SGAPY vs. SBS
SGAPY (Singapore Telecommunications PK) and SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) are both stocks. SGAPY operates in Telecom Services (Communication Services), while SBS operates in Utilities - Regulated Water (Utilities). Over the past 10 years, SGAPY returned 7.05%/yr vs 16.30%/yr for SBS. At a 0.27 correlation, their price movements are largely independent.
Performance
SGAPY vs. SBS - Performance Comparison
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Returns By Period
In the year-to-date period, SGAPY achieves a -4.38% return, which is significantly lower than SBS's 18.87% return. Over the past 10 years, SGAPY has underperformed SBS with an annualized return of 7.05%, while SBS has yielded a comparatively higher 16.30% annualized return.
SGAPY
- 1D
- -0.15%
- 1M
- -3.12%
- YTD
- -4.38%
- 6M
- -4.94%
- 1Y
- 20.11%
- 3Y*
- 28.81%
- 5Y*
- 19.57%
- 10Y*
- 7.05%
SBS
- 1D
- 1.81%
- 1M
- -1.75%
- YTD
- 18.87%
- 6M
- 17.56%
- 1Y
- 45.79%
- 3Y*
- 39.45%
- 5Y*
- 33.95%
- 10Y*
- 16.30%
SGAPY vs. SBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGAPY Singapore Telecommunications PK | -4.38% | 64.06% | 27.43% | 2.99% | 15.04% | 1.74% | -27.57% | 22.60% | -14.82% | 14.76% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 18.87% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
Correlation
The correlation between SGAPY and SBS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.27 |
The correlation between SGAPY and SBS shifts across timeframes, from 0.15 (5 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SGAPY:
SGD 3.67
SBS:
R$2.48
SGAPY:
11.96
SBS:
11.79
SGAPY:
0.12
SBS:
0.23
SGAPY:
2.58
SBS:
2.60
SGAPY:
SGD 28.16B
SBS:
R$38.70B
SGAPY:
SGD 6.69B
SBS:
R$13.96B
SGAPY:
SGD 9.33B
SBS:
R$14.87B
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Return for Risk
SGAPY vs. SBS — Risk / Return Rank
SGAPY
SBS
SGAPY vs. SBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Singapore Telecommunications PK (SGAPY) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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 | SBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.78 | -0.74 |
| Martin ratioReturn relative to average drawdown | 3.09 | 4.98 | -1.89 |
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Drawdowns
SGAPY vs. SBS - Drawdown Comparison
The maximum SGAPY drawdown since its inception was -56.22%, smaller than the maximum SBS drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for SGAPY and SBS.
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Drawdown Indicators
| SGAPY | SBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -76.49% | +20.27% |
Max Drawdown (1Y)Largest decline over 1 year | -19.47% | -25.87% | +6.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.47% | -25.87% | +6.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.47% | -30.35% | +10.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.96% | -61.91% | +19.95% |
Current DrawdownCurrent decline from peak | -16.35% | -20.50% | +4.15% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -25.70% | +12.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.52% | 9.21% | -2.69% |
Volatility
SGAPY vs. SBS - Volatility Comparison
The current volatility for Singapore Telecommunications PK (SGAPY) is 5.23%, while Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) has a volatility of 8.19%. This indicates that SGAPY experiences smaller price fluctuations and is considered to be less risky than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAPY | SBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 8.19% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 24.61% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 34.25% | -12.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.18% | 36.97% | -16.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 43.51% | -23.59% |
Dividends
SGAPY vs. SBS - Dividend Comparison
SGAPY's dividend yield for the trailing twelve months is around 4.14%, more than SBS's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.26% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
SGAPY Singapore Telecommunications PK | 4.14% | 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. SBS - Financials Comparison
This section allows you to compare key financial metrics between Singapore Telecommunications PK and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. 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 SBS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBS has higher volatility (8.19%) compared to SGAPY (5.23%). In terms of maximum drawdown, SGAPY dropped -56.22% vs SBS's -76.49%.
SBS currently has the higher Sharpe Ratio (1.35 vs 0.93), 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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