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SINGY vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SINGY and SPY is 0.17, 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.


-0.50.00.51.00.2

Performance

SINGY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Singapore Airlines Ltd (SINGY) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
7.34%
15.99%
SINGY
SPY

Key characteristics

Sharpe Ratio

SINGY:

0.04

SPY:

1.93

Sortino Ratio

SINGY:

0.18

SPY:

2.59

Omega Ratio

SINGY:

1.03

SPY:

1.35

Calmar Ratio

SINGY:

0.04

SPY:

2.93

Martin Ratio

SINGY:

0.08

SPY:

12.16

Ulcer Index

SINGY:

9.60%

SPY:

2.02%

Daily Std Dev

SINGY:

20.57%

SPY:

12.73%

Max Drawdown

SINGY:

-61.54%

SPY:

-55.19%

Current Drawdown

SINGY:

-12.67%

SPY:

-1.31%

Returns By Period

In the year-to-date period, SINGY achieves a -0.43% return, which is significantly lower than SPY's 2.68% return. Over the past 10 years, SINGY has underperformed SPY with an annualized return of 0.94%, while SPY has yielded a comparatively higher 13.34% annualized return.


SINGY

YTD

-0.43%

1M

-0.09%

6M

7.34%

1Y

0.22%

5Y*

4.40%

10Y*

0.94%

SPY

YTD

2.68%

1M

1.66%

6M

15.99%

1Y

23.74%

5Y*

14.27%

10Y*

13.34%

*Annualized

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Risk-Adjusted Performance

SINGY vs. SPY — Risk-Adjusted Performance Rank

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

SINGY
The Risk-Adjusted Performance Rank of SINGY is 4444
Overall Rank
The Sharpe Ratio Rank of SINGY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SINGY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SINGY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SINGY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SINGY is 4747
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8080
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY 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.

SINGY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Singapore Airlines Ltd (SINGY) and SPDR S&P 500 ETF (SPY). 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 SINGY, currently valued at 0.04, compared to the broader market-2.000.002.004.000.041.93
The chart of Sortino ratio for SINGY, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.182.59
The chart of Omega ratio for SINGY, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.35
The chart of Calmar ratio for SINGY, currently valued at 0.04, compared to the broader market0.002.004.006.000.042.93
The chart of Martin ratio for SINGY, currently valued at 0.08, compared to the broader market-10.000.0010.0020.000.0812.16
SINGY
SPY

The current SINGY Sharpe Ratio is 0.04, which is lower than the SPY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SINGY and SPY, 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.04
1.93
SINGY
SPY

Dividends

SINGY vs. SPY - Dividend Comparison

SINGY's dividend yield for the trailing twelve months is around 7.57%, more than SPY's 1.17% yield.


TTM20242023202220212020201920182017201620152014
SINGY
Singapore Airlines Ltd
7.57%7.54%5.68%1.73%0.04%0.00%4.61%5.80%2.73%6.92%3.51%5.32%
SPY
SPDR S&P 500 ETF
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SINGY vs. SPY - Drawdown Comparison

The maximum SINGY drawdown since its inception was -61.54%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SINGY and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.67%
-1.31%
SINGY
SPY

Volatility

SINGY vs. SPY - Volatility Comparison

Singapore Airlines Ltd (SINGY) has a higher volatility of 4.27% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that SINGY's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
4.27%
4.03%
SINGY
SPY
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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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