SMPNY vs. OWLT
SMPNY (Sompo Holdings Inc ADR) and OWLT (Owlet, Inc.) are both stocks. SMPNY operates in Insurance - Property & Casualty (Financial Services), while OWLT operates in Medical Devices (Healthcare). Over the past 5 years, SMPNY returned 27.64%/yr vs -48.27%/yr for OWLT. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
SMPNY vs. OWLT - Performance Comparison
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Returns By Period
In the year-to-date period, SMPNY achieves a 30.93% return, which is significantly higher than OWLT's -68.25% 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%
OWLT
- 1D
- -2.10%
- 1M
- -10.76%
- 6M
- -57.42%
- YTD
- -68.25%
- 1Y
- -30.45%
- 3Y*
- 2.74%
- 5Y*
- -48.27%
- 10Y*
- —
- ALL TIME*
- -43.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
OWLT Owlet, Inc. | $548.75K | $782.41K | $1.12M |
| $2.64M | $4.06M | $3.77M |
SMPNY vs. OWLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SMPNY Sompo Holdings Inc ADR | 30.93% | 30.07% | 65.00% | 12.88% | 3.41% | 13.57% | 0.59% |
OWLT Owlet, Inc. | -68.25% | 263.82% | -15.72% | -32.54% | -79.06% | -73.75% | 3.78% |
Correlation
The correlation between SMPNY and OWLT is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2020 | 0.02 |
The correlation between SMPNY and OWLT shifts across timeframes, from 0.02 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SMPNY:
$84.59B
OWLT:
$93.01M
SMPNY:
¥358.46
OWLT:
-$0.03
SMPNY:
1.02
OWLT:
67.40
SMPNY:
1.20
OWLT:
1.26K
SMPNY:
¥6.18T
OWLT:
$107.06M
SMPNY:
¥6.18T
OWLT:
$54.38M
SMPNY:
¥724.05B
OWLT:
-$17.58M
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Return for Risk
SMPNY vs. OWLT — Risk / Return Rank
SMPNY
OWLT
SMPNY vs. OWLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and Owlet, Inc. (OWLT). 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 | OWLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.09 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.01 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | -0.41 | +4.30 |
| Martin ratioReturn relative to average drawdown | 9.90 | -0.66 | +10.56 |
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Drawdowns
SMPNY vs. OWLT - Drawdown Comparison
The maximum SMPNY drawdown since its inception was -43.80%, smaller than the maximum OWLT drawdown of -98.14%. Use the drawdown chart below to compare losses from any high point for SMPNY and OWLT.
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Drawdown Indicators
| SMPNY | OWLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -98.14% | +54.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -73.12% | +60.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -73.12% | +55.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -98.06% | +76.00% |
Current DrawdownCurrent decline from peak | -2.38% | -96.59% | +94.21% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -78.39% | +69.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 44.86% | -39.83% |
Volatility
SMPNY vs. OWLT - Volatility Comparison
The current volatility for Sompo Holdings Inc ADR (SMPNY) is 8.65%, while Owlet, Inc. (OWLT) has a volatility of 16.53%. This indicates that SMPNY experiences smaller price fluctuations and is considered to be less risky than OWLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMPNY | OWLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 16.53% | -7.88% |
Volatility (6M)Calculated over the trailing 6-month period | 23.01% | 69.77% | -46.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.59% | 86.18% | -57.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.01% | 90.68% | -59.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.15% | 85.24% | -46.09% |
Dividends
SMPNY vs. OWLT - Dividend Comparison
Neither SMPNY nor OWLT has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
OWLT Owlet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
SMPNY Sompo Holdings Inc ADR | 0.00% | 1.55% | 1.41% | 2.09% |
Financials
SMPNY vs. OWLT - Financials Comparison
This section allows you to compare key financial metrics between Sompo Holdings Inc ADR and Owlet, Inc.. 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. OWLT - Profitability Comparison
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%.
OWLT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Owlet, Inc. reported a gross profit of 12.20M and revenue of 22.50M. Therefore, the gross margin over that period was 54.2%.
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%.
OWLT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Owlet, Inc. reported an operating income of -5.60M and revenue of 22.50M, resulting in an operating margin of -24.9%.
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%.
OWLT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Owlet, Inc. reported a net income of -4.10M and revenue of 22.50M, resulting in a net margin of -18.2%.
Frequently Asked Questions
SMPNY and OWLT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWLT has higher volatility (16.53%) compared to SMPNY (8.65%). In terms of maximum drawdown, SMPNY dropped -43.80% vs OWLT's -98.14%.
SMPNY currently has the higher Sharpe Ratio (1.74 vs -0.35), 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.
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