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TKOMY vs. SMPNY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TKOMY and SMPNY is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

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.

150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
232.30%
198.13%
TKOMY
SMPNY

Key characteristics

Sharpe Ratio

TKOMY:

0.46

SMPNY:

1.00

Sortino Ratio

TKOMY:

0.88

SMPNY:

1.48

Omega Ratio

TKOMY:

1.13

SMPNY:

1.21

Calmar Ratio

TKOMY:

0.63

SMPNY:

1.59

Martin Ratio

TKOMY:

1.89

SMPNY:

6.42

Ulcer Index

TKOMY:

10.22%

SMPNY:

5.82%

Daily Std Dev

TKOMY:

41.67%

SMPNY:

37.52%

Max Drawdown

TKOMY:

-62.60%

SMPNY:

-45.81%

Current Drawdown

TKOMY:

-10.10%

SMPNY:

-12.19%

Fundamentals

Market Cap

TKOMY:

$67.98B

SMPNY:

$28.00B

EPS

TKOMY:

$3.71

SMPNY:

$1.62

PE Ratio

TKOMY:

9.13

SMPNY:

8.67

PEG Ratio

TKOMY:

0.60

SMPNY:

0.81

Total Revenue (TTM)

TKOMY:

$1.87T

SMPNY:

$1.48T

Gross Profit (TTM)

TKOMY:

$1.77T

SMPNY:

$1.46T

EBITDA (TTM)

TKOMY:

-$1.75B

SMPNY:

$26.14B

Returns By Period

In the year-to-date period, TKOMY achieves a 1.94% return, which is significantly lower than SMPNY's 6.28% return.


TKOMY

YTD

1.94%

1M

-0.54%

6M

-2.45%

1Y

17.07%

5Y*

24.04%

10Y*

19.16%

SMPNY

YTD

6.28%

1M

-8.86%

6M

25.78%

1Y

35.25%

5Y*

30.18%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TKOMY vs. SMPNY — 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

SMPNY
The Risk-Adjusted Performance Rank of SMPNY is 8787
Overall Rank
The Sharpe Ratio Rank of SMPNY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SMPNY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SMPNY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SMPNY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SMPNY is 9191
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. SMPNY - Risk-Adjusted Performance 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.


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
SMPNY: 1.00
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
SMPNY: 1.48
The chart of Omega ratio for TKOMY, currently valued at 1.13, compared to the broader market0.501.001.502.00
TKOMY: 1.13
SMPNY: 1.21
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
SMPNY: 1.59
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
SMPNY: 6.42

The current TKOMY Sharpe Ratio is 0.46, which is lower than the SMPNY Sharpe Ratio of 1.00. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.49
1.00
TKOMY
SMPNY

Dividends

TKOMY vs. SMPNY - Dividend Comparison

Neither TKOMY nor SMPNY 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%
SMPNY
Sompo Holdings Inc ADR
0.00%1.18%3.93%3.87%4.11%10.94%9.81%9.36%0.00%0.00%0.00%0.00%

Drawdowns

TKOMY vs. SMPNY - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -62.60%, which is greater than SMPNY's maximum drawdown of -45.81%. Use the drawdown chart below to compare losses from any high point for TKOMY and SMPNY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.10%
-12.19%
TKOMY
SMPNY

Volatility

TKOMY vs. SMPNY - Volatility Comparison

The current volatility for Tokio Marine Holdings Inc (TKOMY) is 10.40%, while Sompo Holdings Inc ADR (SMPNY) has a volatility of 11.08%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.40%
11.08%
TKOMY
SMPNY

Financials

TKOMY vs. SMPNY - Financials Comparison

This section allows you to compare key financial metrics between Tokio Marine Holdings Inc and Sompo Holdings Inc ADR. 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


Values in USD except per share items
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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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