SMPNY vs. UPRO
SMPNY (Sompo Holdings Inc ADR) is a stock, while UPRO (ProShares UltraPro S&P 500) is Leveraged Equities fund tracking the S&P 500. Over the past 5 years, SMPNY returned 27.64%/yr vs 19.17%/yr for UPRO. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
SMPNY vs. UPRO - 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 UPRO's 21.72% 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%
UPRO
- 1D
- 1.97%
- 1M
- -0.35%
- 6M
- 17.81%
- YTD
- 21.72%
- 1Y
- 53.86%
- 3Y*
- 41.29%
- 5Y*
- 19.17%
- 10Y*
- 28.48%
- ALL TIME*
- 33.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.64M | $4.06M | $3.77M | |
| $288.84M | $293.51M | $361.12M |
SMPNY vs. UPRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMPNY Sompo Holdings Inc ADR | 30.93% | 30.07% | 65.00% | 12.88% | 3.41% | 13.57% | -6.63% | 10.20% | -10.50% |
UPRO ProShares UltraPro S&P 500 | 21.72% | 31.88% | 63.57% | 68.53% | -56.84% | 98.64% | 10.09% | 102.30% | -28.27% |
Correlation
The correlation between SMPNY and UPRO is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2018 | 0.18 |
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Return for Risk
SMPNY vs. UPRO — Risk / Return Rank
SMPNY
UPRO
SMPNY vs. UPRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and ProShares UltraPro S&P 500 (UPRO). 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 | UPRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.73 | +2.16 |
| Martin ratioReturn relative to average drawdown | 9.90 | 6.63 | +3.27 |
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Drawdowns
SMPNY vs. UPRO - Drawdown Comparison
The maximum SMPNY drawdown since its inception was -43.80%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for SMPNY and UPRO.
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Drawdown Indicators
| SMPNY | UPRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -76.82% | +33.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -26.78% | +13.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -48.87% | +31.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -63.94% | +41.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.82% | — |
Current DrawdownCurrent decline from peak | -2.38% | -6.81% | +4.43% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -14.35% | +5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 7.00% | -1.97% |
Volatility
SMPNY vs. UPRO - Volatility Comparison
The current volatility for Sompo Holdings Inc ADR (SMPNY) is 8.65%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 10.69%. This indicates that SMPNY experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMPNY | UPRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 10.69% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 23.01% | 30.36% | -7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.59% | 38.51% | -9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.01% | 50.70% | -19.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.15% | 53.78% | -14.63% |
Dividends
SMPNY vs. UPRO - Dividend Comparison
SMPNY has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UPRO ProShares UltraPro S&P 500 | 0.77% | 0.84% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% |
Frequently Asked Questions
SMPNY and UPRO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UPRO has higher volatility (10.69%) compared to SMPNY (8.65%). In terms of maximum drawdown, SMPNY dropped -43.80% vs UPRO's -76.82%.
SMPNY currently has the higher Sharpe Ratio (1.74 vs 1.21), 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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