TIIAY vs. SGAPY
TIIAY (Telecom Italia S.p.A) and SGAPY (Singapore Telecommunications PK) are both stocks. Both operate in the Telecom Services industry within the Communication Services sector. Over the past 5 years, TIIAY returned 12.77%/yr vs 19.57%/yr for SGAPY. At a 0.17 correlation, their price movements are largely independent.
Performance
TIIAY vs. SGAPY - Performance Comparison
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Returns By Period
In the year-to-date period, TIIAY achieves a 51.22% return, which is significantly higher than SGAPY's -4.38% return.
TIIAY
- 1D
- -4.62%
- 1M
- 9.67%
- YTD
- 51.22%
- 6M
- 51.96%
- 1Y
- 96.20%
- 3Y*
- 51.21%
- 5Y*
- 12.77%
- 10Y*
- —
SGAPY
- 1D
- -0.15%
- 1M
- -3.12%
- YTD
- -4.38%
- 6M
- -4.94%
- 1Y
- 20.11%
- 3Y*
- 28.81%
- 5Y*
- 19.57%
- 10Y*
- 7.05%
TIIAY vs. SGAPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TIIAY Telecom Italia S.p.A | 51.22% | 147.09% | -22.22% | 40.36% | -54.40% | 11.97% | -24.60% | 12.36% |
SGAPY Singapore Telecommunications PK | -4.38% | 64.06% | 27.43% | 2.99% | 15.04% | 1.74% | -27.57% | 0.76% |
Correlation
The correlation between TIIAY and SGAPY is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2019 | 0.17 |
The correlation between TIIAY and SGAPY shifts across timeframes, from 0.06 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TIIAY:
€0.07
SGAPY:
SGD 3.67
TIIAY:
115.28
SGAPY:
11.96
TIIAY:
0.85
SGAPY:
0.12
TIIAY:
1.04
SGAPY:
2.58
TIIAY:
€13.79B
SGAPY:
SGD 28.16B
TIIAY:
€1.88B
SGAPY:
SGD 6.69B
TIIAY:
€4.27B
SGAPY:
SGD 9.33B
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Return for Risk
TIIAY vs. SGAPY — Risk / Return Rank
TIIAY
SGAPY
TIIAY vs. SGAPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Telecom Italia S.p.A (TIIAY) and Singapore Telecommunications PK (SGAPY). 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.
| TIIAY | SGAPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.18 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 6.11 | 1.04 | +5.07 |
| Martin ratioReturn relative to average drawdown | 20.35 | 3.09 | +17.25 |
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Drawdowns
TIIAY vs. SGAPY - Drawdown Comparison
The maximum TIIAY drawdown since its inception was -72.93%, which is greater than SGAPY's maximum drawdown of -56.22%. Use the drawdown chart below to compare losses from any high point for TIIAY and SGAPY.
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Drawdown Indicators
| TIIAY | SGAPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.93% | -56.22% | -16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.83% | -19.47% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -34.69% | -19.47% | -15.22% |
Max Drawdown (5Y)Largest decline over 5 years | -70.46% | -19.47% | -50.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.96% | — |
Current DrawdownCurrent decline from peak | -15.45% | -16.35% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -35.88% | -13.47% | -22.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 6.52% | -1.78% |
Volatility
TIIAY vs. SGAPY - Volatility Comparison
Telecom Italia S.p.A (TIIAY) has a higher volatility of 16.91% compared to Singapore Telecommunications PK (SGAPY) at 5.23%. This indicates that TIIAY's price experiences larger fluctuations and is considered to be riskier than SGAPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIIAY | SGAPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.91% | 5.23% | +11.68% |
Volatility (6M)Calculated over the trailing 6-month period | 28.36% | 16.72% | +11.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.99% | 21.85% | +14.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.72% | 20.18% | +23.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.96% | 19.92% | +24.04% |
Dividends
TIIAY vs. SGAPY - Dividend Comparison
TIIAY has not paid dividends to shareholders, while SGAPY's dividend yield for the trailing twelve months is around 4.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGAPY Singapore Telecommunications PK | 4.14% | 3.96% | 5.54% | 5.13% | 3.54% | 2.95% | 4.39% | 5.02% | 5.83% | 7.45% | 9.85% | 4.63% |
TIIAY Telecom Italia S.p.A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.37% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TIIAY vs. SGAPY - Financials Comparison
This section allows you to compare key financial metrics between Telecom Italia S.p.A and Singapore Telecommunications PK. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TIIAY and SGAPY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIIAY has higher volatility (16.91%) compared to SGAPY (5.23%). In terms of maximum drawdown, TIIAY dropped -72.93% vs SGAPY's -56.22%.
TIIAY currently has the higher Sharpe Ratio (2.69 vs 0.93), 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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