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SGGKY vs. TVK.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGGKY and TVK.TO is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

SGGKY vs. TVK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Technologies Engineering Ltd ADR (SGGKY) and TerraVest Industries Inc. (TVK.TO). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
305.59%
14,878.99%
SGGKY
TVK.TO

Key characteristics

Sharpe Ratio

SGGKY:

2.42

TVK.TO:

2.05

Sortino Ratio

SGGKY:

3.29

TVK.TO:

2.91

Omega Ratio

SGGKY:

1.43

TVK.TO:

1.39

Calmar Ratio

SGGKY:

6.28

TVK.TO:

3.61

Martin Ratio

SGGKY:

18.88

TVK.TO:

11.78

Ulcer Index

SGGKY:

4.63%

TVK.TO:

7.87%

Daily Std Dev

SGGKY:

41.44%

TVK.TO:

45.27%

Max Drawdown

SGGKY:

-42.70%

TVK.TO:

-84.28%

Current Drawdown

SGGKY:

-3.15%

TVK.TO:

-11.20%

Fundamentals

Market Cap

SGGKY:

$16.97B

TVK.TO:

CA$2.64B

EPS

SGGKY:

$1.69

TVK.TO:

CA$3.77

PE Ratio

SGGKY:

28.96

TVK.TO:

35.96

PEG Ratio

SGGKY:

1.61

TVK.TO:

0.00

PS Ratio

SGGKY:

1.51

TVK.TO:

2.88

PB Ratio

SGGKY:

7.55

TVK.TO:

6.63

Total Revenue (TTM)

SGGKY:

$2.76B

TVK.TO:

CA$703.37M

Gross Profit (TTM)

SGGKY:

$526.45M

TVK.TO:

CA$205.58M

EBITDA (TTM)

SGGKY:

$373.89M

TVK.TO:

CA$50.43M

Returns By Period

In the year-to-date period, SGGKY achieves a 47.89% return, which is significantly higher than TVK.TO's 18.95% return. Over the past 10 years, SGGKY has underperformed TVK.TO with an annualized return of 23.35%, while TVK.TO has yielded a comparatively higher 43.76% annualized return.


SGGKY

YTD

47.89%

1M

1.14%

6M

41.05%

1Y

79.25%

5Y*

29.71%

10Y*

23.35%

TVK.TO

YTD

18.95%

1M

-10.27%

6M

33.28%

1Y

92.41%

5Y*

60.60%

10Y*

43.76%

*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. TVK.TO — 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 9797
Overall Rank
The Sharpe Ratio Rank of SGGKY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SGGKY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SGGKY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SGGKY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SGGKY is 9999
Martin Ratio Rank

TVK.TO
The Risk-Adjusted Performance Rank of TVK.TO is 9696
Overall Rank
The Sharpe Ratio Rank of TVK.TO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TVK.TO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TVK.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TVK.TO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TVK.TO is 9696
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. TVK.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Technologies Engineering Ltd ADR (SGGKY) and TerraVest Industries Inc. (TVK.TO). 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 2.18, compared to the broader market-2.00-1.000.001.002.003.00
SGGKY: 2.18
TVK.TO: 1.84
The chart of Sortino ratio for SGGKY, currently valued at 3.13, compared to the broader market-6.00-4.00-2.000.002.004.00
SGGKY: 3.13
TVK.TO: 2.71
The chart of Omega ratio for SGGKY, currently valued at 1.50, compared to the broader market0.501.001.502.00
SGGKY: 1.50
TVK.TO: 1.35
The chart of Calmar ratio for SGGKY, currently valued at 5.38, compared to the broader market0.001.002.003.004.00
SGGKY: 5.38
TVK.TO: 3.27
The chart of Martin ratio for SGGKY, currently valued at 13.90, compared to the broader market-5.000.005.0010.0015.0020.00
SGGKY: 13.90
TVK.TO: 10.65

The current SGGKY Sharpe Ratio is 2.42, which is comparable to the TVK.TO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SGGKY and TVK.TO, 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 Ratio1.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
2.18
1.84
SGGKY
TVK.TO

Dividends

SGGKY vs. TVK.TO - Dividend Comparison

SGGKY's dividend yield for the trailing twelve months is around 2.38%, more than TVK.TO's 0.50% yield.


TTM20242023202220212020201920182017201620152014
SGGKY
Singapore Technologies Engineering Ltd ADR
2.38%3.53%4.02%6.44%4.03%6.16%3.78%4.41%4.55%3.35%5.46%4.86%
TVK.TO
TerraVest Industries Inc.
0.50%0.56%1.22%1.56%1.46%2.50%3.08%3.94%4.28%4.49%5.63%8.26%

Drawdowns

SGGKY vs. TVK.TO - Drawdown Comparison

The maximum SGGKY drawdown since its inception was -42.70%, smaller than the maximum TVK.TO drawdown of -84.28%. Use the drawdown chart below to compare losses from any high point for SGGKY and TVK.TO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.15%
-8.15%
SGGKY
TVK.TO

Volatility

SGGKY vs. TVK.TO - Volatility Comparison

Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 17.54% compared to TerraVest Industries Inc. (TVK.TO) at 14.60%. This indicates that SGGKY's price experiences larger fluctuations and is considered to be riskier than TVK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.54%
14.60%
SGGKY
TVK.TO

Financials

SGGKY vs. TVK.TO - Financials Comparison

This section allows you to compare key financial metrics between Singapore Technologies Engineering Ltd ADR and TerraVest Industries 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. SGGKY values in USD, TVK.TO values in CAD
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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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