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TKOMY vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TKOMY vs. TQQQ

Last updated Jun 26, 2026

TKOMY (Tokio Marine Holdings Inc) is a stock, while TQQQ (ProShares UltraPro QQQ) is Leveraged Equities fund tracking the NASDAQ-100 Index (300%). Over the past 10 years, TKOMY returned 15.82%/yr vs 46.45%/yr for TQQQ. At a 0.32 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, TKOMY achieves a 14.74% return, which is significantly lower than TQQQ's 42.40% return. Over the past 10 years, TKOMY has underperformed TQQQ with an annualized return of 15.82%, while TQQQ has yielded a comparatively higher 46.45% annualized return.

TKOMY

1D
-1.94%
1M
-8.38%
YTD
14.74%
6M
14.06%
1Y
5.00%
3Y*
24.10%
5Y*
23.24%
10Y*
15.82%

TQQQ

1D
2.25%
1M
-8.54%
YTD
42.40%
6M
35.61%
1Y
91.80%
3Y*
60.52%
5Y*
21.71%
10Y*
46.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TKOMY vs. TQQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TKOMY
Tokio Marine Holdings Inc		14.74%4.28%46.61%16.29%14.78%6.20%-5.38%17.55%3.65%13.57%
TQQQ
ProShares UltraPro QQQ		42.40%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between TKOMY and TQQQ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.27

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2010

0.32

Compare stocks, funds, or ETFs

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Tokio Marine Holdings Inc

ProShares UltraPro QQQ

Often compared with TKOMY:
TKOMY vs. NTTYYTKOMY vs. SMPNYTKOMY vs. CBTKOMY vs. SPYTKOMY vs. VOOTKOMY vs. SETKOMY vs. GLD
Often compared with TQQQ:
TQQQ vs. QQQTQQQ vs. SOXLTQQQ vs. QLDTQQQ vs. SQQQTQQQ vs. UPROTQQQ vs. SPXLTQQQ vs. TECL

Return for Risk

TKOMY vs. TQQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TKOMY
TKOMY Risk / Return Rank: 4747
Overall Rank
TKOMY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TKOMY Sortino Ratio Rank: 4444
Sortino Ratio Rank
TKOMY Omega Ratio Rank: 4343
Omega Ratio Rank
TKOMY Calmar Ratio Rank: 4949
Calmar Ratio Rank
TKOMY Martin Ratio Rank: 4949
Martin Ratio Rank
TQQQ
TQQQ Risk / Return Rank: 5555
Overall Rank
TQQQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5050
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 5252
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 5959
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 5353
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. TQQQ - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

TKOMYTQQQDifference
Sharpe ratioReturn per unit of total volatility
0.14
1.73

-1.59

Sortino ratioReturn per unit of downside risk
0.50
2.15

-1.65

Omega ratioGain probability vs. loss probability

1.06

1.29

-0.23

Calmar ratioReturn relative to maximum drawdown

0.19

2.50

-2.31

Martin ratioReturn relative to average drawdown

0.42

7.89

-7.47

TKOMY vs. TQQQ - Sharpe Ratio Comparison

The current TKOMY Sharpe Ratio is 0.14, which is lower than the TQQQ Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of TKOMY and TQQQ, 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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Drawdowns

TKOMY vs. TQQQ - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -56.95%, 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.

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Drawdown Indicators

TKOMYTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-56.95%

-81.66%

+24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-26.18%

-36.97%

+10.79%

Max Drawdown (3Y)

Largest decline over 3 years

-27.67%

-58.04%

+30.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.67%

-81.66%

+53.99%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

-81.66%

+49.34%

Current Drawdown

Current decline from peak

-15.56%

-14.07%

-1.49%

Average Drawdown

Average peak-to-trough decline

-16.55%

-18.49%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.92%

11.67%

+0.25%

Volatility

TKOMY vs. TQQQ - Volatility Comparison

The current volatility for Tokio Marine Holdings Inc (TKOMY) is 8.95%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 26.81%. 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.

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Volatility by Period

TKOMYTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

26.81%

-17.86%

Volatility (6M)

Calculated over the trailing 6-month period

28.45%

43.27%

-14.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.85%

53.22%

-17.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.86%

67.42%

-36.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.71%

66.30%

-38.59%

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 0.27%.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
TQQQ
ProShares UltraPro QQQ		0.27%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions

TKOMY and TQQQ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (26.81%) compared to TKOMY (8.95%). In terms of maximum drawdown, TKOMY dropped -56.95% vs TQQQ's -81.66%.

TQQQ currently has the higher Sharpe Ratio (1.73 vs 0.14), 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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