TKOMY vs. UPRO

In the year-to-date period, TKOMY achieves a 17.55% return, which is significantly higher than UPRO's -9.79% return. Over the past 10 years, TKOMY has underperformed UPRO with an annualized return of 20.43%, while UPRO has yielded a comparatively higher 21.55% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and ProShares UltraPro S&P 500 (UPRO). 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 current TKOMY Sharpe Ratio is 0.56, which is higher than the UPRO Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of TKOMY and UPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TKOMY has not paid dividends to shareholders, while UPRO's dividend yield for the trailing twelve months is around 1.11%.

The maximum TKOMY drawdown since its inception was -62.60%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for TKOMY and UPRO.

The current volatility for Tokio Marine Holdings Inc (TKOMY) is 9.36%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 14.24%. This indicates that TKOMY experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.