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

Performance

IX vs. SONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ORIX Corporation (IX) 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, IX achieves a 34.15% return, which is significantly higher than SONY's -23.28% return. Both investments have delivered pretty close results over the past 10 years, with IX having a 13.64% annualized return and SONY not far ahead at 14.19%.


IX

1D
-2.87%
1M
0.90%
YTD
34.15%
6M
32.12%
1Y
86.71%
3Y*
34.08%
5Y*
20.72%
10Y*
13.64%

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

IX vs. SONY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IX
ORIX Corporation
34.15%43.44%17.66%19.98%-19.17%31.62%-4.86%16.58%-15.61%10.64%
SONY
Sony Group Corporation
-23.28%21.65%12.49%24.95%-39.26%25.64%49.70%41.89%7.96%61.31%

Correlation

The correlation between IX and SONY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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

0.47

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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 16, 1998

0.39

The correlation between IX and SONY shifts across timeframes, from 0.39 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IX:

$42.58B

SONY:

$118.55B

EPS

IX:

¥401.75

SONY:

-¥57.09

PS Ratio

IX:

2.11

SONY:

1.52

PB Ratio

IX:

1.53

SONY:

2.35

Total Revenue (TTM)

IX:

¥3.34T

SONY:

¥12.60T

Gross Profit (TTM)

IX:

¥1.17T

SONY:

¥3.88T

EBITDA (TTM)

IX:

¥1.27T

SONY:

¥2.87T

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Return for Risk

IX vs. SONY — Risk / Return Rank

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

IX
IX Risk / Return Rank: 9393
Overall Rank
IX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IX Omega Ratio Rank: 9595
Omega Ratio Rank
IX Calmar Ratio Rank: 9090
Calmar Ratio Rank
IX Martin Ratio Rank: 9191
Martin Ratio Rank

SONY
SONY Risk / Return Rank: 1818
Overall Rank
SONY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SONY Sortino Ratio Rank: 1414
Sortino Ratio Rank
SONY Omega Ratio Rank: 1717
Omega Ratio Rank
SONY Calmar Ratio Rank: 2323
Calmar Ratio Rank
SONY Martin Ratio Rank: 2222
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.

IX vs. SONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ORIX Corporation (IX) 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.


IXSONYDifference
Sharpe ratioReturn per unit of total volatility

+3.90

Sortino ratioReturn per unit of downside risk

+4.88

Omega ratioGain probability vs. loss probability

1.54

0.91

+0.63

Calmar ratioReturn relative to maximum drawdown

4.29

-0.55

+4.84

Martin ratioReturn relative to average drawdown

12.32

-0.97

+13.29

IX vs. SONY - Sharpe Ratio Comparison

The current IX Sharpe Ratio is 3.24, which is higher than the SONY Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of IX 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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Drawdowns

IX vs. SONY - Drawdown Comparison

The maximum IX drawdown since its inception was -93.82%, roughly equal to the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for IX and SONY.


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Drawdown Indicators


IXSONYDifference

Max Drawdown

Largest peak-to-trough decline

-93.82%

-93.18%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-35.53%

+15.20%

Max Drawdown (3Y)

Largest decline over 3 years

-24.34%

-35.53%

+11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

-50.56%

+12.89%

Max Drawdown (10Y)

Largest decline over 10 years

-47.23%

-50.56%

+3.33%

Current Drawdown

Current decline from peak

-2.87%

-35.10%

+32.23%

Average Drawdown

Average peak-to-trough decline

-44.89%

-42.17%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

19.94%

-12.88%

Volatility

IX vs. SONY - Volatility Comparison

ORIX Corporation (IX) and Sony Group Corporation (SONY) have volatilities of 8.83% and 9.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXSONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

9.27%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

22.63%

21.34%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.88%

29.78%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.08%

29.09%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

28.81%

-3.16%

Dividends

IX vs. SONY - Dividend Comparison

IX's dividend yield for the trailing twelve months is around 1.53%, more than SONY's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
IX
ORIX Corporation
1.53%3.43%3.63%3.22%1.94%0.00%2.17%0.00%0.00%1.41%2.40%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%

Financials

IX vs. SONY - Financials Comparison

This section allows you to compare key financial metrics between ORIX Corporation 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
938.86B
3.09T
(IX) Total Revenue
(SONY) Total Revenue
Values in JPY except per share items

IX vs. SONY - Profitability Comparison

The chart below illustrates the profitability comparison between ORIX Corporation 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

25.0%30.0%35.0%40.0%45.0%20222023202420252026
34.8%
30.8%
Portfolio components
IX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported a gross profit of 326.61B and revenue of 938.86B. Therefore, the gross margin over that period was 34.8%.

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%.

IX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported an operating income of 415.02B and revenue of 938.86B, resulting in an operating margin of 44.2%.

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%.

IX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ORIX Corporation reported a net income of 58.65B and revenue of 938.86B, resulting in a net margin of 6.3%.

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


IX and SONY have a correlation of 0.49, 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 IX (8.83%). In terms of maximum drawdown, IX dropped -93.82% vs SONY's -93.18%.

IX currently has the higher Sharpe Ratio (3.24 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.

Portfolio Optimizer

Find the right allocation for IX and SONY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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