SGGKY vs. VOO
SGGKY (Singapore Technologies Engineering Ltd ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SGGKY returned 17.90%/yr vs 15.77%/yr for VOO. At a 0.08 correlation, their price movements are largely independent.
Performance
SGGKY vs. VOO - 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 VOO's 9.75% return. Over the past 10 years, SGGKY has outperformed VOO with an annualized return of 17.90%, while VOO has yielded a comparatively lower 15.77% annualized return.
SGGKY
- 1D
- -3.76%
- 1M
- 5.70%
- YTD
- 32.57%
- 6M
- 38.99%
- 1Y
- 36.33%
- 3Y*
- 51.28%
- 5Y*
- 28.49%
- 10Y*
- 17.90%
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
SGGKY vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between SGGKY and VOO is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.08 |
The correlation between SGGKY and VOO shifts across timeframes, from -0.04 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGGKY vs. VOO — Risk / Return Rank
SGGKY
VOO
SGGKY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Singapore Technologies Engineering Ltd ADR (SGGKY) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.02 | -1.19 |
| Martin ratioReturn relative to average drawdown | 4.58 | 13.58 | -9.00 |
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Drawdowns
SGGKY vs. VOO - Drawdown Comparison
The maximum SGGKY drawdown since its inception was -41.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SGGKY and VOO.
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Drawdown Indicators
| SGGKY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.78% | -33.99% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -19.95% | -8.90% | -11.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -18.69% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -24.52% | -4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.70% | -33.99% | -7.71% |
Current DrawdownCurrent decline from peak | -8.94% | -1.74% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -3.68% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.96% | 1.98% | +5.98% |
Volatility
SGGKY vs. VOO - Volatility Comparison
Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 18.70% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that SGGKY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGGKY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.70% | 4.60% | +14.10% |
Volatility (6M)Calculated over the trailing 6-month period | 32.11% | 9.73% | +22.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.91% | 12.39% | +34.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.95% | 16.90% | +18.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.34% | 18.05% | +13.29% |
Dividends
SGGKY vs. VOO - Dividend Comparison
SGGKY's dividend yield for the trailing twelve months is around 2.10%, more than VOO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SGGKY and VOO have a correlation of -0.04, 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 VOO (4.60%). In terms of maximum drawdown, SGGKY dropped -41.78% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs 0.78), 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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