SMPNY vs. MSADY

Last updated Apr 2, 2026

Compare and contrast key facts about Sompo Holdings Inc ADR (SMPNY) and MS&AD Insurance Group Holdings PK (MSADY).

Performance

SMPNY vs. MSADY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sompo Holdings Inc ADR (SMPNY) and MS&AD Insurance Group Holdings PK (MSADY). The values are adjusted to include any dividend payments, if applicable.

SMPNY vs. MSADY - 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%
MSADY MS&AD Insurance Group Holdings PK	13.66%	9.99%	70.58%	23.02%	3.31%	0.52%	-6.76%	16.74%	-11.32%

Fundamentals

Market Cap SMPNY : $35.86B MSADY : $39.33B
EPS SMPNY : $308.19 MSADY : $488.37
PE Ratio SMPNY : 0.06 MSADY : 0.05
PEG Ratio SMPNY : 0.00 MSADY : 0.00
PS Ratio SMPNY : 0.01 MSADY : 0.01
PB Ratio SMPNY : 0.01 MSADY : 0.01
Total Revenue (TTM) SMPNY : $5.90T MSADY : $7.63T
Gross Profit (TTM) SMPNY : $5.90T MSADY : $5.86T
EBITDA (TTM) SMPNY : $548.53B MSADY : $692.04B

Returns By Period

In the year-to-date period, SMPNY achieves a 17.13% return, which is significantly higher than MSADY's 13.66% return.

SMPNY

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

MSADY

• 1D: 2.82%
• 1M: -1.26%
• YTD: 13.66%
• 6M: 18.83%
• 1Y: 26.63%
• 3Y*: 39.01%
• 5Y*: 23.09%
• 10Y*: 12.48%

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

Return for Risk

SMPNY vs. MSADY — 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

MSADY

MSADY Risk / Return Rank: 67
MSADY Sharpe Ratio Rank: 73
MSADY Sortino Ratio Rank: 67
MSADY Omega Ratio Rank: 64
MSADY Calmar Ratio Rank: 67
MSADY Martin Ratio Rank: 65

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. 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.

	SMPNY	MSADY	Difference
Sharpe ratio Return per unit of total volatility	0.97	1.02	-0.04
Sortino ratio Return per unit of downside risk	1.41	1.49	-0.09
Omega ratio Gain probability vs. loss probability	1.19	1.19	0.00
Calmar ratio Return relative to maximum drawdown	1.93	1.30	+0.62
Martin ratio Return relative to average drawdown	4.17	2.80	+1.37
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. MSADY - Sharpe Ratio Comparison

The current SMPNY Sharpe Ratio is 0.97, which is comparable to the MSADY Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SMPNY and MSADY, 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	MSADY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	1.02	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.83	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.27	+0.24

Correlation

The correlation between SMPNY and MSADY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SMPNY vs. MSADY - Dividend Comparison

Neither SMPNY nor MSADY has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
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%

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.

Drawdown Indicators

	SMPNY	MSADY	Difference
Max Drawdown Largest peak-to-trough decline	-43.80%	-50.41%	+6.61%
Max Drawdown (1Y) Largest decline over 1 year	-15.38%	-17.55%	+2.17%
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 Drawdown Current decline from peak	0.00%	-4.86%	+4.86%
Average Drawdown Average peak-to-trough decline	-9.07%	-15.49%	+6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.10%	8.17%	-1.07%

Volatility

SMPNY vs. MSADY - Volatility Comparison

Sompo Holdings Inc ADR (SMPNY) and MS&AD Insurance Group Holdings PK (MSADY) have volatilities of 9.57% and 9.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SMPNY	MSADY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.57%	9.98%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	19.05%	17.12%	+1.93%
Volatility (1Y) Calculated over the trailing 1-year period	31.13%	26.49%	+4.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.67%	27.99%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.45%	26.17%	+13.28%

Financials

SMPNY vs. MSADY - Profitability Comparison

The chart below illustrates the profitability comparison between Sompo Holdings Inc ADR and MS&AD Insurance Group Holdings PK over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SMPNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported a gross profit of 1.66T and revenue of 1.66T. 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 Apr 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 964.74B and revenue of 1.83T. Therefore, the gross margin over that period was 52.7%.

SMPNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported an operating income of 216.31B and revenue of 1.66T, resulting in an operating margin of 13.0%.

MSADY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MS&AD Insurance Group Holdings PK reported an operating income of 222.09B and revenue of 1.83T, resulting in an operating margin of 12.1%.

SMPNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported a net income of 160.77B and revenue of 1.66T, resulting in a net margin of 9.7%.

MSADY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MS&AD Insurance Group Holdings PK reported a net income of 168.41B and revenue of 1.83T, resulting in a net margin of 9.2%.