MSADY vs. SMPNY

Last updated Apr 2, 2026

Compare and contrast key facts about MS&AD Insurance Group Holdings PK (MSADY) and Sompo Holdings Inc ADR (SMPNY).

Performance

MSADY vs. SMPNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MS&AD Insurance Group Holdings PK (MSADY) and Sompo Holdings Inc ADR (SMPNY). The values are adjusted to include any dividend payments, if applicable.

MSADY vs. SMPNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MSADY MS&AD Insurance Group Holdings PK	13.66%	9.99%	70.58%	23.02%	3.31%	0.52%	-6.76%	16.74%	-11.32%
SMPNY Sompo Holdings Inc ADR	17.13%	30.07%	65.00%	12.88%	3.41%	13.57%	-6.63%	10.20%	-11.88%

Fundamentals

Market Cap MSADY : $39.33B SMPNY : $35.86B
EPS MSADY : $488.37 SMPNY : $308.19
PE Ratio MSADY : 0.05 SMPNY : 0.06
PEG Ratio MSADY : 0.00 SMPNY : 0.00
PS Ratio MSADY : 0.01 SMPNY : 0.01
PB Ratio MSADY : 0.01 SMPNY : 0.01
Total Revenue (TTM) MSADY : $7.63T SMPNY : $5.90T
Gross Profit (TTM) MSADY : $5.86T SMPNY : $5.90T
EBITDA (TTM) MSADY : $692.04B SMPNY : $548.53B

Returns By Period

In the year-to-date period, MSADY achieves a 13.66% return, which is significantly lower than SMPNY's 17.13% return.

MSADY

• 1D: 2.82%
• 1M: -1.26%
• YTD: 13.66%
• 6M: 18.83%
• 1Y: 26.63%
• 3Y*: 39.01%
• 5Y*: 23.09%
• 10Y*: 12.48%

SMPNY

• 1D: 1.63%
• 1M: 3.65%
• YTD: 17.13%
• 6M: 30.65%
• 1Y: 30.12%
• 3Y*: 46.61%
• 5Y*: 27.01%
• 10Y*: —

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

Return for Risk

MSADY vs. SMPNY — Risk / Return Rank

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

MSADY

MSADY Risk / Return Rank: 67
MSADY Sharpe Ratio Rank: 73
MSADY Sortino Ratio Rank: 67
MSADY Omega Ratio Rank: 64
MSADY Calmar Ratio Rank: 67
MSADY Martin Ratio Rank: 65

SMPNY

SMPNY Risk / Return Rank: 69
SMPNY Sharpe Ratio Rank: 72
SMPNY Sortino Ratio Rank: 64
SMPNY Omega Ratio Rank: 64
SMPNY Calmar Ratio Rank: 75
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.

MSADY vs. SMPNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MS&AD Insurance Group Holdings PK (MSADY) 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.

	MSADY	SMPNY	Difference
Sharpe ratio Return per unit of total volatility	1.02	0.97	+0.04
Sortino ratio Return per unit of downside risk	1.49	1.41	+0.09
Omega ratio Gain probability vs. loss probability	1.19	1.19	0.00
Calmar ratio Return relative to maximum drawdown	1.30	1.93	-0.62
Martin ratio Return relative to average drawdown	2.80	4.17	-1.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSADY vs. SMPNY - Sharpe Ratio Comparison

The current MSADY Sharpe Ratio is 1.02, which is comparable to the SMPNY Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of MSADY and SMPNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSADY	SMPNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	0.97	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.88	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.52	-0.24

Correlation

The correlation between MSADY and SMPNY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSADY vs. SMPNY - Dividend Comparison

Neither MSADY nor SMPNY has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MSADY MS&AD Insurance Group Holdings PK	0.00%	2.13%	2.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.84%	3.11%
SMPNY Sompo Holdings Inc ADR	0.00%	1.55%	1.41%	2.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MSADY vs. SMPNY - Drawdown Comparison

The maximum MSADY drawdown since its inception was -50.41%, which is greater than SMPNY's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for MSADY and SMPNY.

Drawdown Indicators

	MSADY	SMPNY	Difference
Max Drawdown Largest peak-to-trough decline	-50.41%	-43.80%	-6.61%
Max Drawdown (1Y) Largest decline over 1 year	-17.55%	-15.38%	-2.17%
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	-22.06%	-7.83%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	—	—
Current Drawdown Current decline from peak	-4.86%	0.00%	-4.86%
Average Drawdown Average peak-to-trough decline	-15.49%	-9.07%	-6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.17%	7.10%	+1.07%

Volatility

MSADY vs. SMPNY - Volatility Comparison

MS&AD Insurance Group Holdings PK (MSADY) and Sompo Holdings Inc ADR (SMPNY) have volatilities of 9.98% and 9.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSADY	SMPNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.98%	9.57%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	17.12%	19.05%	-1.93%
Volatility (1Y) Calculated over the trailing 1-year period	26.49%	31.13%	-4.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.99%	30.67%	-2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.17%	39.45%	-13.28%

Financials

MSADY vs. SMPNY - Profitability Comparison

The chart below illustrates the profitability comparison between MS&AD Insurance Group Holdings PK and Sompo Holdings Inc ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MSADY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 964.74B and revenue of 1.83T. Therefore, the gross margin over that period was 52.7%.

SMPNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported a gross profit of 1.66T and revenue of 1.66T. Therefore, the gross margin over that period was 100.0%.

MSADY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MS&AD Insurance Group Holdings PK reported an operating income of 222.09B and revenue of 1.83T, resulting in an operating margin of 12.1%.

SMPNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported an operating income of 216.31B and revenue of 1.66T, resulting in an operating margin of 13.0%.

MSADY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MS&AD Insurance Group Holdings PK reported a net income of 168.41B and revenue of 1.83T, resulting in a net margin of 9.2%.

SMPNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported a net income of 160.77B and revenue of 1.66T, resulting in a net margin of 9.7%.