SGGKY vs. KSCOX
Compare and contrast key facts about Singapore Technologies Engineering Ltd ADR (SGGKY) and Kinetics Small Cap Opportunities Fund (KSCOX).
KSCOX is managed by Kinetics. It was launched on Mar 20, 2000.
Performance
SGGKY vs. KSCOX - Performance Comparison
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SGGKY vs. KSCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGGKY Singapore Technologies Engineering Ltd ADR | 31.76% | 92.59% | 21.90% | 24.06% | -6.68% | -1.56% | 6.90% | 16.62% | 10.57% | 16.28% |
KSCOX Kinetics Small Cap Opportunities Fund | 29.72% | -8.66% | 68.42% | -14.77% | 31.96% | 50.32% | 2.30% | 27.06% | 0.29% | 26.23% |
Returns By Period
In the year-to-date period, SGGKY achieves a 31.76% return, which is significantly higher than KSCOX's 29.72% return. Both investments have delivered pretty close results over the past 10 years, with SGGKY having a 21.66% annualized return and KSCOX not far behind at 21.17%.
SGGKY
- 1D
- 0.00%
- 1M
- 9.13%
- YTD
- 31.76%
- 6M
- 26.83%
- 1Y
- 73.31%
- 3Y*
- 50.42%
- 5Y*
- 29.80%
- 10Y*
- 21.66%
KSCOX
- 1D
- -5.64%
- 1M
- -8.65%
- YTD
- 29.72%
- 6M
- 22.71%
- 1Y
- 8.12%
- 3Y*
- 25.79%
- 5Y*
- 16.02%
- 10Y*
- 21.17%
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Return for Risk
SGGKY vs. KSCOX — Risk / Return Rank
SGGKY
KSCOX
SGGKY vs. KSCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Singapore Technologies Engineering Ltd ADR (SGGKY) and Kinetics Small Cap Opportunities Fund (KSCOX). 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.
| SGGKY | KSCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.31 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.13 | 0.63 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.08 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 4.36 | 0.28 | +4.08 |
Martin ratioReturn relative to average drawdown | 12.47 | 0.46 | +12.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGGKY | KSCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 0.31 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.58 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.82 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.61 | -0.09 |
Correlation
The correlation between SGGKY and KSCOX is 0.06, 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.
Dividends
SGGKY vs. KSCOX - Dividend Comparison
SGGKY's dividend yield for the trailing twelve months is around 1.51%, more than KSCOX's 0.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGGKY Singapore Technologies Engineering Ltd ADR | 1.51% | 1.98% | 3.46% | 3.92% | 6.52% | 3.84% | 3.44% | 3.50% | 4.05% | 7.64% | 7.99% | 5.31% |
KSCOX Kinetics Small Cap Opportunities Fund | 0.14% | 0.18% | 3.58% | 6.71% | 0.00% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SGGKY vs. KSCOX - Drawdown Comparison
The maximum SGGKY drawdown since its inception was -41.78%, smaller than the maximum KSCOX drawdown of -70.09%. Use the drawdown chart below to compare losses from any high point for SGGKY and KSCOX.
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Drawdown Indicators
| SGGKY | KSCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.78% | -70.09% | +28.31% |
Max Drawdown (1Y)Largest decline over 1 year | -19.95% | -24.29% | +4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -33.10% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.70% | -47.09% | +5.39% |
Current DrawdownCurrent decline from peak | -2.39% | -11.01% | +8.62% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -14.89% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.97% | 14.84% | -7.87% |
Volatility
SGGKY vs. KSCOX - Volatility Comparison
Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 14.26% compared to Kinetics Small Cap Opportunities Fund (KSCOX) at 7.94%. This indicates that SGGKY's price experiences larger fluctuations and is considered to be riskier than KSCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGGKY | KSCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.26% | 7.94% | +6.32% |
Volatility (6M)Calculated over the trailing 6-month period | 30.72% | 19.48% | +11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.20% | 28.88% | +22.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 27.74% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.10% | 25.84% | +6.26% |