TKOMY vs. GLD

In the year-to-date period, TKOMY achieves a 8.83% return, which is significantly lower than GLD's 25.85% return. Over the past 10 years, TKOMY has outperformed GLD with an annualized return of 19.07%, while GLD has yielded a comparatively lower 10.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and SPDR Gold Trust (GLD). 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.

The current TKOMY Sharpe Ratio is 0.60, which is lower than the GLD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of TKOMY and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TKOMY nor GLD has paid dividends to shareholders.

The maximum TKOMY drawdown since its inception was -62.60%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TKOMY and GLD. For additional features, visit the drawdowns tool.

Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 17.31% compared to SPDR Gold Trust (GLD) at 8.30%. This indicates that TKOMY's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.