SMPNY vs. TKOMY
SMPNY (Sompo Holdings Inc ADR) and TKOMY (Tokio Marine Holdings Inc) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 5 years, SMPNY returned 23.04%/yr vs 22.80%/yr for TKOMY. At a 0.48 correlation, their price movements are largely independent.
Performance
SMPNY vs. TKOMY - Performance Comparison
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Returns By Period
In the year-to-date period, SMPNY achieves a 7.16% return, which is significantly lower than TKOMY's 18.58% return.
SMPNY
- 1D
- -0.60%
- 1M
- -0.28%
- YTD
- 7.16%
- 6M
- 10.92%
- 1Y
- 20.00%
- 3Y*
- 38.68%
- 5Y*
- 23.04%
- 10Y*
- —
TKOMY
- 1D
- -0.66%
- 1M
- -3.20%
- YTD
- 18.58%
- 6M
- 22.90%
- 1Y
- 1.83%
- 3Y*
- 25.18%
- 5Y*
- 22.80%
- 10Y*
- 15.26%
SMPNY vs. TKOMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMPNY Sompo Holdings Inc ADR | 7.16% | 30.07% | 65.00% | 12.88% | 3.41% | 13.57% | -6.63% | 10.20% | -11.88% |
TKOMY Tokio Marine Holdings Inc | 18.58% | 4.28% | 46.61% | 16.29% | 14.78% | 6.20% | -5.38% | 17.55% | -0.52% |
Correlation
The correlation between SMPNY and TKOMY is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018 | 0.48 |
The correlation between SMPNY and TKOMY shifts across timeframes, from 0.48 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SMPNY:
$32.29B
TKOMY:
$82.36B
SMPNY:
$356.00
TKOMY:
$520.68
SMPNY:
0.05
TKOMY:
0.08
SMPNY:
0.00
TKOMY:
0.00
SMPNY:
0.01
TKOMY:
0.01
SMPNY:
0.01
TKOMY:
0.02
SMPNY:
$6.18T
TKOMY:
$7.71T
SMPNY:
$6.18T
TKOMY:
$4.70T
SMPNY:
$724.05B
TKOMY:
$804.94B
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Return for Risk
SMPNY vs. TKOMY — Risk / Return Rank
SMPNY
TKOMY
SMPNY vs. TKOMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and Tokio Marine Holdings Inc (TKOMY). 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 | TKOMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.07 | +1.50 |
| Martin ratioReturn relative to average drawdown | 3.93 | 0.16 | +3.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMPNY | TKOMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.05 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.75 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.23 | +0.23 |
Drawdowns
SMPNY vs. TKOMY - Drawdown Comparison
The maximum SMPNY drawdown since its inception was -43.80%, smaller than the maximum TKOMY drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for SMPNY and TKOMY.
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Drawdown Indicators
| SMPNY | TKOMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -56.95% | +13.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -26.18% | +13.36% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -27.67% | +10.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -27.67% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.32% | — |
Current DrawdownCurrent decline from peak | -9.99% | -12.74% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -16.57% | +7.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 11.83% | -6.73% |
Volatility
SMPNY vs. TKOMY - Volatility Comparison
Sompo Holdings Inc ADR (SMPNY) has a higher volatility of 12.93% compared to Tokio Marine Holdings Inc (TKOMY) at 8.61%. This indicates that SMPNY's price experiences larger fluctuations and is considered to be riskier than TKOMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMPNY | TKOMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.93% | 8.61% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 21.24% | 27.75% | -6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.99% | 35.21% | -7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.86% | 30.70% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.36% | 27.72% | +11.64% |
Dividends
SMPNY vs. TKOMY - Dividend Comparison
Neither SMPNY nor TKOMY has paid dividends to shareholders.
| Position | 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% |
TKOMY Tokio Marine Holdings Inc | 0.00% | 1.69% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 2.81% |
Financials
SMPNY vs. TKOMY - Financials Comparison
This section allows you to compare key financial metrics between Sompo Holdings Inc ADR and Tokio Marine Holdings 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. TKOMY - 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%.
TKOMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a gross profit of 132.23B and revenue of 1.22T. Therefore, the gross margin over that period was 10.8%.
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%.
TKOMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported an operating income of 144.24B and revenue of 1.22T, resulting in an operating margin of 11.8%.
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%.
TKOMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a net income of 82.65B and revenue of 1.22T, resulting in a net margin of 6.8%.
Frequently Asked Questions
SMPNY and TKOMY have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMPNY has higher volatility (12.93%) compared to TKOMY (8.61%). In terms of maximum drawdown, SMPNY dropped -43.80% vs TKOMY's -56.95%.
SMPNY currently has the higher Sharpe Ratio (0.72 vs 0.05), 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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