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

Correlation

The correlation between NTDOY and SONY is 0.32, 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.


Performance

NTDOY vs. SONY - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
1,525.45%
521.68%
NTDOY
SONY

Key characteristics

Sharpe Ratio

NTDOY:

2.37

SONY:

1.82

Sortino Ratio

NTDOY:

2.66

SONY:

2.03

Omega Ratio

NTDOY:

1.35

SONY:

1.26

Calmar Ratio

NTDOY:

3.16

SONY:

1.18

Martin Ratio

NTDOY:

11.74

SONY:

7.66

Ulcer Index

NTDOY:

5.93%

SONY:

5.82%

Daily Std Dev

NTDOY:

34.07%

SONY:

31.67%

Max Drawdown

NTDOY:

-83.05%

SONY:

-91.85%

Current Drawdown

NTDOY:

-4.57%

SONY:

-5.96%

Fundamentals

Market Cap

NTDOY:

$101.01B

SONY:

$155.25B

EPS

NTDOY:

$0.48

SONY:

$1.28

PE Ratio

NTDOY:

45.19

SONY:

19.72

PEG Ratio

NTDOY:

13.80

SONY:

3.81

PS Ratio

NTDOY:

0.08

SONY:

0.01

PB Ratio

NTDOY:

5.37

SONY:

2.72

Total Revenue (TTM)

NTDOY:

$523.30B

SONY:

$10.33T

Gross Profit (TTM)

NTDOY:

$317.93B

SONY:

$2.85T

EBITDA (TTM)

NTDOY:

$137.44B

SONY:

$2.12T

Returns By Period

In the year-to-date period, NTDOY achieves a 42.86% return, which is significantly higher than SONY's 15.55% return. Over the past 10 years, NTDOY has outperformed SONY with an annualized return of 19.29%, while SONY has yielded a comparatively lower 16.67% annualized return.


NTDOY

YTD

42.86%

1M

27.21%

6M

54.81%

1Y

78.98%

5Y*

17.54%

10Y*

19.29%

SONY

YTD

15.55%

1M

14.68%

6M

33.83%

1Y

56.57%

5Y*

15.15%

10Y*

16.67%

*Annualized

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Risk-Adjusted Performance

NTDOY vs. SONY — Risk-Adjusted Performance Rank

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

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9595
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY is 9696
Martin Ratio Rank

SONY
The Risk-Adjusted Performance Rank of SONY is 8888
Overall Rank
The Sharpe Ratio Rank of SONY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SONY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SONY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SONY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SONY is 9292
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.

NTDOY vs. SONY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nintendo Co ADR (NTDOY) 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.


The current NTDOY Sharpe Ratio is 2.37, which is higher than the SONY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of NTDOY 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
2.37
1.82
NTDOY
SONY

Dividends

NTDOY vs. SONY - Dividend Comparison

NTDOY's dividend yield for the trailing twelve months is around 0.46%, more than SONY's 0.27% yield.


TTM20242023202220212020201920182017201620152014
NTDOY
Nintendo Co ADR
0.46%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%
SONY
Sony Group Corporation
0.27%0.58%0.59%0.69%0.43%0.46%0.54%0.56%0.49%0.76%0.39%0.72%

Drawdowns

NTDOY vs. SONY - Drawdown Comparison

The maximum NTDOY drawdown since its inception was -83.05%, smaller than the maximum SONY drawdown of -91.85%. Use the drawdown chart below to compare losses from any high point for NTDOY and SONY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.57%
-5.96%
NTDOY
SONY

Volatility

NTDOY vs. SONY - Volatility Comparison

Nintendo Co ADR (NTDOY) has a higher volatility of 12.26% compared to Sony Group Corporation (SONY) at 9.99%. This indicates that NTDOY'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.


6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.26%
9.99%
NTDOY
SONY

Financials

NTDOY vs. SONY - Financials Comparison

This section allows you to compare key financial metrics between Nintendo Co 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


0.001.00T2.00T3.00T4.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
276.66B
4.41T
(NTDOY) Total Revenue
(SONY) Total Revenue
Values in USD except per share items