FKURF vs. SMPNY

Last updated Jun 4, 2026

FKURF (Fujikura Ltd) and SMPNY (Sompo Holdings Inc ADR) are both stocks. FKURF operates in Conglomerates (Industrials), while SMPNY operates in Insurance - Property & Casualty (Financial Services). Over the past year, FKURF returned -32.61% vs 20.49% for SMPNY. At a 0.14 correlation, their price movements are largely independent.

Performance

FKURF vs. SMPNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fujikura Ltd (FKURF) and Sompo Holdings Inc ADR (SMPNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FKURF achieves a -71.03% return, which is significantly lower than SMPNY's 7.81% return.

FKURF

• 1D: 1.87%
• 1M: -18.74%
• YTD: -71.03%
• 6M: -70.48%
• 1Y: -32.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SMPNY

• 1D: -1.67%
• 1M: 1.50%
• YTD: 7.81%
• 6M: 12.60%
• 1Y: 20.49%
• 3Y*: 38.57%
• 5Y*: 23.19%
• 10Y*: —

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

FKURF vs. SMPNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FKURF Fujikura Ltd	-71.03%	147.24%	480.56%	-8.86%
SMPNY Sompo Holdings Inc ADR	7.81%	30.07%	65.00%	11.72%

Correlation

The correlation between FKURF and SMPNY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023	0.14

Return for Risk

FKURF vs. SMPNY — Risk / Return Rank

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

FKURF

FKURF Risk / Return Rank: 42
FKURF Sharpe Ratio Rank: 30
FKURF Sortino Ratio Rank: 54
FKURF Omega Ratio Rank: 75
FKURF Calmar Ratio Rank: 29
FKURF Martin Ratio Rank: 23

SMPNY

SMPNY Risk / Return Rank: 64
SMPNY Sharpe Ratio Rank: 64
SMPNY Sortino Ratio Rank: 57
SMPNY Omega Ratio Rank: 56
SMPNY Calmar Ratio Rank: 69
SMPNY Martin Ratio Rank: 72

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.

FKURF vs. SMPNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fujikura Ltd (FKURF) and Sompo Holdings Inc ADR (SMPNY). 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.

	FKURF	SMPNY	Difference
Sharpe ratio Return per unit of total volatility	-0.26	0.74	-1.00
Sortino ratio Return per unit of downside risk	0.99	1.12	-0.14
Omega ratio Gain probability vs. loss probability	1.26	1.14	+0.12
Calmar ratio Return relative to maximum drawdown	-0.37	1.61	-1.98
Martin ratio Return relative to average drawdown	-0.89	4.06	-4.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FKURF vs. SMPNY - Sharpe Ratio Comparison

The current FKURF Sharpe Ratio is -0.26, which is lower than the SMPNY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FKURF and SMPNY, 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

	FKURF	SMPNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	0.74	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.46	+0.15

Drawdowns

FKURF vs. SMPNY - Drawdown Comparison

The maximum FKURF drawdown since its inception was -87.49%, which is greater than SMPNY's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for FKURF and SMPNY.

Drawdown Indicators

	FKURF	SMPNY	Difference
Max Drawdown Largest peak-to-trough decline	-87.49%	-43.80%	-43.69%
Max Drawdown (1Y) Largest decline over 1 year	-87.49%	-12.82%	-74.67%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.06%	—
Current Drawdown Current decline from peak	-84.93%	-9.44%	-75.49%
Average Drawdown Average peak-to-trough decline	-12.11%	-9.00%	-3.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.53%	5.06%	+31.47%

Volatility

FKURF vs. SMPNY - Volatility Comparison

Fujikura Ltd (FKURF) has a higher volatility of 46.71% compared to Sompo Holdings Inc ADR (SMPNY) at 12.97%. This indicates that FKURF's price experiences larger fluctuations and is considered to be riskier than SMPNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FKURF	SMPNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	46.71%	12.97%	+33.74%
Volatility (6M) Calculated over the trailing 6-month period	197.15%	21.29%	+175.86%
Volatility (1Y) Calculated over the trailing 1-year period	124.82%	28.04%	+96.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	93.45%	30.89%	+62.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.45%	39.37%	+54.08%

Dividends

FKURF vs. SMPNY - Dividend Comparison

Neither FKURF nor SMPNY has paid dividends to shareholders.

Position	TTM	2025	2024	2023
FKURF Fujikura Ltd	0.00%	0.29%	0.00%	0.00%
SMPNY Sompo Holdings Inc ADR	0.00%	1.55%	1.41%	2.09%

Financials

Frequently Asked Questions

Can I hold both FKURF and SMPNY in my portfolio?

FKURF and SMPNY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FKURF or SMPNY?

FKURF has higher volatility (46.71%) compared to SMPNY (12.97%). In terms of maximum drawdown, FKURF dropped -87.49% vs SMPNY's -43.80%.

Which has better risk-adjusted returns?

SMPNY currently has the higher Sharpe Ratio (0.74 vs -0.26), 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.