SMPNY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Sompo Holdings Inc ADR (SMPNY) and S&P 500 Index (^GSPC).

Performance

SMPNY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sompo Holdings Inc ADR (SMPNY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

SMPNY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SMPNY Sompo Holdings Inc ADR	17.13%	30.07%	65.00%	12.88%	3.41%	13.57%	-6.63%	10.20%	-11.88%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-8.87%

Returns By Period

In the year-to-date period, SMPNY achieves a 17.13% return, which is significantly higher than ^GSPC's -3.95% return.

SMPNY

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

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

SMPNY vs. ^GSPC — Risk / Return Rank

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

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

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

SMPNY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and S&P 500 Index (^GSPC). 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.

	SMPNY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.92	+0.06
Sortino ratio Return per unit of downside risk	1.41	1.41	-0.01
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.03
Calmar ratio Return relative to maximum drawdown	1.93	1.41	+0.51
Martin ratio Return relative to average drawdown	4.17	6.61	-2.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SMPNY vs. ^GSPC - Sharpe Ratio Comparison

The current SMPNY Sharpe Ratio is 0.97, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SMPNY and ^GSPC, 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

	SMPNY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.92	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.61	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.46	+0.06

Correlation

The correlation between SMPNY and ^GSPC is 0.18, 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.

Drawdowns

SMPNY vs. ^GSPC - Drawdown Comparison

The maximum SMPNY drawdown since its inception was -43.80%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SMPNY and ^GSPC.

Drawdown Indicators

	SMPNY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-43.80%	-56.78%	+12.98%
Max Drawdown (1Y) Largest decline over 1 year	-15.38%	-12.14%	-3.24%
Max Drawdown (5Y) Largest decline over 5 years	-22.06%	-25.43%	+3.37%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	0.00%	-5.78%	+5.78%
Average Drawdown Average peak-to-trough decline	-9.07%	-10.75%	+1.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.10%	2.60%	+4.50%

Volatility

SMPNY vs. ^GSPC - Volatility Comparison

Sompo Holdings Inc ADR (SMPNY) has a higher volatility of 9.57% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that SMPNY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SMPNY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.57%	5.37%	+4.20%
Volatility (6M) Calculated over the trailing 6-month period	19.05%	9.55%	+9.50%
Volatility (1Y) Calculated over the trailing 1-year period	31.13%	18.33%	+12.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.67%	16.90%	+13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.45%	18.05%	+21.40%