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TKOMY vs. SE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TKOMY vs. SE - Performance Comparison

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

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Returns By Period

In the year-to-date period, TKOMY achieves a 19.36% return, which is significantly higher than SE's -29.87% return.


TKOMY

1D
-0.59%
1M
-1.65%
YTD
19.36%
6M
25.15%
1Y
2.32%
3Y*
25.35%
5Y*
22.97%
10Y*
15.27%

SE

1D
-3.95%
1M
4.74%
YTD
-29.87%
6M
-33.75%
1Y
-46.03%
3Y*
14.63%
5Y*
-19.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TKOMY vs. SE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TKOMY
Tokio Marine Holdings Inc
19.36%4.28%46.61%16.29%14.78%6.20%-5.38%17.55%3.65%9.42%
SE
Sea Limited
-29.87%20.24%161.98%-22.16%-76.74%12.39%394.90%255.30%-15.08%-18.02%

Correlation

The correlation between TKOMY and SE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2017

0.14

Fundamentals

Market Cap

TKOMY:

$82.90B

SE:

$56.91B

EPS

TKOMY:

$520.68

SE:

$2.57

PE Ratio

TKOMY:

0.08

SE:

34.75

PEG Ratio

TKOMY:

0.00

SE:

0.16

PS Ratio

TKOMY:

0.01

SE:

2.22

PB Ratio

TKOMY:

0.02

SE:

4.43

Total Revenue (TTM)

TKOMY:

$7.71T

SE:

$25.19B

Gross Profit (TTM)

TKOMY:

$4.70T

SE:

$11.15B

EBITDA (TTM)

TKOMY:

$804.94B

SE:

$2.33B

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Return for Risk

TKOMY vs. SE — Risk / Return Rank

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

TKOMY
TKOMY Risk / Return Rank: 4141
Overall Rank
TKOMY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TKOMY Sortino Ratio Rank: 3838
Sortino Ratio Rank
TKOMY Omega Ratio Rank: 3838
Omega Ratio Rank
TKOMY Calmar Ratio Rank: 4242
Calmar Ratio Rank
TKOMY Martin Ratio Rank: 4242
Martin Ratio Rank

SE
SE Risk / Return Rank: 99
Overall Rank
SE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SE Sortino Ratio Rank: 66
Sortino Ratio Rank
SE Omega Ratio Rank: 88
Omega Ratio Rank
SE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SE Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TKOMY vs. SE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and Sea Limited (SE). 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.


TKOMYSEDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.05

0.83

+0.21

Calmar ratioReturn relative to maximum drawdown

0.09

-0.77

+0.86

Martin ratioReturn relative to average drawdown

0.20

-1.30

+1.50

TKOMY vs. SE - Sharpe Ratio Comparison

The current TKOMY Sharpe Ratio is 0.07, which is higher than the SE Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of TKOMY and SE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TKOMYSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

-0.92

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

-0.30

+1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.35

-0.12

Drawdowns

TKOMY vs. SE - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -56.95%, smaller than the maximum SE drawdown of -90.51%. Use the drawdown chart below to compare losses from any high point for TKOMY and SE.


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Drawdown Indicators


TKOMYSEDifference

Max Drawdown

Largest peak-to-trough decline

-56.95%

-90.51%

+33.56%

Max Drawdown (1Y)

Largest decline over 1 year

-26.18%

-60.22%

+34.04%

Max Drawdown (3Y)

Largest decline over 3 years

-27.67%

-60.22%

+32.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.67%

-90.51%

+62.84%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

Current Drawdown

Current decline from peak

-12.16%

-75.62%

+63.46%

Average Drawdown

Average peak-to-trough decline

-16.57%

-44.02%

+27.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.80%

35.47%

-23.67%

Volatility

TKOMY vs. SE - Volatility Comparison

The current volatility for Tokio Marine Holdings Inc (TKOMY) is 8.66%, while Sea Limited (SE) has a volatility of 18.82%. This indicates that TKOMY experiences smaller price fluctuations and is considered to be less risky than SE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TKOMYSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

18.82%

-10.16%

Volatility (6M)

Calculated over the trailing 6-month period

27.74%

37.41%

-9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

50.27%

-15.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.71%

64.07%

-33.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.72%

62.63%

-34.91%

Dividends

TKOMY vs. SE - Dividend Comparison

Neither TKOMY nor SE has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
SE
Sea Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Financials

TKOMY vs. SE - Financials Comparison

This section allows you to compare key financial metrics between Tokio Marine Holdings Inc and Sea Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.22T
7.10B
(TKOMY) Total Revenue
(SE) Total Revenue
Values in USD except per share items

TKOMY vs. SE - Profitability Comparison

The chart below illustrates the profitability comparison between Tokio Marine Holdings Inc and Sea Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
10.8%
44.3%
Portfolio components
TKOMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a gross profit of 132.23B and revenue of 1.22T. Therefore, the gross margin over that period was 10.8%.

SE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sea Limited reported a gross profit of 3.15B and revenue of 7.10B. Therefore, the gross margin over that period was 44.3%.

TKOMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported an operating income of 144.24B and revenue of 1.22T, resulting in an operating margin of 11.8%.

SE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sea Limited reported an operating income of 565.39M and revenue of 7.10B, resulting in an operating margin of 8.0%.

TKOMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a net income of 82.65B and revenue of 1.22T, resulting in a net margin of 6.8%.

SE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sea Limited reported a net income of 427.94M and revenue of 7.10B, resulting in a net margin of 6.0%.


Frequently Asked Questions


TKOMY and SE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SE has higher volatility (18.82%) compared to TKOMY (8.66%). In terms of maximum drawdown, TKOMY dropped -56.95% vs SE's -90.51%.

TKOMY currently has the higher Sharpe Ratio (0.07 vs -0.92), 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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