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SGLY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SGLY and AAPL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SGLY vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singularity Future Technology Ltd. (SGLY) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SGLY:

-0.35

AAPL:

0.17

Sortino Ratio

SGLY:

0.51

AAPL:

0.51

Omega Ratio

SGLY:

1.07

AAPL:

1.07

Calmar Ratio

SGLY:

-0.79

AAPL:

0.19

Martin Ratio

SGLY:

-1.14

AAPL:

0.57

Ulcer Index

SGLY:

69.75%

AAPL:

10.94%

Daily Std Dev

SGLY:

225.24%

AAPL:

33.11%

Max Drawdown

SGLY:

-99.94%

AAPL:

-81.80%

Current Drawdown

SGLY:

-99.91%

AAPL:

-22.27%

Fundamentals

Market Cap

SGLY:

$4.01M

AAPL:

$3.00T

EPS

SGLY:

-$0.87

AAPL:

$6.45

PS Ratio

SGLY:

1.85

AAPL:

7.49

PB Ratio

SGLY:

0.31

AAPL:

44.91

Total Revenue (TTM)

SGLY:

$2.17M

AAPL:

$400.37B

Gross Profit (TTM)

SGLY:

-$46.76K

AAPL:

$186.70B

EBITDA (TTM)

SGLY:

-$2.36M

AAPL:

$138.87B

Returns By Period

In the year-to-date period, SGLY achieves a -41.09% return, which is significantly lower than AAPL's -19.60% return. Over the past 10 years, SGLY has underperformed AAPL with an annualized return of -35.41%, while AAPL has yielded a comparatively higher 21.31% annualized return.


SGLY

YTD

-41.09%

1M

0.57%

6M

-40.35%

1Y

-78.13%

3Y*

-72.32%

5Y*

-44.49%

10Y*

-35.41%

AAPL

YTD

-19.60%

1M

-5.72%

6M

-15.17%

1Y

4.96%

3Y*

11.09%

5Y*

21.05%

10Y*

21.31%

*Annualized

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Risk-Adjusted Performance

SGLY vs. AAPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGLY
The Risk-Adjusted Performance Rank of SGLY is 3232
Overall Rank
The Sharpe Ratio Rank of SGLY is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLY is 5151
Sortino Ratio Rank
The Omega Ratio Rank of SGLY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SGLY is 55
Calmar Ratio Rank
The Martin Ratio Rank of SGLY is 2020
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 5555
Overall Rank
The Sharpe Ratio Rank of AAPL is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 6060
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 5959
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.

SGLY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Singularity Future Technology Ltd. (SGLY) and Apple Inc (AAPL). 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.


The current SGLY Sharpe Ratio is -0.35, which is lower than the AAPL Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of SGLY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SGLY vs. AAPL - Dividend Comparison

SGLY has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.50%.


TTM20242023202220212020201920182017201620152014
SGLY
Singularity Future Technology Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

SGLY vs. AAPL - Drawdown Comparison

The maximum SGLY drawdown since its inception was -99.94%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SGLY and AAPL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SGLY vs. AAPL - Volatility Comparison

Singularity Future Technology Ltd. (SGLY) has a higher volatility of 50.56% compared to Apple Inc (AAPL) at 9.61%. This indicates that SGLY's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SGLY vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Singularity Future Technology Ltd. and Apple 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


0.0020.00B40.00B60.00B80.00B100.00B120.00B202020212022202320242025
363.07K
95.36B
(SGLY) Total Revenue
(AAPL) Total Revenue
Values in USD except per share items