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UCBJY vs. SGAPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UCBJY vs. SGAPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UCB SA ADR (UCBJY) and Singapore Telecommunications PK (SGAPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCBJY achieves a 1.84% return, which is significantly higher than SGAPY's -5.51% return. Over the past 10 years, UCBJY has outperformed SGAPY with an annualized return of 16.23%, while SGAPY has yielded a comparatively lower 6.96% annualized return.


UCBJY

1D
-1.18%
1M
0.77%
YTD
1.84%
6M
1.85%
1Y
57.37%
3Y*
47.09%
5Y*
24.58%
10Y*
16.23%

SGAPY

1D
0.12%
1M
-6.17%
YTD
-5.51%
6M
-4.97%
1Y
15.92%
3Y*
28.25%
5Y*
19.38%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCBJY vs. SGAPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCBJY
UCB SA ADR
1.84%42.69%129.19%12.67%-30.04%6.90%34.46%-1.59%9.33%21.37%
SGAPY
Singapore Telecommunications PK
-5.51%64.06%27.43%2.99%15.04%1.74%-27.57%22.60%-14.82%14.76%

Correlation

The correlation between UCBJY and SGAPY is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2009

0.11

Fundamentals

EPS

UCBJY:

€6.73

SGAPY:

SGD 3.67

PE Ratio

UCBJY:

18.38

SGAPY:

11.77

PEG Ratio

UCBJY:

0.41

SGAPY:

0.12

PS Ratio

UCBJY:

3.47

SGAPY:

2.54

Total Revenue (TTM)

UCBJY:

€13.86B

SGAPY:

SGD 28.16B

Gross Profit (TTM)

UCBJY:

€10.00B

SGAPY:

SGD 6.69B

EBITDA (TTM)

UCBJY:

€4.56B

SGAPY:

SGD 9.33B

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Return for Risk

UCBJY vs. SGAPY — Risk / Return Rank

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

UCBJY
UCBJY Risk / Return Rank: 8282
Overall Rank
UCBJY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UCBJY Sortino Ratio Rank: 8181
Sortino Ratio Rank
UCBJY Omega Ratio Rank: 8282
Omega Ratio Rank
UCBJY Calmar Ratio Rank: 8181
Calmar Ratio Rank
UCBJY Martin Ratio Rank: 8181
Martin Ratio Rank

SGAPY
SGAPY Risk / Return Rank: 6161
Overall Rank
SGAPY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SGAPY Sortino Ratio Rank: 5959
Sortino Ratio Rank
SGAPY Omega Ratio Rank: 5858
Omega Ratio Rank
SGAPY Calmar Ratio Rank: 6060
Calmar Ratio Rank
SGAPY Martin Ratio Rank: 6565
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.

UCBJY vs. SGAPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UCB SA ADR (UCBJY) 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.


UCBJYSGAPYDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.31

1.15

+0.16

Calmar ratioReturn relative to maximum drawdown

2.65

0.82

+1.83

Martin ratioReturn relative to average drawdown

6.40

2.54

+3.86

UCBJY vs. SGAPY - Sharpe Ratio Comparison

The current UCBJY Sharpe Ratio is 1.63, which is higher than the SGAPY Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of UCBJY and SGAPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UCBJY vs. SGAPY - Drawdown Comparison

The maximum UCBJY drawdown since its inception was -50.32%, smaller than the maximum SGAPY drawdown of -56.22%. Use the drawdown chart below to compare losses from any high point for UCBJY and SGAPY.


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Drawdown Indicators


UCBJYSGAPYDifference

Max Drawdown

Largest peak-to-trough decline

-50.32%

-56.22%

+5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-21.77%

-19.47%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-28.58%

-19.47%

-9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-46.82%

-19.47%

-27.35%

Max Drawdown (10Y)

Largest decline over 10 years

-50.32%

-41.96%

-8.36%

Current Drawdown

Current decline from peak

-15.37%

-17.34%

+1.97%

Average Drawdown

Average peak-to-trough decline

-13.14%

-13.47%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.98%

6.27%

+2.71%

Volatility

UCBJY vs. SGAPY - Volatility Comparison

UCB SA ADR (UCBJY) has a higher volatility of 10.07% compared to Singapore Telecommunications PK (SGAPY) at 8.60%. This indicates that UCBJY'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


UCBJYSGAPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

8.60%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

24.56%

16.70%

+7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

35.36%

21.97%

+13.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.34%

20.18%

+10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.71%

19.95%

+10.76%

Dividends

UCBJY vs. SGAPY - Dividend Comparison

UCBJY's dividend yield for the trailing twelve months is around 0.60%, less than SGAPY's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
SGAPY
Singapore Telecommunications PK
4.19%3.96%5.54%5.13%3.54%2.95%4.39%5.02%5.83%7.45%9.85%4.63%
UCBJY
UCB SA ADR
0.60%0.57%0.73%1.67%1.79%0.86%0.78%1.06%1.10%2.71%3.21%0.00%

Financials

UCBJY vs. SGAPY - Financials Comparison

This section allows you to compare key financial metrics between UCB SA ADR 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B4.00B5.00B6.00B7.00B8.00B20212022202320242025
4.22B
6.91B
(UCBJY) Total Revenue
(SGAPY) Total Revenue
Please note, different currencies. UCBJY values in EUR, SGAPY values in SGD

Frequently Asked Questions


UCBJY and SGAPY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCBJY has higher volatility (10.07%) compared to SGAPY (8.60%). In terms of maximum drawdown, UCBJY dropped -50.32% vs SGAPY's -56.22%.

UCBJY currently has the higher Sharpe Ratio (1.63 vs 0.73), 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.

Portfolio Optimizer

Find the right allocation for UCBJY and SGAPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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