TKOMY vs. SMPNY

Last updated Apr 2, 2026

Compare and contrast key facts about Tokio Marine Holdings Inc (TKOMY) and Sompo Holdings Inc ADR (SMPNY).

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.

TKOMY vs. SMPNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TKOMY Tokio Marine Holdings Inc	28.45%	4.28%	46.61%	16.29%	14.78%	6.20%	-5.38%	17.55%	-0.52%
SMPNY Sompo Holdings Inc ADR	17.13%	30.07%	65.00%	12.88%	3.41%	13.57%	-6.63%	10.20%	-11.88%

Fundamentals

Market Cap TKOMY : $90.41B SMPNY : $35.86B
EPS TKOMY : $559.23 SMPNY : $308.19
PE Ratio TKOMY : 0.08 SMPNY : 0.06
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 : $8.37T SMPNY : $5.90T
Gross Profit (TTM) TKOMY : $6.45T SMPNY : $5.90T
EBITDA (TTM) TKOMY : $654.21B SMPNY : $548.53B

Returns By Period

In the year-to-date period, TKOMY achieves a 28.45% return, which is significantly higher than SMPNY's 17.13% return.

TKOMY

• 1D: 0.76%
• 1M: 18.60%
• YTD: 28.45%
• 6M: 13.42%
• 1Y: 21.95%
• 3Y*: 36.43%
• 5Y*: 25.08%
• 10Y*: 16.51%

SMPNY

• 1D: 1.63%
• 1M: 3.65%
• YTD: 17.13%
• 6M: 30.65%
• 1Y: 30.12%
• 3Y*: 46.61%
• 5Y*: 27.01%
• 10Y*: —

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

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: 58
TKOMY Sharpe Ratio Rank: 61
TKOMY Sortino Ratio Rank: 57
TKOMY Omega Ratio Rank: 56
TKOMY Calmar Ratio Rank: 59
TKOMY Martin Ratio Rank: 59

SMPNY

SMPNY Risk / Return Rank: 69
SMPNY Sharpe Ratio Rank: 72
SMPNY Sortino Ratio Rank: 64
SMPNY Omega Ratio Rank: 64
SMPNY Calmar Ratio Rank: 75
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	0.58	0.97	-0.40
Sortino ratio Return per unit of downside risk	1.09	1.41	-0.32
Omega ratio Gain probability vs. loss probability	1.15	1.19	-0.04
Calmar ratio Return relative to maximum drawdown	0.85	1.93	-1.08
Martin ratio Return relative to average drawdown	1.93	4.17	-2.24
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 0.58, which is lower than the SMPNY Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TKOMY and SMPNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TKOMY	SMPNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.97	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.88	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.52	-0.27

Correlation

The correlation between TKOMY and SMPNY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TKOMY vs. SMPNY - Dividend Comparison

Neither TKOMY nor SMPNY has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
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%

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%	-15.38%	-10.80%
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	-5.47%	0.00%	-5.47%
Average Drawdown Average peak-to-trough decline	-16.64%	-9.07%	-7.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.50%	7.10%	+4.40%

Volatility

TKOMY vs. SMPNY - Volatility Comparison

Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 21.76% compared to Sompo Holdings Inc ADR (SMPNY) at 9.57%. This indicates that TKOMY's price experiences larger fluctuations and is considered to be riskier 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	21.76%	9.57%	+12.19%
Volatility (6M) Calculated over the trailing 6-month period	29.78%	19.05%	+10.73%
Volatility (1Y) Calculated over the trailing 1-year period	38.30%	31.13%	+7.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.65%	30.67%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.83%	39.45%	-11.62%

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 Apr 2026, Tokio Marine Holdings Inc reported a gross profit of 1.25T and revenue of 2.23T. Therefore, the gross margin over that period was 56.0%.

SMPNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported a gross profit of 1.66T and revenue of 1.66T. 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 Apr 2026, Tokio Marine Holdings Inc reported an operating income of 320.72B and revenue of 2.23T, resulting in an operating margin of 14.4%.

SMPNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported an operating income of 216.31B and revenue of 1.66T, resulting in an operating margin of 13.0%.

TKOMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tokio Marine Holdings Inc reported a net income of 216.27B and revenue of 2.23T, resulting in a net margin of 9.7%.

SMPNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sompo Holdings Inc ADR reported a net income of 160.77B and revenue of 1.66T, resulting in a net margin of 9.7%.