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NKE vs. SONY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NKE and SONY is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

NKE vs. SONY - Performance Comparison

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

0.00%1,000,000.00%2,000,000.00%3,000,000.00%4,000,000.00%NovemberDecember2025FebruaryMarchApril
2,602,172.73%
6,466.36%
NKE
SONY

Key characteristics

Sharpe Ratio

NKE:

-0.97

SONY:

0.91

Sortino Ratio

NKE:

-1.18

SONY:

1.42

Omega Ratio

NKE:

0.81

SONY:

1.18

Calmar Ratio

NKE:

-0.53

SONY:

0.73

Martin Ratio

NKE:

-1.89

SONY:

5.01

Ulcer Index

NKE:

18.75%

SONY:

5.51%

Daily Std Dev

NKE:

36.69%

SONY:

30.30%

Max Drawdown

NKE:

-67.17%

SONY:

-91.85%

Current Drawdown

NKE:

-66.18%

SONY:

-14.90%

Fundamentals

Market Cap

NKE:

$84.68B

SONY:

$137.75B

EPS

NKE:

$3.01

SONY:

$1.26

PE Ratio

NKE:

19.02

SONY:

17.32

PEG Ratio

NKE:

5.99

SONY:

3.81

Total Revenue (TTM)

NKE:

$47.82B

SONY:

$10.33T

Gross Profit (TTM)

NKE:

$20.96B

SONY:

$2.85T

EBITDA (TTM)

NKE:

$4.77B

SONY:

$2.12T

Returns By Period

In the year-to-date period, NKE achieves a -23.96% return, which is significantly lower than SONY's 3.12% return. Over the past 10 years, NKE has underperformed SONY with an annualized return of 2.60%, while SONY has yielded a comparatively higher 16.06% annualized return.


NKE

YTD

-23.96%

1M

-26.42%

6M

-29.69%

1Y

-34.52%

5Y*

-5.09%

10Y*

2.60%

SONY

YTD

3.12%

1M

-10.35%

6M

15.02%

1Y

29.48%

5Y*

15.52%

10Y*

16.06%

*Annualized

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Risk-Adjusted Performance

NKE vs. SONY — Risk-Adjusted Performance Rank

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

NKE
The Risk-Adjusted Performance Rank of NKE is 1111
Overall Rank
The Sharpe Ratio Rank of NKE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of NKE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of NKE is 88
Omega Ratio Rank
The Calmar Ratio Rank of NKE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of NKE is 33
Martin Ratio Rank

SONY
The Risk-Adjusted Performance Rank of SONY is 8181
Overall Rank
The Sharpe Ratio Rank of SONY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SONY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SONY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SONY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SONY is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NKE vs. SONY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NIKE, Inc. (NKE) 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.


Sharpe ratio
The chart of Sharpe ratio for NKE, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.00
NKE: -0.97
SONY: 0.91
The chart of Sortino ratio for NKE, currently valued at -1.18, compared to the broader market-6.00-4.00-2.000.002.004.00
NKE: -1.18
SONY: 1.42
The chart of Omega ratio for NKE, currently valued at 0.81, compared to the broader market0.501.001.502.00
NKE: 0.81
SONY: 1.18
The chart of Calmar ratio for NKE, currently valued at -0.53, compared to the broader market0.001.002.003.004.00
NKE: -0.53
SONY: 0.73
The chart of Martin ratio for NKE, currently valued at -1.89, compared to the broader market-10.000.0010.0020.00
NKE: -1.89
SONY: 5.01

The current NKE Sharpe Ratio is -0.97, which is lower than the SONY Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of NKE and SONY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.97
0.91
NKE
SONY

Dividends

NKE vs. SONY - Dividend Comparison

NKE's dividend yield for the trailing twelve months is around 2.69%, more than SONY's 0.30% yield.


TTM20242023202220212020201920182017201620152014
NKE
NIKE, Inc.
2.69%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%
SONY
Sony Group Corporation
0.30%1.67%0.59%2.09%0.43%1.41%0.54%2.80%0.49%3.30%1.71%0.72%

Drawdowns

NKE vs. SONY - Drawdown Comparison

The maximum NKE drawdown since its inception was -67.17%, smaller than the maximum SONY drawdown of -91.85%. Use the drawdown chart below to compare losses from any high point for NKE and SONY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.18%
-14.90%
NKE
SONY

Volatility

NKE vs. SONY - Volatility Comparison

NIKE, Inc. (NKE) has a higher volatility of 17.60% compared to Sony Group Corporation (SONY) at 12.47%. This indicates that NKE's price experiences larger fluctuations and is considered to be riskier than SONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.60%
12.47%
NKE
SONY

Financials

NKE vs. SONY - Financials Comparison

This section allows you to compare key financial metrics between NIKE, Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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