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NTTYY vs. TKOMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTTYY and TKOMY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

NTTYY vs. TKOMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nippon Telegraph and Telephone Corp ADR (NTTYY) and Tokio Marine Holdings Inc (TKOMY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.61%
-15.13%
NTTYY
TKOMY

Key characteristics

Sharpe Ratio

NTTYY:

-1.01

TKOMY:

0.95

Sortino Ratio

NTTYY:

-1.41

TKOMY:

1.47

Omega Ratio

NTTYY:

0.84

TKOMY:

1.22

Calmar Ratio

NTTYY:

-0.64

TKOMY:

1.32

Martin Ratio

NTTYY:

-0.96

TKOMY:

5.33

Ulcer Index

NTTYY:

19.16%

TKOMY:

7.54%

Daily Std Dev

NTTYY:

18.32%

TKOMY:

42.26%

Max Drawdown

NTTYY:

-84.65%

TKOMY:

-62.60%

Current Drawdown

NTTYY:

-23.81%

TKOMY:

-15.22%

Fundamentals

Market Cap

NTTYY:

$83.80B

TKOMY:

$70.78B

EPS

NTTYY:

$2.20

TKOMY:

$3.82

PE Ratio

NTTYY:

11.35

TKOMY:

9.43

PEG Ratio

NTTYY:

3.20

TKOMY:

0.81

Total Revenue (TTM)

NTTYY:

$6.90T

TKOMY:

$3.58T

Gross Profit (TTM)

NTTYY:

$1.66T

TKOMY:

$3.48T

EBITDA (TTM)

NTTYY:

$1.74T

TKOMY:

-$11.52B

Returns By Period

In the year-to-date period, NTTYY achieves a -1.36% return, which is significantly higher than TKOMY's -3.86% return. Over the past 10 years, NTTYY has underperformed TKOMY with an annualized return of 9.70%, while TKOMY has yielded a comparatively higher 21.00% annualized return.


NTTYY

YTD

-1.36%

1M

-4.35%

6M

0.61%

1Y

-18.80%

5Y*

2.11%

10Y*

9.70%

TKOMY

YTD

-3.86%

1M

-9.23%

6M

-15.13%

1Y

39.53%

5Y*

19.17%

10Y*

21.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NTTYY vs. TKOMY — Risk-Adjusted Performance Rank

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

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 1111
Overall Rank
The Sharpe Ratio Rank of NTTYY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 66
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 99
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 1111
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 2626
Martin Ratio Rank

TKOMY
The Risk-Adjusted Performance Rank of TKOMY is 7979
Overall Rank
The Sharpe Ratio Rank of TKOMY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of TKOMY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of TKOMY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TKOMY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TKOMY is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTTYY vs. TKOMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) and Tokio Marine Holdings Inc (TKOMY). 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.


Sharpe ratio
The chart of Sharpe ratio for NTTYY, currently valued at -1.01, compared to the broader market-4.00-2.000.002.00-1.010.95
The chart of Sortino ratio for NTTYY, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.411.47
The chart of Omega ratio for NTTYY, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.22
The chart of Calmar ratio for NTTYY, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.641.32
The chart of Martin ratio for NTTYY, currently valued at -0.96, compared to the broader market-10.000.0010.0020.00-0.965.33
NTTYY
TKOMY

The current NTTYY Sharpe Ratio is -1.01, which is lower than the TKOMY Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of NTTYY and TKOMY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.01
0.95
NTTYY
TKOMY

Dividends

NTTYY vs. TKOMY - Dividend Comparison

Neither NTTYY nor TKOMY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%0.00%2.80%3.10%3.60%3.61%3.45%3.50%2.54%2.63%3.78%9.55%
TKOMY
Tokio Marine Holdings Inc
0.00%0.00%0.00%1.54%6.87%12.69%10.74%13.44%8.90%8.40%6.69%4.00%

Drawdowns

NTTYY vs. TKOMY - Drawdown Comparison

The maximum NTTYY drawdown since its inception was -84.65%, which is greater than TKOMY's maximum drawdown of -62.60%. Use the drawdown chart below to compare losses from any high point for NTTYY and TKOMY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.81%
-15.22%
NTTYY
TKOMY

Volatility

NTTYY vs. TKOMY - Volatility Comparison

The current volatility for Nippon Telegraph and Telephone Corp ADR (NTTYY) is 3.45%, while Tokio Marine Holdings Inc (TKOMY) has a volatility of 6.39%. This indicates that NTTYY experiences smaller price fluctuations and is considered to be less risky than TKOMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
3.45%
6.39%
NTTYY
TKOMY

Financials

NTTYY vs. TKOMY - Financials Comparison

This section allows you to compare key financial metrics between Nippon Telegraph and Telephone Corp ADR and Tokio Marine Holdings Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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