MSADY vs. SMPNY
MSADY (MS&AD Insurance Group Holdings PK) and SMPNY (Sompo Holdings Inc ADR) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 5 years, MSADY returned 25.35%/yr vs 27.15%/yr for SMPNY. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
MSADY vs. SMPNY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSADY achieves a 21.85% return, which is significantly higher than SMPNY's 15.52% return.
MSADY
- 1D
- -1.07%
- 1M
- 7.21%
- YTD
- 21.85%
- 6M
- 18.42%
- 1Y
- 32.48%
- 3Y*
- 36.05%
- 5Y*
- 25.35%
- 10Y*
- 13.61%
SMPNY
- 1D
- -2.33%
- 1M
- 10.00%
- YTD
- 15.52%
- 6M
- 13.90%
- 1Y
- 32.53%
- 3Y*
- 39.84%
- 5Y*
- 27.15%
- 10Y*
- —
MSADY vs. SMPNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSADY MS&AD Insurance Group Holdings PK | 21.85% | 9.99% | 70.58% | 23.02% | 3.31% | 0.52% | -6.76% | 16.74% | -10.98% |
SMPNY Sompo Holdings Inc ADR | 15.52% | 30.07% | 65.00% | 12.88% | 3.41% | 13.57% | -6.63% | 10.20% | -10.50% |
Correlation
The correlation between MSADY and SMPNY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2018 | 0.52 |
The correlation between MSADY and SMPNY shifts across timeframes, from 0.52 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
MSADY:
$41.36B
SMPNY:
$34.81B
MSADY:
¥537.41
SMPNY:
¥356.00
MSADY:
8.59
SMPNY:
8.87
MSADY:
0.16
SMPNY:
0.08
MSADY:
0.88
SMPNY:
0.93
MSADY:
1.40
SMPNY:
1.08
MSADY:
¥7.75T
SMPNY:
¥6.18T
MSADY:
¥5.06T
SMPNY:
¥6.18T
MSADY:
¥782.77B
SMPNY:
¥724.05B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSADY vs. SMPNY — Risk / Return Rank
MSADY
SMPNY
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.
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.
| MSADY | SMPNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.55 | -0.69 |
| Martin ratioReturn relative to average drawdown | 4.37 | 6.40 | -2.04 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| MSADY | SMPNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.41% | -43.80% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.55% | -12.82% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -17.52% | -3.76% |
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 DrawdownCurrent decline from peak | -1.89% | -2.96% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -8.96% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | 5.09% | +2.37% |
Volatility
MSADY vs. SMPNY - Volatility Comparison
The current volatility for MS&AD Insurance Group Holdings PK (MSADY) is 6.64%, while Sompo Holdings Inc ADR (SMPNY) has a volatility of 7.78%. This indicates that MSADY experiences smaller price fluctuations and is considered to be less risky than SMPNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSADY | SMPNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 7.78% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 20.30% | 21.89% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.74% | 28.18% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 30.90% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.87% | 39.29% | -13.42% |
Dividends
MSADY vs. SMPNY - Dividend Comparison
Neither MSADY nor SMPNY has paid dividends to shareholders.
| Position | 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% |
Financials
MSADY vs. SMPNY - Financials Comparison
This section allows you to compare key financial metrics between MS&AD Insurance Group Holdings PK and Sompo Holdings Inc ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MSADY vs. SMPNY - Profitability Comparison
MSADY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 547.42B and revenue of 1.46T. Therefore, the gross margin over that period was 37.4%.
SMPNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sompo Holdings Inc ADR reported a gross profit of 1.53T and revenue of 1.53T. 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 Jun 2026, MS&AD Insurance Group Holdings PK reported an operating income of 182.21B and revenue of 1.46T, resulting in an operating margin of 12.5%.
SMPNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sompo Holdings Inc ADR reported an operating income of 168.42B and revenue of 1.53T, resulting in an operating margin of 11.0%.
MSADY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a net income of 132.63B and revenue of 1.46T, resulting in a net margin of 9.1%.
SMPNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sompo Holdings Inc ADR reported a net income of 123.97B and revenue of 1.53T, resulting in a net margin of 8.1%.
Frequently Asked Questions
MSADY and SMPNY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMPNY has higher volatility (7.78%) compared to MSADY (6.64%). In terms of maximum drawdown, MSADY dropped -50.41% vs SMPNY's -43.80%.
MSADY currently has the higher Sharpe Ratio (1.27 vs 1.16), 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.
Find the right allocation for MSADY and SMPNY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer