SMPNY vs. MSADY
SMPNY (Sompo Holdings Inc ADR) and MSADY (MS&AD Insurance Group Holdings PK) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 5 years, SMPNY returned 27.15%/yr vs 25.35%/yr for MSADY. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
SMPNY vs. MSADY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMPNY achieves a 15.52% return, which is significantly lower than MSADY's 21.85% return.
SMPNY
- 1D
- -2.33%
- 1M
- 10.00%
- YTD
- 15.52%
- 6M
- 13.90%
- 1Y
- 32.53%
- 3Y*
- 39.84%
- 5Y*
- 27.15%
- 10Y*
- —
MSADY
- 1D
- -1.07%
- 1M
- 7.21%
- YTD
- 21.85%
- 6M
- 18.42%
- 1Y
- 32.48%
- 3Y*
- 36.05%
- 5Y*
- 25.35%
- 10Y*
- 13.61%
SMPNY vs. MSADY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMPNY Sompo Holdings Inc ADR | 15.52% | 30.07% | 65.00% | 12.88% | 3.41% | 13.57% | -6.63% | 10.20% | -10.50% |
MSADY MS&AD Insurance Group Holdings PK | 21.85% | 9.99% | 70.58% | 23.02% | 3.31% | 0.52% | -6.76% | 16.74% | -10.98% |
Correlation
The correlation between SMPNY and MSADY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2018 | 0.52 |
The correlation between SMPNY and MSADY shifts across timeframes, from 0.52 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SMPNY:
$34.81B
MSADY:
$41.36B
SMPNY:
¥356.00
MSADY:
¥537.41
SMPNY:
8.87
MSADY:
8.59
SMPNY:
0.08
MSADY:
0.16
SMPNY:
0.93
MSADY:
0.88
SMPNY:
1.08
MSADY:
1.40
SMPNY:
¥6.18T
MSADY:
¥7.75T
SMPNY:
¥6.18T
MSADY:
¥5.06T
SMPNY:
¥724.05B
MSADY:
¥782.77B
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. MSADY — Risk / Return Rank
SMPNY
MSADY
SMPNY vs. MSADY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and MS&AD Insurance Group Holdings PK (MSADY). 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 | MSADY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.86 | +0.69 |
| Martin ratioReturn relative to average drawdown | 6.40 | 4.37 | +2.04 |
Loading charts...
Drawdowns
SMPNY vs. MSADY - Drawdown Comparison
The maximum SMPNY drawdown since its inception was -43.80%, smaller than the maximum MSADY drawdown of -50.41%. Use the drawdown chart below to compare losses from any high point for SMPNY and MSADY.
Loading charts...
Drawdown Indicators
| SMPNY | MSADY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -50.41% | +6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -17.55% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -21.28% | +3.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -29.89% | +7.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.77% | — |
Current DrawdownCurrent decline from peak | -2.96% | -1.89% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -15.35% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 7.46% | -2.37% |
Volatility
SMPNY vs. MSADY - Volatility Comparison
Sompo Holdings Inc ADR (SMPNY) has a higher volatility of 7.78% compared to MS&AD Insurance Group Holdings PK (MSADY) at 6.64%. This indicates that SMPNY's price experiences larger fluctuations and is considered to be riskier than MSADY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMPNY | MSADY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 6.64% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 21.89% | 20.30% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.18% | 25.74% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.90% | 28.31% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.29% | 25.87% | +13.42% |
Dividends
SMPNY vs. MSADY - Dividend Comparison
Neither SMPNY nor MSADY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MSADY MS&AD Insurance Group Holdings PK | 0.00% | 2.13% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.84% | 3.11% |
SMPNY Sompo Holdings Inc ADR | 0.00% | 1.55% | 1.41% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SMPNY vs. MSADY - Financials Comparison
This section allows you to compare key financial metrics between Sompo Holdings Inc ADR and MS&AD Insurance Group Holdings PK. 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
SMPNY vs. MSADY - Profitability Comparison
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%.
MSADY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 547.42B and revenue of 1.46T. Therefore, the gross margin over that period was 37.4%.
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%.
MSADY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported an operating income of 182.21B and revenue of 1.46T, resulting in an operating margin of 12.5%.
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%.
MSADY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a net income of 132.63B and revenue of 1.46T, resulting in a net margin of 9.1%.
Frequently Asked Questions
SMPNY and MSADY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMPNY has higher volatility (7.78%) compared to MSADY (6.64%). In terms of maximum drawdown, SMPNY dropped -43.80% vs MSADY's -50.41%.
MSADY currently has the higher Sharpe Ratio (1.27 vs 1.16), 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 MSADY
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