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TKOMY vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TKOMY and TQQQ is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

TKOMY vs. TQQQ - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
1,473.60%
12,878.31%
TKOMY
TQQQ

Key characteristics

Sharpe Ratio

TKOMY:

0.60

TQQQ:

0.04

Sortino Ratio

TKOMY:

1.05

TQQQ:

0.58

Omega Ratio

TKOMY:

1.15

TQQQ:

1.08

Calmar Ratio

TKOMY:

0.86

TQQQ:

0.05

Martin Ratio

TKOMY:

2.45

TQQQ:

0.13

Ulcer Index

TKOMY:

10.67%

TQQQ:

20.43%

Daily Std Dev

TKOMY:

43.74%

TQQQ:

74.97%

Max Drawdown

TKOMY:

-62.60%

TQQQ:

-81.66%

Current Drawdown

TKOMY:

-4.03%

TQQQ:

-41.90%

Returns By Period

In the year-to-date period, TKOMY achieves a 8.83% return, which is significantly higher than TQQQ's -31.73% return. Over the past 10 years, TKOMY has underperformed TQQQ with an annualized return of 19.07%, while TQQQ has yielded a comparatively higher 27.88% annualized return.


TKOMY

YTD

8.83%

1M

-1.78%

6M

9.46%

1Y

26.86%

5Y*

25.23%

10Y*

19.07%

TQQQ

YTD

-31.73%

1M

-15.02%

6M

-27.48%

1Y

3.28%

5Y*

28.11%

10Y*

27.88%

*Annualized

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Risk-Adjusted Performance

TKOMY vs. TQQQ — 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 7474
Overall Rank
The Sharpe Ratio Rank of TKOMY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TKOMY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TKOMY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TKOMY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TKOMY is 7777
Martin Ratio Rank

TQQQ
The Risk-Adjusted Performance Rank of TQQQ is 3030
Overall Rank
The Sharpe Ratio Rank of TQQQ is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of TQQQ is 4343
Sortino Ratio Rank
The Omega Ratio Rank of TQQQ is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TQQQ is 2222
Calmar Ratio Rank
The Martin Ratio Rank of TQQQ is 2121
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. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and ProShares UltraPro QQQ (TQQQ). 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.


The chart of Sharpe ratio for TKOMY, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.00
TKOMY: 0.60
TQQQ: 0.04
The chart of Sortino ratio for TKOMY, currently valued at 1.05, compared to the broader market-6.00-4.00-2.000.002.004.00
TKOMY: 1.05
TQQQ: 0.58
The chart of Omega ratio for TKOMY, currently valued at 1.15, compared to the broader market0.501.001.502.00
TKOMY: 1.15
TQQQ: 1.08
The chart of Calmar ratio for TKOMY, currently valued at 0.86, compared to the broader market0.001.002.003.004.005.00
TKOMY: 0.86
TQQQ: 0.05
The chart of Martin ratio for TKOMY, currently valued at 2.45, compared to the broader market-5.000.005.0010.0015.0020.00
TKOMY: 2.45
TQQQ: 0.13

The current TKOMY Sharpe Ratio is 0.60, which is higher than the TQQQ Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of TKOMY and TQQQ, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.60
0.04
TKOMY
TQQQ

Dividends

TKOMY vs. TQQQ - Dividend Comparison

TKOMY has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 1.83%.


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%
TQQQ
ProShares UltraPro QQQ
1.83%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

TKOMY vs. TQQQ - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -62.60%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for TKOMY and TQQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.03%
-41.90%
TKOMY
TQQQ

Volatility

TKOMY vs. TQQQ - Volatility Comparison

The current volatility for Tokio Marine Holdings Inc (TKOMY) is 17.31%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 48.66%. This indicates that TKOMY experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
17.31%
48.66%
TKOMY
TQQQ