SGGKY vs. KSCOX
SGGKY (Singapore Technologies Engineering Ltd ADR) is a stock, while KSCOX (Kinetics Small Cap Opportunities Fund) is Small Cap Growth Equities fund managed by Kinetics. Over the past 10 years, SGGKY returned 17.90%/yr vs 19.28%/yr for KSCOX. At a 0.06 correlation, their price movements are largely independent.
Performance
SGGKY vs. KSCOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGGKY achieves a 32.57% return, which is significantly higher than KSCOX's 14.63% return. Over the past 10 years, SGGKY has underperformed KSCOX with an annualized return of 17.90%, while KSCOX has yielded a comparatively higher 19.28% annualized return.
SGGKY
- 1D
- 0.00%
- 1M
- 5.70%
- YTD
- 32.57%
- 6M
- 32.57%
- 1Y
- 36.33%
- 3Y*
- 51.28%
- 5Y*
- 28.57%
- 10Y*
- 17.90%
KSCOX
- 1D
- 1.29%
- 1M
- -7.47%
- YTD
- 14.63%
- 6M
- 12.44%
- 1Y
- 3.95%
- 3Y*
- 25.89%
- 5Y*
- 13.10%
- 10Y*
- 19.28%
SGGKY vs. KSCOX - 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% |
KSCOX Kinetics Small Cap Opportunities Fund | 14.63% | -8.66% | 68.42% | -14.77% | 31.96% | 50.32% | 2.30% | 27.06% | 0.29% | 26.23% |
Correlation
The correlation between SGGKY and KSCOX is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2009 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 | KSCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.06 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.23 | +1.60 |
| Martin ratioReturn relative to average drawdown | 4.55 | 0.54 | +4.02 |
Loading charts...
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.
Loading charts...
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% | -21.54% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -33.10% | +13.15% |
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 | -8.94% | -21.36% | +12.42% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -14.90% | +5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.00% | 9.14% | -1.14% |
Volatility
SGGKY vs. KSCOX - Volatility Comparison
Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 18.70% compared to Kinetics Small Cap Opportunities Fund (KSCOX) at 8.24%. 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.
Loading charts...
Volatility by Period
| SGGKY | KSCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.70% | 8.24% | +10.46% |
Volatility (6M)Calculated over the trailing 6-month period | 31.50% | 21.98% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.82% | 26.76% | +20.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.95% | 27.95% | +7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.33% | 26.20% | +5.13% |
Dividends
SGGKY vs. KSCOX - Dividend Comparison
SGGKY's dividend yield for the trailing twelve months is around 2.10%, more than KSCOX's 0.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KSCOX Kinetics Small Cap Opportunities Fund | 0.16% | 0.18% | 3.58% | 6.71% | 0.00% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
SGGKY and KSCOX have a correlation of 0.03, 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 KSCOX (8.24%). In terms of maximum drawdown, SGGKY dropped -41.78% vs KSCOX's -70.09%.
SGGKY currently has the higher Sharpe Ratio (0.78 vs 0.18), 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.
Find the right allocation for SGGKY and KSCOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer