CAJPY vs. SONY

Last updated Jun 3, 2026

CAJPY (Canon Inc.) and SONY (Sony Group Corporation) are both stocks. Both are in the Technology sector — CAJPY in Computer Hardware, SONY in Consumer Electronics. Over the past 10 years, CAJPY returned 1.84%/yr vs 15.76%/yr for SONY. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

CAJPY vs. SONY - Performance Comparison

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

Returns By Period

In the year-to-date period, CAJPY achieves a -7.61% return, which is significantly higher than SONY's -10.98% return. Over the past 10 years, CAJPY has underperformed SONY with an annualized return of 1.84%, while SONY has yielded a comparatively higher 15.76% annualized return.

CAJPY

• 1D: 0.52%
• 1M: 7.06%
• YTD: -7.61%
• 6M: -7.58%
• 1Y: -8.35%
• 3Y*: 4.51%
• 5Y*: 5.66%
• 10Y*: 1.84%

SONY

• 1D: 0.97%
• 1M: 15.22%
• YTD: -10.98%
• 6M: -20.23%
• 1Y: -14.98%
• 3Y*: 5.70%
• 5Y*: 3.47%
• 10Y*: 15.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAJPY vs. SONY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAJPY Canon Inc.	-7.61%	-7.51%	29.28%	20.27%	-7.62%	30.42%	-26.31%	-0.91%	-26.20%	35.57%
SONY Sony Group Corporation	-10.98%	21.65%	12.49%	24.95%	-39.26%	25.64%	49.70%	41.89%	7.96%	61.31%

Correlation

The correlation between CAJPY and SONY is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Mar 18, 1980	0.51

The correlation between CAJPY and SONY shifts across timeframes, from 0.39 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CAJPY : $23.91B SONY : $137.57B
EPS CAJPY : $348.71 SONY : -$57.09
PS Ratio CAJPY : 0.01 SONY : 0.01
PB Ratio CAJPY : 0.01 SONY : 0.02
Total Revenue (TTM) CAJPY : $4.70T SONY : $12.60T
Gross Profit (TTM) CAJPY : $2.19T SONY : $3.88T
EBITDA (TTM) CAJPY : $640.52B SONY : $2.87T

Return for Risk

CAJPY vs. SONY — Risk / Return Rank

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

CAJPY

CAJPY Risk / Return Rank: 23
CAJPY Sharpe Ratio Rank: 25
CAJPY Sortino Ratio Rank: 22
CAJPY Omega Ratio Rank: 22
CAJPY Calmar Ratio Rank: 27
CAJPY Martin Ratio Rank: 20

SONY

SONY Risk / Return Rank: 21
SONY Sharpe Ratio Rank: 18
SONY Sortino Ratio Rank: 17
SONY Omega Ratio Rank: 19
SONY Calmar Ratio Rank: 27
SONY Martin Ratio Rank: 27

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.

CAJPY vs. SONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canon Inc. (CAJPY) 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.

	CAJPY	SONY	Difference
Sharpe ratio Return per unit of total volatility	-0.35	-0.51	+0.16
Sortino ratio Return per unit of downside risk	-0.35	-0.62	+0.27
Omega ratio Gain probability vs. loss probability	0.96	0.93	+0.02
Calmar ratio Return relative to maximum drawdown	-0.41	-0.38	-0.02
Martin ratio Return relative to average drawdown	-1.00	-0.72	-0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAJPY vs. SONY - Sharpe Ratio Comparison

The current CAJPY Sharpe Ratio is -0.35, which is higher than the SONY Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of CAJPY 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.

Sharpe Ratios by Period

	CAJPY	SONY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.35	-0.51	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.12	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.55	-0.47
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.24	+0.06

Drawdowns

CAJPY vs. SONY - Drawdown Comparison

The maximum CAJPY drawdown since its inception was -68.72%, smaller than the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for CAJPY and SONY.

Drawdown Indicators

	CAJPY	SONY	Difference
Max Drawdown Largest peak-to-trough decline	-68.72%	-93.18%	+24.46%
Max Drawdown (1Y) Largest decline over 1 year	-22.23%	-35.10%	+12.87%
Max Drawdown (3Y) Largest decline over 3 years	-25.93%	-35.10%	+9.17%
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	-50.56%	+24.63%
Max Drawdown (10Y) Largest decline over 10 years	-60.76%	-50.56%	-10.20%
Current Drawdown Current decline from peak	-21.67%	-24.69%	+3.02%
Average Drawdown Average peak-to-trough decline	-20.45%	-42.19%	+21.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.99%	18.67%	-9.68%

Volatility

CAJPY vs. SONY - Volatility Comparison

The current volatility for Canon Inc. (CAJPY) is 4.97%, while Sony Group Corporation (SONY) has a volatility of 11.26%. This indicates that CAJPY 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.

Volatility by Period

	CAJPY	SONY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	11.26%	-6.29%
Volatility (6M) Calculated over the trailing 6-month period	18.39%	20.27%	-1.88%
Volatility (1Y) Calculated over the trailing 1-year period	24.06%	29.44%	-5.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.57%	28.95%	-5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.18%	28.80%	-5.62%

Dividends

CAJPY vs. SONY - Dividend Comparison

CAJPY's dividend yield for the trailing twelve months is around 1.98%, more than SONY's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAJPY Canon Inc.	1.98%	1.83%	1.64%	1.85%	4.15%	3.51%	3.92%	0.00%	0.00%	1.83%	5.03%	4.30%
SONY Sony Group Corporation	0.35%	0.59%	0.58%	0.59%	0.69%	0.43%	0.46%	0.54%	0.56%	0.45%	0.63%	0.34%

Financials

CAJPY vs. SONY - Profitability Comparison

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

CAJPY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canon Inc. reported a gross profit of 514.56B and revenue of 1.11T. Therefore, the gross margin over that period was 46.2%.

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%.

CAJPY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canon Inc. reported an operating income of 72.68B and revenue of 1.11T, resulting in an operating margin of 6.5%.

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%.

CAJPY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canon Inc. reported a net income of 49.19B and revenue of 1.11T, resulting in a net margin of 4.4%.

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

Can I hold both CAJPY and SONY in my portfolio?

CAJPY and SONY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CAJPY or SONY?

SONY has higher volatility (11.26%) compared to CAJPY (4.97%). In terms of maximum drawdown, CAJPY dropped -68.72% vs SONY's -93.18%.

Which has better risk-adjusted returns?

CAJPY currently has the higher Sharpe Ratio (-0.35 vs -0.51), 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.