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

Correlation

The correlation between SGGKY and DBSDY is 0.07, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

SGGKY:

3.50

DBSDY:

1.64

Sortino Ratio

SGGKY:

3.54

DBSDY:

2.18

Omega Ratio

SGGKY:

1.48

DBSDY:

1.35

Calmar Ratio

SGGKY:

7.75

DBSDY:

1.96

Martin Ratio

SGGKY:

23.53

DBSDY:

8.84

Ulcer Index

SGGKY:

4.58%

DBSDY:

4.38%

Daily Std Dev

SGGKY:

43.98%

DBSDY:

23.67%

Max Drawdown

SGGKY:

-42.68%

DBSDY:

-66.76%

Current Drawdown

SGGKY:

-2.93%

DBSDY:

0.00%

Fundamentals

Market Cap

SGGKY:

$18.32B

DBSDY:

$97.44B

EPS

SGGKY:

$1.72

DBSDY:

$21.66

PE Ratio

SGGKY:

33.20

DBSDY:

6.32

PEG Ratio

SGGKY:

1.88

DBSDY:

4.23

PS Ratio

SGGKY:

1.63

DBSDY:

4.46

PB Ratio

SGGKY:

8.64

DBSDY:

1.83

Total Revenue (TTM)

SGGKY:

$2.76B

DBSDY:

$22.50B

Gross Profit (TTM)

SGGKY:

$526.45M

DBSDY:

$37.01B

EBITDA (TTM)

SGGKY:

$373.89M

DBSDY:

$6.94B

Returns By Period

In the year-to-date period, SGGKY achieves a 69.69% return, which is significantly higher than DBSDY's 11.50% return. Over the past 10 years, SGGKY has underperformed DBSDY with an annualized return of 12.57%, while DBSDY has yielded a comparatively higher 14.91% annualized return.


SGGKY

YTD

69.69%

1M

-0.72%

6M

70.65%

1Y

90.04%

3Y*

30.30%

5Y*

26.24%

10Y*

12.57%

DBSDY

YTD

11.50%

1M

7.69%

6M

13.87%

1Y

38.50%

3Y*

27.60%

5Y*

29.78%

10Y*

14.91%

*Annualized

Compare stocks, funds, or ETFs

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


DBS Group Holdings Ltd ADR

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 9898
Overall Rank
The Sharpe Ratio Rank of SGGKY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SGGKY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SGGKY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SGGKY is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SGGKY is 9999
Martin Ratio Rank

DBSDY
The Risk-Adjusted Performance Rank of DBSDY is 9292
Overall Rank
The Sharpe Ratio Rank of DBSDY is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSDY is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DBSDY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DBSDY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DBSDY is 9494
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.


The current SGGKY Sharpe Ratio is 3.50, which is higher than the DBSDY Sharpe Ratio of 1.64. 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.


Loading data...

Dividends

SGGKY vs. DBSDY - Dividend Comparison

SGGKY's dividend yield for the trailing twelve months is around 2.23%, less than DBSDY's 5.29% yield.


TTM20242023202220212020201920182017201620152014
SGGKY
Singapore Technologies Engineering Ltd ADR
2.23%3.53%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
5.29%4.91%6.76%5.25%3.12%2.63%5.69%7.56%2.45%3.70%3.70%2.98%

Drawdowns

SGGKY vs. DBSDY - Drawdown Comparison

The maximum SGGKY drawdown since its inception was -42.68%, smaller than the maximum DBSDY drawdown of -66.76%. Use the drawdown chart below to compare losses from any high point for SGGKY and DBSDY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SGGKY vs. DBSDY - Volatility Comparison

Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 17.95% compared to DBS Group Holdings Ltd ADR (DBSDY) at 4.18%. 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.


Loading data...

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


2.00B3.00B4.00B5.00B6.00B20212022202320242025
2.76B
5.91B
(SGGKY) Total Revenue
(DBSDY) Total Revenue
Values in USD except per share items