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TSCFY vs. SCBFY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

TSCFY vs. SCBFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TISCO Financial Group PCL ADR (TSCFY) and Standard Chartered PLC (SCBFY). The values are adjusted to include any dividend payments, if applicable.

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TSCFY vs. SCBFY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSCFY
TISCO Financial Group PCL ADR
0.00%26.78%3.89%21.46%-7.61%14.98%-11.36%0.00%
SCBFY
Standard Chartered PLC
-13.05%103.24%52.51%15.76%23.36%-2.07%-31.49%22.37%

Fundamentals

EPS

TSCFY:

$225.38

SCBFY:

$4.25

PE Ratio

TSCFY:

0.14

SCBFY:

9.87

PEG Ratio

TSCFY:

0.00

SCBFY:

0.29

PS Ratio

TSCFY:

0.04

SCBFY:

1.66

Total Revenue (TTM)

TSCFY:

$24.45B

SCBFY:

$30.24B

Gross Profit (TTM)

TSCFY:

$13.68B

SCBFY:

$20.74B

EBITDA (TTM)

TSCFY:

$8.68B

SCBFY:

$7.51B

Returns By Period


TSCFY

1D
0.00%
1M
0.00%
YTD
0.00%
6M
2.07%
1Y
17.72%
3Y*
10.19%
5Y*
11.19%
10Y*

SCBFY

1D
3.25%
1M
-13.83%
YTD
-13.05%
6M
9.38%
1Y
45.17%
3Y*
44.84%
5Y*
27.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TSCFY vs. SCBFY — Risk / Return Rank

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

TSCFY
TSCFY Risk / Return Rank: 7979
Overall Rank
TSCFY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TSCFY Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSCFY Omega Ratio Rank: 8383
Omega Ratio Rank
TSCFY Calmar Ratio Rank: 8989
Calmar Ratio Rank
TSCFY Martin Ratio Rank: 9393
Martin Ratio Rank

SCBFY
SCBFY Risk / Return Rank: 7878
Overall Rank
SCBFY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCBFY Sortino Ratio Rank: 7474
Sortino Ratio Rank
SCBFY Omega Ratio Rank: 7676
Omega Ratio Rank
SCBFY Calmar Ratio Rank: 7676
Calmar Ratio Rank
SCBFY Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSCFY vs. SCBFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TISCO Financial Group PCL ADR (TSCFY) and Standard Chartered PLC (SCBFY). 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.


TSCFYSCBFYDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.31

-0.58

Sortino ratio

Return per unit of downside risk

1.42

1.76

-0.34

Omega ratio

Gain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratio

Return relative to maximum drawdown

3.71

1.88

+1.83

Martin ratio

Return relative to average drawdown

14.19

6.72

+7.47

TSCFY vs. SCBFY - Sharpe Ratio Comparison

The current TSCFY Sharpe Ratio is 0.72, which is lower than the SCBFY Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TSCFY and SCBFY, 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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Sharpe Ratios by Period


TSCFYSCBFYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.31

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.79

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

+0.01

Correlation

The correlation between TSCFY and SCBFY is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TSCFY vs. SCBFY - Dividend Comparison

TSCFY's dividend yield for the trailing twelve months is around 7.59%, more than SCBFY's 2.92% yield.


TTM202520242023202220212020
TSCFY
TISCO Financial Group PCL ADR
7.59%7.59%8.41%10.36%8.63%7.21%7.92%
SCBFY
Standard Chartered PLC
2.92%1.63%2.40%2.36%1.66%1.96%2.75%

Drawdowns

TSCFY vs. SCBFY - Drawdown Comparison

The maximum TSCFY drawdown since its inception was -34.84%, smaller than the maximum SCBFY drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for TSCFY and SCBFY.


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Drawdown Indicators


TSCFYSCBFYDifference

Max Drawdown

Largest peak-to-trough decline

-34.84%

-55.18%

+20.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-24.07%

+19.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.96%

-28.20%

+14.24%

Current Drawdown

Current decline from peak

0.00%

-18.81%

+18.81%

Average Drawdown

Average peak-to-trough decline

-8.85%

-18.52%

+9.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

6.74%

-5.49%

Volatility

TSCFY vs. SCBFY - Volatility Comparison

The current volatility for TISCO Financial Group PCL ADR (TSCFY) is 7.08%, while Standard Chartered PLC (SCBFY) has a volatility of 12.32%. This indicates that TSCFY experiences smaller price fluctuations and is considered to be less risky than SCBFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCFYSCBFYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

12.32%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

22.31%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

24.89%

34.72%

-9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

35.71%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.47%

40.26%

+6.21%

Financials

TSCFY vs. SCBFY - Financials Comparison

This section allows you to compare key financial metrics between TISCO Financial Group PCL ADR and Standard Chartered PLC. 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


4.00B6.00B8.00B10.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.03B
9.58B
(TSCFY) Total Revenue
(SCBFY) Total Revenue
Values in USD except per share items

TSCFY vs. SCBFY - Profitability Comparison

The chart below illustrates the profitability comparison between TISCO Financial Group PCL ADR and Standard Chartered PLC over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
52.3%
Portfolio components
TSCFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, TISCO Financial Group PCL ADR reported a gross profit of 0.00 and revenue of 6.03B. Therefore, the gross margin over that period was 0.0%.

SCBFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Standard Chartered PLC reported a gross profit of 5.01B and revenue of 9.58B. Therefore, the gross margin over that period was 52.3%.

TSCFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, TISCO Financial Group PCL ADR reported an operating income of 1.97B and revenue of 6.03B, resulting in an operating margin of 32.7%.

SCBFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Standard Chartered PLC reported an operating income of 812.82M and revenue of 9.58B, resulting in an operating margin of 8.5%.

TSCFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, TISCO Financial Group PCL ADR reported a net income of 1.61B and revenue of 6.03B, resulting in a net margin of 26.7%.

SCBFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Standard Chartered PLC reported a net income of 475.31M and revenue of 9.58B, resulting in a net margin of 5.0%.