TSCFY vs. SCBFY

Last updated Jun 3, 2026

TSCFY (TISCO Financial Group PCL ADR) and SCBFY (Standard Chartered PLC) are both stocks. Both are in the Financial Services sector — TSCFY in Banks - Regional, SCBFY in Banks - Diversified. Over the past 5 years, TSCFY returned 8.21%/yr vs 34.49%/yr for SCBFY. At a 0.00 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, TSCFY achieves a 6.14% return, which is significantly lower than SCBFY's 12.99% return.

TSCFY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 6.14%
• 6M: 6.14%
• 1Y: 8.34%
• 3Y*: 12.61%
• 5Y*: 8.21%
• 10Y*: —

SCBFY

• 1D: -3.52%
• 1M: 7.19%
• YTD: 12.99%
• 6M: 24.66%
• 1Y: 81.93%
• 3Y*: 52.69%
• 5Y*: 34.49%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCFY vs. SCBFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
TSCFY TISCO Financial Group PCL ADR	6.14%	26.78%	3.89%	21.46%	-7.61%	14.98%	-11.36%	0.00%
SCBFY Standard Chartered PLC	12.99%	103.24%	52.51%	15.76%	23.36%	-2.07%	-31.49%	22.37%

Correlation

The correlation between TSCFY and SCBFY is -0.00, 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	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Oct 9, 2019	0.00

Fundamentals

Market Cap TSCFY : $2.44B SCBFY : $62.91B
EPS TSCFY : $153.88 SCBFY : $4.55
PE Ratio TSCFY : 0.20 SCBFY : 11.99
PEG Ratio TSCFY : 0.00 SCBFY : 0.35
PS Ratio TSCFY : 0.05 SCBFY : 1.83
Total Revenue (TTM) TSCFY : $24.99B SCBFY : $35.24B
Gross Profit (TTM) TSCFY : $18.18B SCBFY : $21.49B
EBITDA (TTM) TSCFY : $8.92B SCBFY : $7.89B

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: 64
TSCFY Sharpe Ratio Rank: 55
TSCFY Sortino Ratio Rank: 48
TSCFY Omega Ratio Rank: 62
TSCFY Calmar Ratio Rank: 71
TSCFY Martin Ratio Rank: 87

SCBFY

SCBFY Risk / Return Rank: 89
SCBFY Sharpe Ratio Rank: 92
SCBFY Sortino Ratio Rank: 89
SCBFY Omega Ratio Rank: 89
SCBFY Calmar Ratio Rank: 86
SCBFY Martin Ratio Rank: 90

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.

	TSCFY	SCBFY	Difference
Sharpe ratio Return per unit of total volatility	0.43	2.59	-2.16
Sortino ratio Return per unit of downside risk	0.78	3.19	-2.42
Omega ratio Gain probability vs. loss probability	1.18	1.42	-0.24
Calmar ratio Return relative to maximum drawdown	1.75	3.75	-2.00
Martin ratio Return relative to average drawdown	10.30	12.68	-2.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSCFY vs. SCBFY - Sharpe Ratio Comparison

The current TSCFY Sharpe Ratio is 0.43, which is lower than the SCBFY Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of TSCFY and SCBFY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TSCFY	SCBFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	2.59	-2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.96	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.60	-0.07

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.

Drawdown Indicators

	TSCFY	SCBFY	Difference
Max Drawdown Largest peak-to-trough decline	-34.84%	-55.18%	+20.34%
Max Drawdown (1Y) Largest decline over 1 year	-4.77%	-21.98%	+17.21%
Max Drawdown (3Y) Largest decline over 3 years	-13.65%	-28.20%	+14.55%
Max Drawdown (5Y) Largest decline over 5 years	-13.96%	-28.20%	+14.24%
Current Drawdown Current decline from peak	0.00%	-3.52%	+3.52%
Average Drawdown Average peak-to-trough decline	-8.59%	-18.16%	+9.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.81%	6.48%	-5.67%

Volatility

TSCFY vs. SCBFY - Volatility Comparison

The current volatility for TISCO Financial Group PCL ADR (TSCFY) is 0.00%, while Standard Chartered PLC (SCBFY) has a volatility of 11.44%. 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.

Volatility by Period

	TSCFY	SCBFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	11.44%	-11.44%
Volatility (6M) Calculated over the trailing 6-month period	13.42%	26.26%	-12.84%
Volatility (1Y) Calculated over the trailing 1-year period	19.75%	31.85%	-12.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.57%	36.06%	-12.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.86%	40.30%	+5.56%

Dividends

TSCFY vs. SCBFY - Dividend Comparison

TSCFY's dividend yield for the trailing twelve months is around 7.81%, more than SCBFY's 2.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SCBFY Standard Chartered PLC	2.25%	1.63%	2.40%	2.36%	1.66%	1.96%	2.75%
TSCFY TISCO Financial Group PCL ADR	7.81%	7.59%	8.41%	10.36%	8.63%	7.21%	7.92%

Financials

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.

TSCFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported a gross profit of 4.66B and revenue of 6.49B. Therefore, the gross margin over that period was 71.7%.

SCBFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Standard Chartered PLC reported a gross profit of 5.90B and revenue of 10.16B. Therefore, the gross margin over that period was 58.1%.

TSCFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported an operating income of 2.23B and revenue of 6.49B, resulting in an operating margin of 34.4%.

SCBFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Standard Chartered PLC reported an operating income of 2.45B and revenue of 10.16B, resulting in an operating margin of 24.1%.

TSCFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TISCO Financial Group PCL ADR reported a net income of 1.79B and revenue of 6.49B, resulting in a net margin of 27.6%.

SCBFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Standard Chartered PLC reported a net income of 1.90B and revenue of 10.16B, resulting in a net margin of 18.7%.

Frequently Asked Questions

Can I hold both TSCFY and SCBFY in my portfolio?

TSCFY and SCBFY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSCFY or SCBFY?

SCBFY has higher volatility (11.44%) compared to TSCFY (0.00%). In terms of maximum drawdown, TSCFY dropped -34.84% vs SCBFY's -55.18%.

Which has better risk-adjusted returns?

SCBFY currently has the higher Sharpe Ratio (2.59 vs 0.43), 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.