%14.76%
NTDOY
Nintendo Co ADR
-15.66%16.19%13.11%24.66%-10.74%-27.51%61.36%50.76%-26.56%76.94%

Fundamentals

Total Revenue (TTM)

SGAPY:

$28.27B

NTDOY:

$2.14T

Gross Profit (TTM)

SGAPY:

$6.95B

NTDOY:

$866.49B

EBITDA (TTM)

SGAPY:

$6.56B

NTDOY:

$485.15B

Returns By Period

In the year-to-date period, SGAPY achieves a 10.99% return, which is significantly higher than NTDOY's -15.66% return. Over the past 10 years, SGAPY has underperformed NTDOY with an annualized return of 8.78%, while NTDOY has yielded a comparatively higher 15.53% annualized return.


SGAPY

1D
1.58%
1M
1.42%
YTD
10.99%
6M
24.06%
1Y
54.23%
3Y*
35.23%
5Y*
21.75%
10Y*
8.78%

NTDOY

1D
-0.49%
1M
3.04%
YTD
-15.66%
6M
-35.25%
1Y
-17.04%
3Y*
14.11%
5Y*
0.05%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SGAPY vs. NTDOY — Risk / Return Rank

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

SGAPY
SGAPY Risk / Return Rank: 9494
Overall Rank
SGAPY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SGAPY Sortino Ratio Rank: 9494
Sortino Ratio Rank
SGAPY Omega Ratio Rank: 9090
Omega Ratio Rank
SGAPY Calmar Ratio Rank: 9797
Calmar Ratio Rank
SGAPY Martin Ratio Rank: 9696
Martin Ratio Rank

NTDOY
NTDOY Risk / Return Rank: 2424
Overall Rank
NTDOY Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NTDOY Sortino Ratio Rank: 2020
Sortino Ratio Rank
NTDOY Omega Ratio Rank: 2222
Omega Ratio Rank
NTDOY Calmar Ratio Rank: 2929
Calmar Ratio Rank
NTDOY Martin Ratio Rank: 2828
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.

SGAPY vs. NTDOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Telecommunications PK (SGAPY) and Nintendo Co ADR (NTDOY). 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.


SGAPYNTDOYDifference

Sharpe ratio

Return per unit of total volatility

2.33

-0.44

+2.77

Sortino ratio

Return per unit of downside risk

3.37

-0.41

+3.78

Omega ratio

Gain probability vs. loss probability

1.41

0.95

+0.46

Calmar ratio

Return relative to maximum drawdown

7.89

-0.37

+8.26

Martin ratio

Return relative to average drawdown

18.90

-0.76

+19.66

SGAPY vs. NTDOY - Sharpe Ratio Comparison

The current SGAPY Sharpe Ratio is 2.33, which is higher than the NTDOY Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SGAPY and NTDOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SGAPYNTDOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

-0.44

+2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.00

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.17

+0.16

Correlation

The correlation between SGAPY and NTDOY is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SGAPY vs. NTDOY - Dividend Comparison

SGAPY's dividend yield for the trailing twelve months is around 3.57%, while NTDOY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SGAPY
Singapore Telecommunications PK
3.57%3.96%5.54%5.13%3.54%2.95%4.39%5.02%5.83%7.45%9.85%4.63%
NTDOY
Nintendo Co ADR
0.00%0.87%0.40%0.00%0.00%0.00%0.00%0.00%0.00%1.33%0.56%1.23%

Drawdowns

SGAPY vs. NTDOY - Drawdown Comparison

The maximum SGAPY drawdown since its inception was -56.22%, smaller than the maximum NTDOY drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for SGAPY and NTDOY.


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Drawdown Indicators


SGAPYNTDOYDifference

Max Drawdown

Largest peak-to-trough decline

-56.22%

-83.59%

+27.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-46.08%

+38.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

-46.08%

+29.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-46.08%

+4.12%

Current Drawdown

Current decline from peak

-2.92%

-42.87%

+39.95%

Average Drawdown

Average peak-to-trough decline

-13.51%

-37.48%

+23.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

22.65%

-19.45%

Volatility

SGAPY vs. NTDOY - Volatility Comparison

The current volatility for Singapore Telecommunications PK (SGAPY) is 6.13%, while Nintendo Co ADR (NTDOY) has a volatility of 14.39%. This indicates that SGAPY experiences smaller price fluctuations and is considered to be less risky than NTDOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGAPYNTDOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

14.39%

-8.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

28.27%

-13.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.66%

39.02%

-15.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

29.34%

-9.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

36.00%

-16.14%

Financials

SGAPY vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between Singapore Telecommunications PK and Nintendo Co ADR. 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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
7.15B
820.87B
(SGAPY) Total Revenue
(NTDOY) Total Revenue
Values in USD except per share items