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UOLGY vs. CLILF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UOLGY vs. CLILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UOL Group Ltd ADR (UOLGY) and CapitaLand Investment Limited (CLILF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UOLGY achieves a 15.17% return, which is significantly higher than CLILF's 6.49% return.


UOLGY

1D
-1.07%
1M
-6.85%
YTD
15.17%
6M
18.46%
1Y
59.74%
3Y*
19.30%
5Y*
9.54%
10Y*
9.45%

CLILF

1D
0.00%
1M
-12.44%
YTD
6.49%
6M
33.67%
1Y
15.00%
3Y*
-5.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UOLGY vs. CLILF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UOLGY
UOL Group Ltd ADR
15.17%75.21%-15.82%-1.76%-1.65%-2.91%
CLILF
CapitaLand Investment Limited
6.49%-3.06%-1.09%-23.92%6.00%-1.96%

Correlation

The correlation between UOLGY and CLILF is -0.03, 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

-0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2021

0.01

Fundamentals

Market Cap

UOLGY:

$6.46B

CLILF:

$7.72B

EPS

UOLGY:

$3.97

CLILF:

$0.05

PE Ratio

UOLGY:

7.70

CLILF:

40.59

PS Ratio

UOLGY:

1.07

CLILF:

3.06

PB Ratio

UOLGY:

0.55

CLILF:

0.61

Total Revenue (TTM)

UOLGY:

$6.02B

CLILF:

$2.91B

Gross Profit (TTM)

UOLGY:

$2.39B

CLILF:

$2.22B

EBITDA (TTM)

UOLGY:

$1.75B

CLILF:

$153.89M

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Return for Risk

UOLGY vs. CLILF — Risk / Return Rank

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

UOLGY
UOLGY Risk / Return Rank: 8787
Overall Rank
UOLGY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UOLGY Sortino Ratio Rank: 8585
Sortino Ratio Rank
UOLGY Omega Ratio Rank: 8484
Omega Ratio Rank
UOLGY Calmar Ratio Rank: 8686
Calmar Ratio Rank
UOLGY Martin Ratio Rank: 8888
Martin Ratio Rank

CLILF
CLILF Risk / Return Rank: 5858
Overall Rank
CLILF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CLILF Sortino Ratio Rank: 5454
Sortino Ratio Rank
CLILF Omega Ratio Rank: 7676
Omega Ratio Rank
CLILF Calmar Ratio Rank: 5454
Calmar Ratio Rank
CLILF Martin Ratio Rank: 5454
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.

UOLGY vs. CLILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UOL Group Ltd ADR (UOLGY) and CapitaLand Investment Limited (CLILF). 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.


UOLGYCLILFDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

3.46

0.52

+2.94

Martin ratioReturn relative to average drawdown

10.03

1.05

+8.98

UOLGY vs. CLILF - Sharpe Ratio Comparison

The current UOLGY Sharpe Ratio is 1.95, which is higher than the CLILF Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of UOLGY and CLILF, 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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Sharpe Ratios by Period


UOLGYCLILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.24

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.06

+0.23

Drawdowns

UOLGY vs. CLILF - Drawdown Comparison

The maximum UOLGY drawdown since its inception was -74.06%, which is greater than CLILF's maximum drawdown of -66.07%. Use the drawdown chart below to compare losses from any high point for UOLGY and CLILF.


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Drawdown Indicators


UOLGYCLILFDifference

Max Drawdown

Largest peak-to-trough decline

-74.06%

-66.07%

-7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-29.26%

+11.92%

Max Drawdown (3Y)

Largest decline over 3 years

-30.30%

-45.96%

+15.66%

Max Drawdown (5Y)

Largest decline over 5 years

-30.33%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

Current Drawdown

Current decline from peak

-13.15%

-53.74%

+40.59%

Average Drawdown

Average peak-to-trough decline

-19.29%

-44.08%

+24.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

14.34%

-8.37%

Volatility

UOLGY vs. CLILF - Volatility Comparison

The current volatility for UOL Group Ltd ADR (UOLGY) is 5.38%, while CapitaLand Investment Limited (CLILF) has a volatility of 10.69%. This indicates that UOLGY experiences smaller price fluctuations and is considered to be less risky than CLILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UOLGYCLILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

10.69%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

22.35%

54.59%

-32.24%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

62.88%

-32.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.88%

80.06%

-51.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.45%

80.06%

-50.61%

Dividends

UOLGY vs. CLILF - Dividend Comparison

UOLGY's dividend yield for the trailing twelve months is around 2.54%, less than CLILF's 3.69% yield.


PositionTTM2025202420232022202120202019201820172016
CLILF
CapitaLand Investment Limited
3.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UOLGY
UOL Group Ltd ADR
2.54%1.96%3.72%2.74%2.15%2.12%1.98%2.11%2.88%3.39%5.17%

Financials

UOLGY vs. CLILF - Financials Comparison

This section allows you to compare key financial metrics between UOL Group Ltd ADR and CapitaLand Investment Limited. 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


600.00M800.00M1.00B1.20B1.40B1.60B20212022202320242025
1.68B
1.15B
(UOLGY) Total Revenue
(CLILF) Total Revenue
Values in USD except per share items

UOLGY vs. CLILF - Profitability Comparison

The chart below illustrates the profitability comparison between UOL Group Ltd ADR and CapitaLand Investment Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
39.7%
39.6%
Portfolio components
UOLGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported a gross profit of 667.37M and revenue of 1.68B. Therefore, the gross margin over that period was 39.7%.

CLILF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported a gross profit of 453.66M and revenue of 1.15B. Therefore, the gross margin over that period was 39.6%.

UOLGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported an operating income of 423.47M and revenue of 1.68B, resulting in an operating margin of 25.2%.

CLILF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported an operating income of 325.76M and revenue of 1.15B, resulting in an operating margin of 28.4%.

UOLGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, UOL Group Ltd ADR reported a net income of 275.28M and revenue of 1.68B, resulting in a net margin of 16.4%.

CLILF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CapitaLand Investment Limited reported a net income of -141.89M and revenue of 1.15B, resulting in a net margin of -12.4%.


Frequently Asked Questions


UOLGY and CLILF have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLILF has higher volatility (10.69%) compared to UOLGY (5.38%). In terms of maximum drawdown, UOLGY dropped -74.06% vs CLILF's -66.07%.

UOLGY currently has the higher Sharpe Ratio (1.95 vs 0.24), 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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