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SGGKY vs. DBSDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGGKY and DBSDY is 0.16, 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.


-0.50.00.51.00.2

Performance

SGGKY vs. DBSDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Technologies Engineering Ltd ADR (SGGKY) and DBS Group Holdings Ltd ADR (DBSDY). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%SeptemberOctoberNovemberDecember2025February
170.36%
556.31%
SGGKY
DBSDY

Key characteristics

Sharpe Ratio

SGGKY:

0.72

DBSDY:

3.41

Sortino Ratio

SGGKY:

1.28

DBSDY:

4.63

Omega Ratio

SGGKY:

1.21

DBSDY:

1.67

Calmar Ratio

SGGKY:

1.49

DBSDY:

4.91

Martin Ratio

SGGKY:

4.70

DBSDY:

21.77

Ulcer Index

SGGKY:

5.18%

DBSDY:

2.88%

Daily Std Dev

SGGKY:

36.37%

DBSDY:

18.30%

Max Drawdown

SGGKY:

-42.71%

DBSDY:

-68.44%

Current Drawdown

SGGKY:

-10.85%

DBSDY:

-0.38%

Fundamentals

Market Cap

SGGKY:

$11.15B

DBSDY:

$93.86B

EPS

SGGKY:

$1.51

DBSDY:

$11.44

PE Ratio

SGGKY:

22.32

DBSDY:

11.54

PEG Ratio

SGGKY:

1.19

DBSDY:

5.90

Total Revenue (TTM)

SGGKY:

$5.52B

DBSDY:

$16.64B

Gross Profit (TTM)

SGGKY:

$1.05B

DBSDY:

$31.16B

EBITDA (TTM)

SGGKY:

$747.78M

DBSDY:

$3.45B

Returns By Period

In the year-to-date period, SGGKY achieves a -2.29% return, which is significantly lower than DBSDY's 3.09% return. Over the past 10 years, SGGKY has outperformed DBSDY with an annualized return of 16.11%, while DBSDY has yielded a comparatively lower 14.93% annualized return.


SGGKY

YTD

-2.29%

1M

-2.29%

6M

6.60%

1Y

24.29%

5Y*

9.44%

10Y*

16.11%

DBSDY

YTD

3.09%

1M

-0.38%

6M

32.54%

1Y

60.09%

5Y*

21.09%

10Y*

14.93%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SGGKY vs. DBSDY — Risk-Adjusted Performance Rank

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

SGGKY
The Risk-Adjusted Performance Rank of SGGKY is 7474
Overall Rank
The Sharpe Ratio Rank of SGGKY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SGGKY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SGGKY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SGGKY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SGGKY is 8080
Martin Ratio Rank

DBSDY
The Risk-Adjusted Performance Rank of DBSDY is 9898
Overall Rank
The Sharpe Ratio Rank of DBSDY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSDY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of DBSDY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of DBSDY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of DBSDY is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGGKY vs. DBSDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Technologies Engineering Ltd ADR (SGGKY) and DBS Group Holdings Ltd ADR (DBSDY). 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.


Sharpe ratio
The chart of Sharpe ratio for SGGKY, currently valued at 0.71, compared to the broader market-2.000.002.004.000.713.41
The chart of Sortino ratio for SGGKY, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.264.63
The chart of Omega ratio for SGGKY, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.67
The chart of Calmar ratio for SGGKY, currently valued at 1.44, compared to the broader market0.002.004.006.001.444.91
The chart of Martin ratio for SGGKY, currently valued at 4.59, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.004.5921.77
SGGKY
DBSDY

The current SGGKY Sharpe Ratio is 0.72, which is lower than the DBSDY Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of SGGKY and DBSDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.71
3.41
SGGKY
DBSDY

Dividends

SGGKY vs. DBSDY - Dividend Comparison

SGGKY's dividend yield for the trailing twelve months is around 2.66%, less than DBSDY's 4.77% yield.


TTM20242023202220212020201920182017201620152014
SGGKY
Singapore Technologies Engineering Ltd ADR
2.66%2.60%4.02%6.44%4.03%6.16%3.78%4.41%4.55%3.35%5.46%4.86%
DBSDY
DBS Group Holdings Ltd ADR
4.77%4.92%6.76%5.24%3.11%2.62%5.68%7.54%2.44%3.72%3.73%2.98%

Drawdowns

SGGKY vs. DBSDY - Drawdown Comparison

The maximum SGGKY drawdown since its inception was -42.71%, smaller than the maximum DBSDY drawdown of -68.44%. Use the drawdown chart below to compare losses from any high point for SGGKY and DBSDY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.85%
-0.38%
SGGKY
DBSDY

Volatility

SGGKY vs. DBSDY - Volatility Comparison

Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 13.17% compared to DBS Group Holdings Ltd ADR (DBSDY) at 4.74%. This indicates that SGGKY's price experiences larger fluctuations and is considered to be riskier than DBSDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.17%
4.74%
SGGKY
DBSDY

Financials

SGGKY vs. DBSDY - Financials Comparison

This section allows you to compare key financial metrics between Singapore Technologies Engineering Ltd ADR and DBS Group Holdings Ltd 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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