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AXP vs. SONY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AXP vs. SONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AXP) and Sony Group Corporation (SONY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXP achieves a -15.13% return, which is significantly lower than SONY's -13.48% return. Over the past 10 years, AXP has outperformed SONY with an annualized return of 18.65%, while SONY has yielded a comparatively lower 15.40% annualized return.


AXP

1D
0.53%
1M
-1.18%
YTD
-15.13%
6M
-13.33%
1Y
4.33%
3Y*
23.52%
5Y*
15.12%
10Y*
18.65%

SONY

1D
1.19%
1M
9.93%
YTD
-13.48%
6M
-19.60%
1Y
-16.69%
3Y*
4.55%
5Y*
3.10%
10Y*
15.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXP vs. SONY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXP
American Express Company
-15.13%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%
SONY
Sony Group Corporation
-13.48%21.65%12.49%24.95%-39.26%25.64%49.70%41.89%7.96%61.31%

Correlation

The correlation between AXP and SONY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.28

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

0.39

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 26, 1974

0.29

The correlation between AXP and SONY shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AXP:

$214.24B

SONY:

$133.70B

EPS

AXP:

$16.23

SONY:

-$57.09

PS Ratio

AXP:

2.62

SONY:

0.01

PB Ratio

AXP:

6.30

SONY:

0.02

Total Revenue (TTM)

AXP:

$82.41B

SONY:

$12.60T

Gross Profit (TTM)

AXP:

$68.81B

SONY:

$3.88T

EBITDA (TTM)

AXP:

$18.41B

SONY:

$2.87T

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Return for Risk

AXP vs. SONY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXP
AXP Risk / Return Rank: 4444
Overall Rank
AXP Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 4040
Sortino Ratio Rank
AXP Omega Ratio Rank: 4141
Omega Ratio Rank
AXP Calmar Ratio Rank: 4747
Calmar Ratio Rank
AXP Martin Ratio Rank: 4747
Martin Ratio Rank

SONY
SONY Risk / Return Rank: 2121
Overall Rank
SONY Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SONY Sortino Ratio Rank: 1616
Sortino Ratio Rank
SONY Omega Ratio Rank: 1818
Omega Ratio Rank
SONY Calmar Ratio Rank: 2626
Calmar Ratio Rank
SONY Martin Ratio Rank: 2525
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.

AXP vs. SONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and Sony Group Corporation (SONY). 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.


AXPSONYDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.05

0.92

+0.13

Calmar ratioReturn relative to maximum drawdown

0.18

-0.48

+0.66

Martin ratioReturn relative to average drawdown

0.40

-0.88

+1.28

AXP vs. SONY - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 0.17, which is higher than the SONY Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of AXP and SONY, 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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Sharpe Ratios by Period


AXPSONYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

-0.57

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.11

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.23

+0.05

Drawdowns

AXP vs. SONY - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, smaller than the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for AXP and SONY.


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Drawdown Indicators


AXPSONYDifference

Max Drawdown

Largest peak-to-trough decline

-83.91%

-93.18%

+9.27%

Max Drawdown (1Y)

Largest decline over 1 year

-23.90%

-35.10%

+11.20%

Max Drawdown (3Y)

Largest decline over 3 years

-28.76%

-35.10%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-31.55%

-50.56%

+19.01%

Max Drawdown (10Y)

Largest decline over 10 years

-49.64%

-50.56%

+0.92%

Current Drawdown

Current decline from peak

-18.42%

-26.80%

+8.38%

Average Drawdown

Average peak-to-trough decline

-22.05%

-42.18%

+20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.96%

18.93%

-7.97%

Volatility

AXP vs. SONY - Volatility Comparison

The current volatility for American Express Company (AXP) is 6.27%, while Sony Group Corporation (SONY) has a volatility of 10.40%. This indicates that AXP experiences smaller price fluctuations and is considered to be less risky than SONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXPSONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

10.40%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

20.03%

20.42%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.27%

29.55%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.49%

28.97%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.83%

28.79%

+3.04%

Dividends

AXP vs. SONY - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.09%, more than SONY's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.09%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
SONY
Sony Group Corporation
0.36%0.59%0.58%0.59%0.69%0.43%0.46%0.54%0.56%0.45%0.63%0.34%

Financials

AXP vs. SONY - Financials Comparison

This section allows you to compare key financial metrics between American Express Company and Sony Group Corporation. 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


0.001.00T2.00T3.00T4.00T20222023202420252026
20.88B
3.09T
(AXP) Total Revenue
(SONY) Total Revenue
Values in USD except per share items

AXP vs. SONY - Profitability Comparison

The chart below illustrates the profitability comparison between American Express Company and Sony Group Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
84.6%
30.8%
Portfolio components
AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, American Express Company reported a gross profit of 17.66B and revenue of 20.88B. Therefore, the gross margin over that period was 84.6%.

SONY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported a gross profit of 951.43B and revenue of 3.09T. Therefore, the gross margin over that period was 30.8%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, American Express Company reported an operating income of 6.60B and revenue of 20.88B, resulting in an operating margin of 31.6%.

SONY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported an operating income of 292.32B and revenue of 3.09T, resulting in an operating margin of 9.5%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, American Express Company reported a net income of 2.97B and revenue of 20.88B, resulting in a net margin of 14.2%.

SONY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported a net income of 84.39B and revenue of 3.09T, resulting in a net margin of 2.7%.


Frequently Asked Questions


AXP and SONY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SONY has higher volatility (10.40%) compared to AXP (6.27%). In terms of maximum drawdown, AXP dropped -83.91% vs SONY's -93.18%.

AXP currently has the higher Sharpe Ratio (0.17 vs -0.57), 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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