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SGGKY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGGKY and VOO 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.


-0.50.00.51.00.1

Performance

SGGKY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Technologies Engineering Ltd ADR (SGGKY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.14%
9.70%
SGGKY
VOO

Key characteristics

Sharpe Ratio

SGGKY:

0.69

VOO:

1.98

Sortino Ratio

SGGKY:

1.24

VOO:

2.65

Omega Ratio

SGGKY:

1.21

VOO:

1.36

Calmar Ratio

SGGKY:

1.43

VOO:

2.98

Martin Ratio

SGGKY:

4.31

VOO:

12.44

Ulcer Index

SGGKY:

5.40%

VOO:

2.02%

Daily Std Dev

SGGKY:

36.34%

VOO:

12.69%

Max Drawdown

SGGKY:

-42.71%

VOO:

-33.99%

Current Drawdown

SGGKY:

-10.85%

VOO:

0.00%

Returns By Period

In the year-to-date period, SGGKY achieves a -2.29% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, SGGKY has outperformed VOO with an annualized return of 15.98%, while VOO has yielded a comparatively lower 13.25% annualized return.


SGGKY

YTD

-2.29%

1M

-2.32%

6M

-2.14%

1Y

19.41%

5Y*

8.48%

10Y*

15.98%

VOO

YTD

4.06%

1M

2.04%

6M

9.70%

1Y

23.75%

5Y*

14.34%

10Y*

13.25%

*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. VOO — 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 7272
Overall Rank
The Sharpe Ratio Rank of SGGKY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SGGKY is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SGGKY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SGGKY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SGGKY is 7777
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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. VOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SGGKY, currently valued at 0.71, compared to the broader market-2.000.002.004.000.711.98
The chart of Sortino ratio for SGGKY, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.006.001.272.65
The chart of Omega ratio for SGGKY, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.36
The chart of Calmar ratio for SGGKY, currently valued at 1.45, compared to the broader market0.002.004.006.001.452.98
The chart of Martin ratio for SGGKY, currently valued at 4.44, compared to the broader market-10.000.0010.0020.0030.004.4412.44
SGGKY
VOO

The current SGGKY Sharpe Ratio is 0.69, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SGGKY and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.71
1.98
SGGKY
VOO

Dividends

SGGKY vs. VOO - Dividend Comparison

SGGKY's dividend yield for the trailing twelve months is around 2.66%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
SGGKY
Singapore Technologies Engineering Ltd ADR
2.66%2.60%4.02%6.44%4.03%6.16%3.78%4.41%4.55%3.35%5.46%4.86%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SGGKY vs. VOO - Drawdown Comparison

The maximum SGGKY drawdown since its inception was -42.71%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.85%
0
SGGKY
VOO

Volatility

SGGKY vs. VOO - Volatility Comparison

Singapore Technologies Engineering Ltd ADR (SGGKY) has a higher volatility of 6.27% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.27%
3.13%
SGGKY
VOO
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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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