EVUS vs. SONY
EVUS (Ishares ESG Aware MSCI USA Value ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while SONY (Sony Group Corporation) is a stock. Over the past 3 years, EVUS returned 15.70%/yr vs 3.05%/yr for SONY. At a 0.39 correlation, their price movements are largely independent.
Performance
EVUS vs. SONY - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 9.83% return, which is significantly higher than SONY's -23.28% return.
EVUS
- 1D
- -0.18%
- 1M
- 0.26%
- YTD
- 9.83%
- 6M
- 9.18%
- 1Y
- 20.48%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
SONY
- 1D
- 0.67%
- 1M
- -11.29%
- YTD
- -23.28%
- 6M
- -23.76%
- 1Y
- -19.36%
- 3Y*
- 3.05%
- 5Y*
- 0.85%
- 10Y*
- 14.19%
EVUS vs. SONY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 9.83% | 13.31% | 14.23% | 3.68% |
SONY Sony Group Corporation | -23.28% | 21.65% | 12.49% | 6.44% |
Correlation
The correlation between EVUS and SONY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.39 |
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Return for Risk
EVUS vs. SONY — Risk / Return Rank
EVUS
SONY
EVUS vs. SONY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) 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.
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.
| EVUS | SONY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.58 | ||
| Sortino ratioReturn per unit of downside risk | +3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.91 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | -0.55 | +3.21 |
| Martin ratioReturn relative to average drawdown | 11.13 | -0.97 | +12.11 |
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Drawdowns
EVUS vs. SONY - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for EVUS and SONY.
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Drawdown Indicators
| EVUS | SONY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -93.18% | +77.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -35.53% | +27.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -35.53% | +19.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -50.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.56% | — |
Current DrawdownCurrent decline from peak | -1.15% | -35.10% | +33.95% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -42.17% | +39.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 19.94% | -18.10% |
Volatility
EVUS vs. SONY - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 3.27%, while Sony Group Corporation (SONY) has a volatility of 9.27%. This indicates that EVUS 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
| EVUS | SONY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 9.27% | -6.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 21.34% | -13.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 29.78% | -19.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 29.09% | -16.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 28.81% | -16.09% |
Dividends
EVUS vs. SONY - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.53%, more than SONY's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.53% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SONY Sony Group Corporation | 0.41% | 0.59% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.45% | 0.63% | 0.34% |
Frequently Asked Questions
EVUS and SONY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONY has higher volatility (9.27%) compared to EVUS (3.27%). In terms of maximum drawdown, EVUS dropped -15.65% vs SONY's -93.18%.
EVUS currently has the higher Sharpe Ratio (1.93 vs -0.65), 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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