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OWLT vs. SMPNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OWLT vs. SMPNY - Performance Comparison

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

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Returns By Period

In the year-to-date period, OWLT achieves a -68.44% return, which is significantly lower than SMPNY's 7.16% return.


OWLT

1D
3.23%
1M
3.02%
YTD
-68.44%
6M
-62.59%
1Y
-12.80%
3Y*
19.48%
5Y*
-48.38%
10Y*

SMPNY

1D
-0.60%
1M
-0.28%
YTD
7.16%
6M
10.92%
1Y
20.00%
3Y*
38.68%
5Y*
23.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWLT vs. SMPNY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OWLT
Owlet, Inc.
-68.44%263.82%-15.72%-32.54%-79.06%-73.75%4.85%
SMPNY
Sompo Holdings Inc ADR
7.16%30.07%65.00%12.88%3.41%13.57%0.59%

Correlation

The correlation between OWLT and SMPNY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2020

0.02

The correlation between OWLT and SMPNY shifts across timeframes, from 0.02 (5 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OWLT:

$18.57B

SMPNY:

$32.29B

EPS

OWLT:

-$0.04

SMPNY:

$356.00

PS Ratio

OWLT:

50.44

SMPNY:

0.01

PB Ratio

OWLT:

1.25K

SMPNY:

0.01

Total Revenue (TTM)

OWLT:

$107.06M

SMPNY:

$6.18T

Gross Profit (TTM)

OWLT:

$54.38M

SMPNY:

$6.18T

EBITDA (TTM)

OWLT:

-$17.58M

SMPNY:

$724.05B

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Return for Risk

OWLT vs. SMPNY — Risk / Return Rank

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

OWLT
OWLT Risk / Return Rank: 3737
Overall Rank
OWLT Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OWLT Sortino Ratio Rank: 4040
Sortino Ratio Rank
OWLT Omega Ratio Rank: 4040
Omega Ratio Rank
OWLT Calmar Ratio Rank: 3535
Calmar Ratio Rank
OWLT Martin Ratio Rank: 3535
Martin Ratio Rank

SMPNY
SMPNY Risk / Return Rank: 6464
Overall Rank
SMPNY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SMPNY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SMPNY Omega Ratio Rank: 5656
Omega Ratio Rank
SMPNY Calmar Ratio Rank: 7070
Calmar Ratio Rank
SMPNY Martin Ratio Rank: 7171
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.

OWLT vs. SMPNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Owlet, Inc. (OWLT) 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.


OWLTSMPNYDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.06

1.14

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.18

1.57

-1.74

Martin ratioReturn relative to average drawdown

-0.35

3.93

-4.29

OWLT vs. SMPNY - Sharpe Ratio Comparison

The current OWLT Sharpe Ratio is -0.15, which is lower than the SMPNY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of OWLT 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.


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Sharpe Ratios by Period


OWLTSMPNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.72

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.75

-1.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

0.46

-0.98

Drawdowns

OWLT vs. SMPNY - Drawdown Comparison

The maximum OWLT drawdown since its inception was -98.14%, which is greater than SMPNY's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for OWLT and SMPNY.


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Drawdown Indicators


OWLTSMPNYDifference

Max Drawdown

Largest peak-to-trough decline

-98.14%

-43.80%

-54.34%

Max Drawdown (1Y)

Largest decline over 1 year

-72.58%

-12.82%

-59.76%

Max Drawdown (3Y)

Largest decline over 3 years

-72.58%

-17.52%

-55.06%

Max Drawdown (5Y)

Largest decline over 5 years

-98.06%

-22.06%

-76.00%

Current Drawdown

Current decline from peak

-96.61%

-9.99%

-86.62%

Average Drawdown

Average peak-to-trough decline

-77.93%

-9.00%

-68.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.50%

5.10%

+31.40%

Volatility

OWLT vs. SMPNY - Volatility Comparison

Owlet, Inc. (OWLT) has a higher volatility of 26.69% compared to Sompo Holdings Inc ADR (SMPNY) at 12.93%. This indicates that OWLT'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.


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Volatility by Period


OWLTSMPNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.69%

12.93%

+13.76%

Volatility (6M)

Calculated over the trailing 6-month period

71.69%

21.24%

+50.45%

Volatility (1Y)

Calculated over the trailing 1-year period

86.51%

27.99%

+58.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.46%

30.86%

+59.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.80%

39.36%

+46.44%

Dividends

OWLT vs. SMPNY - Dividend Comparison

Neither OWLT nor SMPNY has paid dividends to shareholders.


PositionTTM202520242023
OWLT
Owlet, Inc.
0.00%0.00%0.00%0.00%
SMPNY
Sompo Holdings Inc ADR
0.00%1.55%1.41%2.09%

Financials

OWLT vs. SMPNY - Financials Comparison

This section allows you to compare key financial metrics between Owlet, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T20222023202420252026
22.50M
1.53T
(OWLT) Total Revenue
(SMPNY) Total Revenue
Values in USD except per share items

OWLT vs. SMPNY - Profitability Comparison

The chart below illustrates the profitability comparison between Owlet, Inc. and Sompo Holdings Inc ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
54.2%
100.0%
Portfolio components
OWLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported a gross profit of 12.20M and revenue of 22.50M. Therefore, the gross margin over that period was 54.2%.

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%.

OWLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported an operating income of -5.60M and revenue of 22.50M, resulting in an operating margin of -24.9%.

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%.

OWLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Owlet, Inc. reported a net income of -4.10M and revenue of 22.50M, resulting in a net margin of -18.2%.

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


OWLT and SMPNY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OWLT has higher volatility (26.69%) compared to SMPNY (12.93%). In terms of maximum drawdown, OWLT dropped -98.14% vs SMPNY's -43.80%.

SMPNY currently has the higher Sharpe Ratio (0.72 vs -0.15), 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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