SGAPY vs. PEGRY
SGAPY (Singapore Telecommunications PK) and PEGRY (Pennon Group PLC ADR) are both stocks. SGAPY operates in Telecom Services (Communication Services), while PEGRY operates in Utilities - Regulated Water (Utilities). Over the past 5 years, SGAPY returned 21.10%/yr vs -10.43%/yr for PEGRY. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
SGAPY vs. PEGRY - Performance Comparison
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Returns By Period
In the year-to-date period, SGAPY achieves a -0.17% return, which is significantly higher than PEGRY's -5.26% return.
SGAPY
- 1D
- -0.98%
- 1M
- 2.11%
- 6M
- -2.40%
- YTD
- -0.17%
- 1Y
- 18.89%
- 3Y*
- 27.09%
- 5Y*
- 21.10%
- 10Y*
- 6.61%
- ALL TIME*
- 7.46%
PEGRY
- 1D
- -0.80%
- 1M
- 1.47%
- 6M
- -13.90%
- YTD
- -5.26%
- 1Y
- -0.24%
- 3Y*
- 1.79%
- 5Y*
- -10.43%
- 10Y*
- —
- ALL TIME*
- 7.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PEGRY Pennon Group PLC ADR | $1.13M | $743.34K | $393.87K |
| $1.80M | $2.00M | $3.44M |
SGAPY vs. PEGRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGAPY Singapore Telecommunications PK | -0.17% | 64.06% | 27.43% | 2.99% | 15.04% | 1.74% | -27.57% | 22.60% | -14.82% | 0.03% |
PEGRY Pennon Group PLC ADR | -5.26% | 25.47% | -19.73% | -3.62% | -30.48% | 128.51% | 11.91% | 23.00% | -1.16% | -4.11% |
Correlation
The correlation between SGAPY and PEGRY is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2017 | 0.11 |
Fundamentals
SGAPY:
$58.09B
PEGRY:
$1.47B
SGAPY:
SGD 3.67
PEGRY:
£0.40
SGAPY:
12.36
PEGRY:
22.80
SGAPY:
0.13
PEGRY:
0.00
SGAPY:
2.67
PEGRY:
0.52
SGAPY:
SGD 28.16B
PEGRY:
£2.09B
SGAPY:
SGD 6.69B
PEGRY:
£1.68B
SGAPY:
SGD 9.33B
PEGRY:
£645.41M
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Return for Risk
SGAPY vs. PEGRY — Risk / Return Rank
SGAPY
PEGRY
SGAPY vs. PEGRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Singapore Telecommunications PK (SGAPY) and Pennon Group PLC ADR (PEGRY). 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.
| SGAPY | PEGRY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.01 | +1.07 |
| Martin ratioReturn relative to average drawdown | 2.62 | 0.02 | +2.60 |
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Drawdowns
SGAPY vs. PEGRY - Drawdown Comparison
The maximum SGAPY drawdown since its inception was -56.22%, smaller than the maximum PEGRY drawdown of -64.05%. Use the drawdown chart below to compare losses from any high point for SGAPY and PEGRY.
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Drawdown Indicators
| SGAPY | PEGRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -64.05% | +7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -19.47% | -24.77% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.47% | -34.98% | +15.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.47% | -61.93% | +42.46% |
Max Drawdown (10Y)Largest decline over 10 years | -41.96% | — | — |
Current DrawdownCurrent decline from peak | -12.67% | -47.25% | +34.58% |
Average DrawdownAverage peak-to-trough decline | -13.48% | -34.15% | +20.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 11.24% | -3.21% |
Volatility
SGAPY vs. PEGRY - Volatility Comparison
The current volatility for Singapore Telecommunications PK (SGAPY) is 4.68%, while Pennon Group PLC ADR (PEGRY) has a volatility of 8.27%. This indicates that SGAPY experiences smaller price fluctuations and is considered to be less risky than PEGRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAPY | PEGRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 8.27% | -3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 23.51% | -7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.63% | 28.67% | -7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 36.87% | -16.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 45.62% | -25.79% |
Dividends
SGAPY vs. PEGRY - Dividend Comparison
SGAPY's dividend yield for the trailing twelve months is around 3.97%, less than PEGRY's 6.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEGRY Pennon Group PLC ADR | 6.27% | 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 | 1.78% | 3.96% | 5.54% | 5.13% | 3.54% | 2.95% | 4.39% | 5.02% | 5.83% | 7.45% | 9.85% | 4.63% |
Financials
SGAPY vs. PEGRY - Financials Comparison
This section allows you to compare key financial metrics between Singapore Telecommunications PK and Pennon Group PLC 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SGAPY and PEGRY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEGRY has higher volatility (8.27%) compared to SGAPY (4.68%). In terms of maximum drawdown, SGAPY dropped -56.22% vs PEGRY's -64.05%.
SGAPY currently has the higher Sharpe Ratio (0.97 vs 0.01), 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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