SGGKY vs. ENSG
SGGKY (Singapore Technologies Engineering Ltd ADR) and ENSG (The Ensign Group, Inc.) are both stocks. SGGKY operates in Aerospace & Defense (Industrials), while ENSG operates in Medical Care Facilities (Healthcare). Over the past 10 years, SGGKY returned 17.90%/yr vs 24.28%/yr for ENSG. At a 0.04 correlation, their price movements are largely independent.
Performance
SGGKY vs. ENSG - Performance Comparison
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Returns By Period
In the year-to-date period, SGGKY achieves a 32.57% return, which is significantly higher than ENSG's -8.76% return. Over the past 10 years, SGGKY has underperformed ENSG with an annualized return of 17.90%, while ENSG has yielded a comparatively higher 24.28% annualized return.
SGGKY
- 1D
- 0.00%
- 1M
- 5.70%
- YTD
- 32.57%
- 6M
- 32.57%
- 1Y
- 36.33%
- 3Y*
- 51.28%
- 5Y*
- 28.39%
- 10Y*
- 17.90%
ENSG
- 1D
- 1.35%
- 1M
- -7.59%
- YTD
- -8.76%
- 6M
- -10.97%
- 1Y
- 4.57%
- 3Y*
- 20.68%
- 5Y*
- 13.04%
- 10Y*
- 24.28%
SGGKY vs. ENSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGGKY Singapore Technologies Engineering Ltd ADR | 32.57% | 92.59% | 21.90% | 24.06% | -6.68% | -1.56% | 6.90% | 16.62% | 10.57% | 16.28% |
ENSG The Ensign Group, Inc. | -8.76% | 31.33% | 18.62% | 18.89% | 12.98% | 15.43% | 61.43% | 25.53% | 75.67% | 0.78% |
Correlation
The correlation between SGGKY and ENSG is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2009 | 0.04 |
Fundamentals
SGGKY:
$26.47B
ENSG:
$9.46B
SGGKY:
SGD 3.72
ENSG:
$6.15
SGGKY:
29.52
ENSG:
25.84
SGGKY:
1.46
ENSG:
1.78
SGGKY:
13.30
ENSG:
4.00
SGGKY:
SGD 23.60B
ENSG:
$5.27B
SGGKY:
SGD 4.33B
ENSG:
$800.38M
SGGKY:
SGD 2.70B
ENSG:
$590.49M
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Return for Risk
SGGKY vs. ENSG — Risk / Return Rank
SGGKY
ENSG
SGGKY vs. ENSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Singapore Technologies Engineering Ltd ADR (SGGKY) and The Ensign Group, Inc. (ENSG). 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.
| SGGKY | ENSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.06 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.14 | +1.69 |
| Martin ratioReturn relative to average drawdown | 4.57 | 0.45 | +4.11 |
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Drawdowns
SGGKY vs. ENSG - Drawdown Comparison
The maximum SGGKY drawdown since its inception was -41.78%, smaller than the maximum ENSG drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for SGGKY and ENSG.
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Drawdown Indicators
| SGGKY | ENSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.78% | -55.57% | +13.79% |
Max Drawdown (1Y)Largest decline over 1 year | -19.95% | -31.81% | +11.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -31.81% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -31.81% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.70% | -55.57% | +13.87% |
Current DrawdownCurrent decline from peak | -8.94% | -26.36% | +17.42% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -12.28% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.98% | 10.07% | -2.09% |
Volatility
SGGKY vs. ENSG - Volatility Comparison
Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 18.70% compared to The Ensign Group, Inc. (ENSG) at 11.90%. This indicates that SGGKY's price experiences larger fluctuations and is considered to be riskier than ENSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGGKY | ENSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.70% | 11.90% | +6.80% |
Volatility (6M)Calculated over the trailing 6-month period | 32.11% | 23.04% | +9.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.82% | 28.48% | +18.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.95% | 26.79% | +8.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.34% | 36.10% | -4.76% |
Dividends
SGGKY vs. ENSG - Dividend Comparison
SGGKY's dividend yield for the trailing twelve months is around 2.10%, more than ENSG's 0.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | 0.16% | 0.14% | 0.18% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.67% |
SGGKY Singapore Technologies Engineering Ltd ADR | 2.10% | 1.98% | 3.46% | 3.92% | 6.52% | 3.84% | 3.44% | 3.50% | 4.05% | 7.64% | 7.99% | 5.31% |
Financials
SGGKY vs. ENSG - Financials Comparison
This section allows you to compare key financial metrics between Singapore Technologies Engineering Ltd ADR and The Ensign Group, Inc.. 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
SGGKY vs. ENSG - Profitability Comparison
SGGKY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Singapore Technologies Engineering Ltd ADR reported a gross profit of 1.03B and revenue of 6.41B. Therefore, the gross margin over that period was 16.1%.
ENSG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a gross profit of 293.37M and revenue of 1.39B. Therefore, the gross margin over that period was 21.1%.
SGGKY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Singapore Technologies Engineering Ltd ADR reported an operating income of 460.47M and revenue of 6.41B, resulting in an operating margin of 7.2%.
ENSG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported an operating income of 124.85M and revenue of 1.39B, resulting in an operating margin of 9.0%.
SGGKY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Singapore Technologies Engineering Ltd ADR reported a net income of 59.74M and revenue of 6.41B, resulting in a net margin of 0.9%.
ENSG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Ensign Group, Inc. reported a net income of 99.67M and revenue of 1.39B, resulting in a net margin of 7.2%.
Frequently Asked Questions
SGGKY and ENSG have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGGKY has higher volatility (18.70%) compared to ENSG (11.90%). In terms of maximum drawdown, SGGKY dropped -41.78% vs ENSG's -55.57%.
SGGKY currently has the higher Sharpe Ratio (0.78 vs 0.16), 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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