SMPNY vs. FKURF
SMPNY (Sompo Holdings Inc ADR) and FKURF (Fujikura Ltd) are both stocks. SMPNY operates in Insurance - Property & Casualty (Financial Services), while FKURF operates in Conglomerates (Industrials). Over the past 3 years, SMPNY returned 48.40%/yr vs 42.81%/yr for FKURF. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
SMPNY vs. FKURF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMPNY achieves a 30.93% return, which is significantly higher than FKURF's -76.93% return.
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%
FKURF
- 1D
- 2.92%
- 1M
- -29.19%
- 6M
- -81.00%
- YTD
- -76.93%
- 1Y
- -65.98%
- 3Y*
- 42.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 42.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FKURF Fujikura Ltd | $1.31M | $920.83K | $912.25K |
| $2.64M | $4.06M | $3.77M |
SMPNY vs. FKURF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SMPNY Sompo Holdings Inc ADR | 30.93% | 30.07% | 65.00% | 13.71% |
FKURF Fujikura Ltd | -76.93% | 147.24% | 480.56% | -8.86% |
Correlation
The correlation between SMPNY and FKURF is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023 | 0.10 |
Fundamentals
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
SMPNY vs. FKURF — Risk / Return Rank
SMPNY
FKURF
SMPNY vs. FKURF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and Fujikura Ltd (FKURF). 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.
| SMPNY | FKURF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.08 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | -0.74 | +4.63 |
| Martin ratioReturn relative to average drawdown | 9.90 | -1.33 | +11.22 |
Loading charts...
Drawdowns
SMPNY vs. FKURF - Drawdown Comparison
The maximum SMPNY drawdown since its inception was -43.80%, smaller than the maximum FKURF drawdown of -89.20%. Use the drawdown chart below to compare losses from any high point for SMPNY and FKURF.
Loading charts...
Drawdown Indicators
| SMPNY | FKURF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -89.20% | +45.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -89.20% | +76.38% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -89.20% | +71.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | — | — |
Current DrawdownCurrent decline from peak | -2.38% | -88.00% | +85.62% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -15.79% | +6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 49.76% | -44.73% |
Volatility
SMPNY vs. FKURF - Volatility Comparison
The current volatility for Sompo Holdings Inc ADR (SMPNY) is 8.65%, while Fujikura Ltd (FKURF) has a volatility of 26.15%. This indicates that SMPNY experiences smaller price fluctuations and is considered to be less risky than FKURF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMPNY | FKURF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 26.15% | -17.50% |
Volatility (6M)Calculated over the trailing 6-month period | 23.01% | 202.27% | -179.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.59% | 133.83% | -105.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.01% | 95.42% | -64.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.15% | 95.42% | -56.27% |
Dividends
SMPNY vs. FKURF - Dividend Comparison
Neither SMPNY nor FKURF has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FKURF Fujikura Ltd | 0.00% | 0.29% | 0.00% | 0.00% |
SMPNY Sompo Holdings Inc ADR | 0.00% | 1.55% | 1.41% | 2.09% |
Financials
SMPNY vs. FKURF - Financials Comparison
This section allows you to compare key financial metrics between Sompo Holdings Inc ADR and Fujikura Ltd. 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
Frequently Asked Questions
SMPNY and FKURF have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKURF has higher volatility (26.15%) compared to SMPNY (8.65%). In terms of maximum drawdown, SMPNY dropped -43.80% vs FKURF's -89.20%.
SMPNY currently has the higher Sharpe Ratio (1.74 vs -0.50), 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 SMPNY and FKURF
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