TKOMY vs. SMPNY

Last updated Jun 4, 2026

TKOMY (Tokio Marine Holdings Inc) and SMPNY (Sompo Holdings Inc ADR) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 5 years, TKOMY returned 22.97%/yr vs 23.19%/yr for SMPNY. At a 0.48 correlation, their price movements are largely independent.

Performance

TKOMY vs. SMPNY - Performance Comparison

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

Returns By Period

In the year-to-date period, TKOMY achieves a 19.36% return, which is significantly higher than SMPNY's 7.81% 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%

SMPNY

• 1D: -1.67%
• 1M: 1.50%
• YTD: 7.81%
• 6M: 12.60%
• 1Y: 20.49%
• 3Y*: 38.57%
• 5Y*: 23.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TKOMY vs. SMPNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TKOMY Tokio Marine Holdings Inc	19.36%	4.28%	46.61%	16.29%	14.78%	6.20%	-5.38%	17.55%	-0.52%
SMPNY Sompo Holdings Inc ADR	7.81%	30.07%	65.00%	12.88%	3.41%	13.57%	-6.63%	10.20%	-11.88%

Correlation

The correlation between TKOMY and SMPNY is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018	0.48

The correlation between TKOMY and SMPNY shifts across timeframes, from 0.48 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TKOMY : $82.90B SMPNY : $32.49B
EPS TKOMY : $520.68 SMPNY : $356.00
PE Ratio TKOMY : 0.08 SMPNY : 0.05
PEG Ratio TKOMY : 0.00 SMPNY : 0.00
PS Ratio TKOMY : 0.01 SMPNY : 0.01
PB Ratio TKOMY : 0.02 SMPNY : 0.01
Total Revenue (TTM) TKOMY : $7.71T SMPNY : $6.18T
Gross Profit (TTM) TKOMY : $4.70T SMPNY : $6.18T
EBITDA (TTM) TKOMY : $804.94B SMPNY : $724.05B

Return for Risk

TKOMY vs. SMPNY — Risk / Return Rank

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

TKOMY

TKOMY Risk / Return Rank: 41
TKOMY Sharpe Ratio Rank: 43
TKOMY Sortino Ratio Rank: 38
TKOMY Omega Ratio Rank: 38
TKOMY Calmar Ratio Rank: 42
TKOMY Martin Ratio Rank: 42

SMPNY

SMPNY Risk / Return Rank: 64
SMPNY Sharpe Ratio Rank: 64
SMPNY Sortino Ratio Rank: 57
SMPNY Omega Ratio Rank: 56
SMPNY Calmar Ratio Rank: 69
SMPNY Martin Ratio Rank: 72

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. SMPNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and Sompo Holdings Inc ADR (SMPNY). 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.

	TKOMY	SMPNY	Difference
Sharpe ratio Return per unit of total volatility	0.07	0.74	-0.67
Sortino ratio Return per unit of downside risk	0.37	1.12	-0.75
Omega ratio Gain probability vs. loss probability	1.05	1.14	-0.10
Calmar ratio Return relative to maximum drawdown	0.09	1.61	-1.52
Martin ratio Return relative to average drawdown	0.20	4.06	-3.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TKOMY vs. SMPNY - Sharpe Ratio Comparison

The current TKOMY Sharpe Ratio is 0.07, which is lower than the SMPNY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TKOMY and SMPNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TKOMY	SMPNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	0.74	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.76	0.00
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	0.46	-0.23

Drawdowns

TKOMY vs. SMPNY - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -56.95%, which is greater than SMPNY's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for TKOMY and SMPNY.

Drawdown Indicators

	TKOMY	SMPNY	Difference
Max Drawdown Largest peak-to-trough decline	-56.95%	-43.80%	-13.15%
Max Drawdown (1Y) Largest decline over 1 year	-26.18%	-12.82%	-13.36%
Max Drawdown (3Y) Largest decline over 3 years	-27.67%	-17.52%	-10.15%
Max Drawdown (5Y) Largest decline over 5 years	-27.67%	-22.06%	-5.61%
Max Drawdown (10Y) Largest decline over 10 years	-32.32%	—	—
Current Drawdown Current decline from peak	-12.16%	-9.44%	-2.72%
Average Drawdown Average peak-to-trough decline	-16.57%	-9.00%	-7.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.80%	5.06%	+6.74%

Volatility

TKOMY vs. SMPNY - Volatility Comparison

The current volatility for Tokio Marine Holdings Inc (TKOMY) is 8.66%, while Sompo Holdings Inc ADR (SMPNY) has a volatility of 12.97%. This indicates that TKOMY experiences smaller price fluctuations and is considered to be less risky than SMPNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TKOMY	SMPNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.66%	12.97%	-4.31%
Volatility (6M) Calculated over the trailing 6-month period	27.74%	21.29%	+6.45%
Volatility (1Y) Calculated over the trailing 1-year period	35.23%	28.04%	+7.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.71%	30.89%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.72%	39.37%	-11.65%

Dividends

TKOMY vs. SMPNY - Dividend Comparison

Neither TKOMY nor SMPNY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
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. SMPNY - Profitability Comparison

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

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%.

SMPNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sompo Holdings Inc ADR reported a gross profit of 1.53T and revenue of 1.53T. Therefore, the gross margin over that period was 100.0%.

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%.

SMPNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sompo Holdings Inc ADR reported an operating income of 168.42B and revenue of 1.53T, resulting in an operating margin of 11.0%.

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%.

SMPNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sompo Holdings Inc ADR reported a net income of 123.97B and revenue of 1.53T, resulting in a net margin of 8.1%.

Frequently Asked Questions

Can I hold both TKOMY and SMPNY in my portfolio?

TKOMY and SMPNY have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TKOMY or SMPNY?

SMPNY has higher volatility (12.97%) compared to TKOMY (8.66%). In terms of maximum drawdown, TKOMY dropped -56.95% vs SMPNY's -43.80%.

Which has better risk-adjusted returns?

SMPNY currently has the higher Sharpe Ratio (0.74 vs 0.07), 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.