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TKOMY vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TKOMY and GLD is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

TKOMY vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tokio Marine Holdings Inc (TKOMY) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,347.66%
530.28%
TKOMY
GLD

Key characteristics

Sharpe Ratio

TKOMY:

0.46

GLD:

2.02

Sortino Ratio

TKOMY:

0.88

GLD:

2.65

Omega Ratio

TKOMY:

1.13

GLD:

1.34

Calmar Ratio

TKOMY:

0.63

GLD:

3.88

Martin Ratio

TKOMY:

1.89

GLD:

10.48

Ulcer Index

TKOMY:

10.22%

GLD:

3.00%

Daily Std Dev

TKOMY:

41.67%

GLD:

15.61%

Max Drawdown

TKOMY:

-62.60%

GLD:

-45.56%

Current Drawdown

TKOMY:

-10.10%

GLD:

-2.93%

Returns By Period

In the year-to-date period, TKOMY achieves a 1.94% return, which is significantly lower than GLD's 15.52% return. Over the past 10 years, TKOMY has outperformed GLD with an annualized return of 19.16%, while GLD has yielded a comparatively lower 9.21% annualized return.


TKOMY

YTD

1.94%

1M

-0.54%

6M

-2.45%

1Y

17.07%

5Y*

24.04%

10Y*

19.16%

GLD

YTD

15.52%

1M

3.75%

6M

14.17%

1Y

32.24%

5Y*

12.91%

10Y*

9.21%

*Annualized

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Risk-Adjusted Performance

TKOMY vs. GLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TKOMY
The Risk-Adjusted Performance Rank of TKOMY is 7171
Overall Rank
The Sharpe Ratio Rank of TKOMY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TKOMY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of TKOMY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TKOMY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TKOMY is 7474
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9494
Overall Rank
The Sharpe Ratio Rank of GLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TKOMY vs. GLD - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TKOMY, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.00
TKOMY: 0.49
GLD: 2.02
The chart of Sortino ratio for TKOMY, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
TKOMY: 0.91
GLD: 2.65
The chart of Omega ratio for TKOMY, currently valued at 1.13, compared to the broader market0.501.001.502.00
TKOMY: 1.13
GLD: 1.34
The chart of Calmar ratio for TKOMY, currently valued at 0.67, compared to the broader market0.001.002.003.004.00
TKOMY: 0.67
GLD: 3.88
The chart of Martin ratio for TKOMY, currently valued at 2.00, compared to the broader market-10.000.0010.0020.00
TKOMY: 2.00
GLD: 10.48

The current TKOMY Sharpe Ratio is 0.46, which is lower than the GLD Sharpe Ratio of 2.02. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.49
2.02
TKOMY
GLD

Dividends

TKOMY vs. GLD - Dividend Comparison

Neither TKOMY nor GLD has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TKOMY
Tokio Marine Holdings Inc
0.00%0.00%0.00%1.54%6.87%12.69%10.74%13.44%8.90%8.40%6.69%4.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TKOMY vs. GLD - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.10%
-2.93%
TKOMY
GLD

Volatility

TKOMY vs. GLD - Volatility Comparison

Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 10.40% compared to SPDR Gold Trust (GLD) at 4.33%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.40%
4.33%
TKOMY
GLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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