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

Performance

RCRUY vs. SMPNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Recruit Holdings Co Ltd ADR (RCRUY) 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, RCRUY achieves a 39.29% return, which is significantly higher than SMPNY's 30.93% return.


RCRUY

1D
-2.73%
1M
9.12%
6M
48.95%
YTD
39.29%
1Y
29.83%
3Y*
32.34%
5Y*
8.67%
10Y*
ALL TIME*
15.02%

SMPNY

1D
-2.38%
1M
9.28%
6M
28.75%
YTD
30.93%
1Y
46.62%
3Y*
48.40%
5Y*
27.64%
10Y*
ALL TIME*
17.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.55M$11.63M$8.95M
$2.64M$4.06M$3.77M

RCRUY vs. SMPNY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RCRUY
Recruit Holdings Co Ltd ADR
39.29%-19.34%67.52%34.89%-49.18%44.83%11.39%60.64%-12.96%
SMPNY
Sompo Holdings Inc ADR
30.93%30.07%65.00%12.88%3.41%13.57%-6.63%10.20%-1.24%

Correlation

The correlation between RCRUY and SMPNY is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2018

0.22

The correlation between RCRUY and SMPNY shifts across timeframes, from 0.22 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RCRUY:

$109.39B

SMPNY:

$84.59B

EPS

RCRUY:

¥70.90

SMPNY:

¥358.46

PE Ratio

RCRUY:

34.80

SMPNY:

9.73

PEG Ratio

RCRUY:

1.69

SMPNY:

0.09

PS Ratio

RCRUY:

4.68

SMPNY:

1.02

PB Ratio

RCRUY:

10.85

SMPNY:

1.20

Total Revenue (TTM)

RCRUY:

¥3.75T

SMPNY:

¥6.18T

Gross Profit (TTM)

RCRUY:

¥2.19T

SMPNY:

¥6.18T

EBITDA (TTM)

RCRUY:

¥769.64B

SMPNY:

¥724.05B

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Return for Risk

RCRUY vs. SMPNY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RCRUY
RCRUY Risk / Return Rank: 6464
Overall Rank
RCRUY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RCRUY Sortino Ratio Rank: 6464
Sortino Ratio Rank
RCRUY Omega Ratio Rank: 6262
Omega Ratio Rank
RCRUY Calmar Ratio Rank: 6363
Calmar Ratio Rank
RCRUY Martin Ratio Rank: 6262
Martin Ratio Rank

SMPNY
SMPNY Risk / Return Rank: 8888
Overall Rank
SMPNY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SMPNY Sortino Ratio Rank: 8484
Sortino Ratio Rank
SMPNY Omega Ratio Rank: 8484
Omega Ratio Rank
SMPNY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SMPNY Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RCRUY vs. SMPNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Recruit Holdings Co Ltd ADR (RCRUY) 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.


RCRUYSMPNYDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratioReturn relative to maximum drawdown

0.81

3.89

-3.09

Martin ratioReturn relative to average drawdown

1.67

9.90

-8.23

RCRUY vs. SMPNY - Sharpe Ratio Comparison

The current RCRUY Sharpe Ratio is 0.68, which is lower than the SMPNY Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of RCRUY 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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Drawdowns

RCRUY vs. SMPNY - Drawdown Comparison

The maximum RCRUY drawdown since its inception was -65.71%, which is greater than SMPNY's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for RCRUY and SMPNY.


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Drawdown Indicators


RCRUYSMPNYDifference

Max Drawdown

Largest peak-to-trough decline

-65.71%

-43.80%

-21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-39.44%

-12.82%

-26.62%

Max Drawdown (3Y)

Largest decline over 3 years

-49.79%

-17.52%

-32.27%

Max Drawdown (5Y)

Largest decline over 5 years

-65.71%

-22.06%

-43.65%

Current Drawdown

Current decline from peak

-2.73%

-2.38%

-0.35%

Average Drawdown

Average peak-to-trough decline

-25.76%

-8.85%

-16.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.06%

5.03%

+14.03%

Volatility

RCRUY vs. SMPNY - Volatility Comparison

Recruit Holdings Co Ltd ADR (RCRUY) has a higher volatility of 11.42% compared to Sompo Holdings Inc ADR (SMPNY) at 8.65%. This indicates that RCRUY'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


RCRUYSMPNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

8.65%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

36.20%

23.01%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

46.70%

28.59%

+18.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.10%

31.01%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.39%

39.15%

+0.24%

Dividends

RCRUY vs. SMPNY - Dividend Comparison

Neither RCRUY nor SMPNY has paid dividends to shareholders.


PositionTTM202520242023
RCRUY
Recruit Holdings Co Ltd ADR
0.00%0.15%0.11%0.00%
SMPNY
Sompo Holdings Inc ADR
0.00%1.55%1.41%2.09%

Financials

RCRUY vs. SMPNY - Financials Comparison

This section allows you to compare key financial metrics between Recruit Holdings Co Ltd ADR 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


Values in USD except per share items

RCRUY vs. SMPNY - Profitability Comparison

The chart below illustrates the profitability comparison between Recruit Holdings Co Ltd ADR 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

RCRUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Recruit Holdings Co Ltd ADR reported a gross profit of 587.67B and revenue of 978.22B. Therefore, the gross margin over that period was 60.1%.

SMPNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.

RCRUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Recruit Holdings Co Ltd ADR reported an operating income of 151.71B and revenue of 978.22B, resulting in an operating margin of 15.5%.

SMPNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.

RCRUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Recruit Holdings Co Ltd ADR reported a net income of 103.87B and revenue of 978.22B, resulting in a net margin of 10.6%.

SMPNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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


RCRUY and SMPNY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCRUY has higher volatility (11.42%) compared to SMPNY (8.65%). In terms of maximum drawdown, RCRUY dropped -65.71% vs SMPNY's -43.80%.

SMPNY currently has the higher Sharpe Ratio (1.74 vs 0.68), 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.

Portfolio Optimizer

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