TKOMY vs. JXI
TKOMY (Tokio Marine Holdings Inc) is a stock, while JXI (iShares Global Utilities ETF) is Utilities Equities fund tracking the S&P Global Utilities Index. Over the past 10 years, TKOMY returned 15.26%/yr vs 9.02%/yr for JXI. At a 0.29 correlation, their price movements are largely independent.
Performance
TKOMY vs. JXI - Performance Comparison
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Returns By Period
In the year-to-date period, TKOMY achieves a 27.29% return, which is significantly higher than JXI's 9.46% return. Over the past 10 years, TKOMY has outperformed JXI with an annualized return of 15.26%, while JXI has yielded a comparatively lower 9.02% annualized return.
TKOMY
- 1D
- -1.84%
- 1M
- 3.00%
- 6M
- 24.26%
- YTD
- 27.29%
- 1Y
- 19.22%
- 3Y*
- 29.46%
- 5Y*
- 25.31%
- 10Y*
- 15.26%
JXI
- 1D
- -0.17%
- 1M
- 1.12%
- 6M
- 7.29%
- YTD
- 9.46%
- 1Y
- 18.80%
- 3Y*
- 15.53%
- 5Y*
- 9.98%
- 10Y*
- 9.02%
TKOMY vs. JXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TKOMY Tokio Marine Holdings Inc | 27.29% | 4.28% | 46.61% | 16.29% | 14.78% | 6.20% | -5.38% | 17.55% | 3.65% | 13.57% |
JXI iShares Global Utilities ETF | 9.46% | 25.91% | 13.14% | 0.63% | -4.17% | 10.88% | 5.19% | 23.94% | 2.31% | 14.79% |
Correlation
The correlation between TKOMY and JXI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.29 |
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Return for Risk
TKOMY vs. JXI — Risk / Return Rank
TKOMY
JXI
TKOMY vs. JXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and iShares Global Utilities ETF (JXI). 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.
| TKOMY | JXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.34 | -1.60 |
| Martin ratioReturn relative to average drawdown | 1.61 | 6.41 | -4.80 |
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Drawdowns
TKOMY vs. JXI - Drawdown Comparison
The maximum TKOMY drawdown since its inception was -56.95%, which is greater than JXI's maximum drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for TKOMY and JXI.
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Drawdown Indicators
| TKOMY | JXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.95% | -50.23% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -8.09% | -18.09% |
Max Drawdown (3Y)Largest decline over 3 years | -27.67% | -16.29% | -11.38% |
Max Drawdown (5Y)Largest decline over 5 years | -27.67% | -22.45% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -34.20% | +1.88% |
Current DrawdownCurrent decline from peak | -6.33% | -3.71% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -16.52% | -12.77% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 2.94% | +9.04% |
Volatility
TKOMY vs. JXI - Volatility Comparison
Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 10.70% compared to iShares Global Utilities ETF (JXI) at 3.80%. This indicates that TKOMY's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TKOMY | JXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.70% | 3.80% | +6.90% |
Volatility (6M)Calculated over the trailing 6-month period | 29.47% | 10.88% | +18.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.57% | 13.08% | +23.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.07% | 15.42% | +15.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 16.97% | +10.75% |
Dividends
TKOMY vs. JXI - Dividend Comparison
TKOMY has not paid dividends to shareholders, while JXI's dividend yield for the trailing twelve months is around 2.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JXI iShares Global Utilities ETF | 2.41% | 2.56% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% |
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% | 0.00% |
Frequently Asked Questions
TKOMY and JXI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKOMY has higher volatility (10.70%) compared to JXI (3.80%). In terms of maximum drawdown, TKOMY dropped -56.95% vs JXI's -50.23%.
JXI currently has the higher Sharpe Ratio (1.44 vs 0.53), 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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