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

Performance

KKPNY vs. SONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Koninklijke KPN NV ADR (KKPNY) 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, KKPNY achieves a 9.14% return, which is significantly higher than SONY's -24.53% return. Over the past 10 years, KKPNY has underperformed SONY with an annualized return of 8.73%, while SONY has yielded a comparatively higher 14.22% annualized return.


KKPNY

1D
-1.56%
1M
-3.45%
YTD
9.14%
6M
9.14%
1Y
9.97%
3Y*
18.27%
5Y*
14.74%
10Y*
8.73%

SONY

1D
-3.45%
1M
-12.82%
YTD
-24.53%
6M
-24.82%
1Y
-22.26%
3Y*
2.78%
5Y*
0.21%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KKPNY vs. SONY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KKPNY
Koninklijke KPN NV ADR
9.14%36.86%10.58%17.26%3.98%2.95%8.34%8.18%-14.06%21.59%
SONY
Sony Group Corporation
-24.53%21.65%12.49%24.95%-39.26%25.64%49.70%41.89%7.96%61.31%

Correlation

The correlation between KKPNY and SONY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.10

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

0.15

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.25

The correlation between KKPNY and SONY shifts across timeframes, from 0.09 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KKPNY:

$20.97B

SONY:

$116.62B

EPS

KKPNY:

€0.42

SONY:

-¥57.09

PS Ratio

KKPNY:

1.61

SONY:

1.49

PB Ratio

KKPNY:

7.30

SONY:

2.31

Total Revenue (TTM)

KKPNY:

€11.43B

SONY:

¥12.60T

Gross Profit (TTM)

KKPNY:

€7.63B

SONY:

¥3.88T

EBITDA (TTM)

KKPNY:

€5.29B

SONY:

¥2.87T

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Return for Risk

KKPNY vs. SONY — Risk / Return Rank

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

KKPNY
KKPNY Risk / Return Rank: 5757
Overall Rank
KKPNY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
KKPNY Sortino Ratio Rank: 5353
Sortino Ratio Rank
KKPNY Omega Ratio Rank: 5151
Omega Ratio Rank
KKPNY Calmar Ratio Rank: 6161
Calmar Ratio Rank
KKPNY Martin Ratio Rank: 6161
Martin Ratio Rank

SONY
SONY Risk / Return Rank: 1616
Overall Rank
SONY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SONY Sortino Ratio Rank: 1313
Sortino Ratio Rank
SONY Omega Ratio Rank: 1515
Omega Ratio Rank
SONY Calmar Ratio Rank: 2121
Calmar Ratio Rank
SONY Martin Ratio Rank: 2020
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.

KKPNY vs. SONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Koninklijke KPN NV ADR (KKPNY) 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.


KKPNYSONYDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.10

0.89

+0.21

Calmar ratioReturn relative to maximum drawdown

0.84

-0.62

+1.46

Martin ratioReturn relative to average drawdown

1.71

-1.10

+2.81

KKPNY vs. SONY - Sharpe Ratio Comparison

The current KKPNY Sharpe Ratio is 0.47, which is higher than the SONY Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of KKPNY 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

KKPNY vs. SONY - Drawdown Comparison

The maximum KKPNY drawdown since its inception was -79.00%, smaller than the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for KKPNY and SONY.


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Drawdown Indicators


KKPNYSONYDifference

Max Drawdown

Largest peak-to-trough decline

-79.00%

-93.18%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-36.15%

+24.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-36.15%

+20.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-50.56%

+20.38%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

-50.56%

+5.09%

Current Drawdown

Current decline from peak

-9.84%

-36.15%

+26.31%

Average Drawdown

Average peak-to-trough decline

-23.50%

-42.17%

+18.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

20.18%

-14.33%

Volatility

KKPNY vs. SONY - Volatility Comparison

The current volatility for Koninklijke KPN NV ADR (KKPNY) is 5.53%, while Sony Group Corporation (SONY) has a volatility of 9.95%. This indicates that KKPNY 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


KKPNYSONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

9.95%

-4.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

21.62%

-5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

29.91%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

29.13%

-9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

28.82%

-4.88%

Dividends

KKPNY vs. SONY - Dividend Comparison

KKPNY's dividend yield for the trailing twelve months is around 4.23%, more than SONY's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
KKPNY
Koninklijke KPN NV ADR
4.23%4.01%4.99%4.69%4.96%4.20%4.04%3.73%4.53%3.82%16.80%2.77%
SONY
Sony Group Corporation
0.42%0.59%0.58%0.59%0.69%0.43%0.46%0.54%0.56%0.45%0.63%0.34%

Financials

KKPNY vs. SONY - Financials Comparison

This section allows you to compare key financial metrics between Koninklijke KPN NV ADR 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


0.001.00T2.00T3.00T4.00T202120222023202420252026
2.93B
3.09T
(KKPNY) Total Revenue
(SONY) Total Revenue
Please note, different currencies. KKPNY values in EUR, SONY values in JPY

KKPNY vs. SONY - Profitability Comparison

The chart below illustrates the profitability comparison between Koninklijke KPN NV ADR 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%202120222023202420252026
53.2%
30.8%
Portfolio components
KKPNY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Koninklijke KPN NV ADR reported a gross profit of 1.56B and revenue of 2.93B. Therefore, the gross margin over that period was 53.2%.

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%.

KKPNY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Koninklijke KPN NV ADR reported an operating income of 1.43B and revenue of 2.93B, resulting in an operating margin of 48.7%.

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%.

KKPNY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Koninklijke KPN NV ADR reported a net income of 473.47M and revenue of 2.93B, resulting in a net margin of 16.1%.

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


KKPNY and SONY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SONY has higher volatility (9.95%) compared to KKPNY (5.53%). In terms of maximum drawdown, KKPNY dropped -79.00% vs SONY's -93.18%.

KKPNY currently has the higher Sharpe Ratio (0.47 vs -0.75), 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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