SMPNY vs. VOO
SMPNY (Sompo Holdings Inc ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, SMPNY returned 25.18%/yr vs 13.01%/yr for VOO. At a 0.18 correlation, their price movements are largely independent.
Performance
SMPNY vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMPNY achieves a 18.98% return, which is significantly higher than VOO's 10.45% return.
SMPNY
- 1D
- -1.13%
- 1M
- 4.21%
- 6M
- 9.29%
- YTD
- 18.98%
- 1Y
- 42.29%
- 3Y*
- 40.46%
- 5Y*
- 25.18%
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
SMPNY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SMPNY Sompo Holdings Inc ADR | 18.98% | 30.07% | 65.00% | 12.88% | 3.41% | 13.57% | -6.63% | 10.20% | -10.50% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -8.89% |
Correlation
The correlation between SMPNY and VOO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2018 | 0.18 |
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. VOO — Risk / Return Rank
SMPNY
VOO
SMPNY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sompo Holdings Inc ADR (SMPNY) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.43 | +0.89 |
| Martin ratioReturn relative to average drawdown | 8.44 | 10.60 | -2.16 |
Loading charts...
Drawdowns
SMPNY vs. VOO - Drawdown Comparison
The maximum SMPNY drawdown since its inception was -43.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SMPNY and VOO.
Loading charts...
Drawdown Indicators
| SMPNY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -33.99% | -9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -8.90% | -3.92% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -18.69% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.06% | -24.52% | +2.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -4.28% | -1.11% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -3.68% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 2.04% | +2.98% |
Volatility
SMPNY vs. VOO - Volatility Comparison
Sompo Holdings Inc ADR (SMPNY) has a higher volatility of 8.46% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that SMPNY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SMPNY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 4.16% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 22.67% | 9.97% | +12.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.25% | 12.53% | +15.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.00% | 16.93% | +14.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.23% | 18.00% | +21.23% |
Dividends
SMPNY vs. VOO - Dividend Comparison
SMPNY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
SMPNY and VOO 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.
SMPNY has higher volatility (8.46%) compared to VOO (4.16%). In terms of maximum drawdown, SMPNY dropped -43.80% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs 1.51), 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 VOO
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