NTDOY vs. SONY
NTDOY (Nintendo Co., Ltd. ADR) and SONY (Sony Group Corporation) are both stocks. NTDOY operates in Electronic Gaming & Multimedia (Communication Services), while SONY operates in Consumer Electronics (Technology). Over the past 10 years, NTDOY returned 9.25%/yr vs 13.87%/yr for SONY. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
NTDOY vs. SONY - Performance Comparison
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Returns By Period
In the year-to-date period, NTDOY achieves a -28.05% return, which is significantly lower than SONY's -11.60% return. Over the past 10 years, NTDOY has underperformed SONY with an annualized return of 9.25%, while SONY has yielded a comparatively higher 13.87% annualized return.
NTDOY
- 1D
- 2.62%
- 1M
- 9.43%
- 6M
- -25.40%
- YTD
- -28.05%
- 1Y
- -42.27%
- 3Y*
- 4.48%
- 5Y*
- -0.76%
- 10Y*
- 9.25%
- ALL TIME*
- 5.62%
SONY
- 1D
- -2.71%
- 1M
- 8.85%
- 6M
- 2.31%
- YTD
- -11.60%
- 1Y
- -6.89%
- 3Y*
- 8.41%
- 5Y*
- 2.61%
- 10Y*
- 13.87%
- ALL TIME*
- 8.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $53.70M | $58.18M | $46.32M | |
| $142.07M | $116.34M | $140.07M |
NTDOY vs. SONY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTDOY Nintendo Co., Ltd. ADR | -28.05% | 16.19% | 13.11% | 24.66% | -10.74% | -27.51% | 61.36% | 50.76% | -26.56% | 76.94% |
SONY Sony Group Corporation | -11.60% | 21.65% | 12.49% | 24.95% | -39.26% | 25.64% | 49.70% | 41.89% | 7.96% | 61.31% |
Correlation
The correlation between NTDOY and SONY is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.33 |
Over the past year, NTDOY and SONY have become more correlated (0.53) than their long-term average of 0.33, meaning their price movements have been converging.
Fundamentals
NTDOY:
$55.80B
SONY:
$132.89B
NTDOY:
¥92.48
SONY:
-¥39.81
NTDOY:
3.76
SONY:
1.65
NTDOY:
2.96
SONY:
2.50
NTDOY:
¥2.34T
SONY:
¥12.82T
NTDOY:
¥921.95B
SONY:
¥4.08T
NTDOY:
¥500.07B
SONY:
¥2.83T
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Return for Risk
NTDOY vs. SONY — Risk / Return Rank
NTDOY
SONY
NTDOY vs. SONY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nintendo Co., Ltd. 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.
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.
| NTDOY | SONY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.99 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.19 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.11 | -0.31 | -0.80 |
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Drawdowns
NTDOY vs. SONY - Drawdown Comparison
The maximum NTDOY drawdown since its inception was -83.59%, smaller than the maximum SONY drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for NTDOY and SONY.
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Drawdown Indicators
| NTDOY | SONY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.59% | -93.18% | +9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -59.06% | -36.15% | -22.91% |
Max Drawdown (3Y)Largest decline over 3 years | -59.06% | -36.15% | -22.91% |
Max Drawdown (5Y)Largest decline over 5 years | -59.06% | -50.56% | -8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -59.06% | -50.56% | -8.50% |
Current DrawdownCurrent decline from peak | -51.27% | -25.21% | -26.06% |
Average DrawdownAverage peak-to-trough decline | -37.68% | -42.15% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.07% | 22.25% | +15.82% |
Volatility
NTDOY vs. SONY - Volatility Comparison
Nintendo Co., Ltd. ADR (NTDOY) has a higher volatility of 10.90% compared to Sony Group Corporation (SONY) at 9.36%. 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.
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Volatility by Period
| NTDOY | SONY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.90% | 9.36% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 32.84% | 23.39% | +9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.71% | 30.80% | +9.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.74% | 29.27% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.50% | 28.75% | +4.75% |
Dividends
NTDOY vs. SONY - Dividend Comparison
NTDOY has not paid dividends to shareholders, while SONY's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTDOY Nintendo Co., Ltd. ADR | 0.00% | 0.87% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.33% | 0.56% | 1.23% |
SONY Sony Group Corporation | 0.36% | 0.59% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.45% | 0.63% | 0.34% |
Financials
NTDOY vs. SONY - Financials Comparison
This section allows you to compare key financial metrics between Nintendo Co., Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities
NTDOY vs. SONY - Profitability Comparison
NTDOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Nintendo Co., Ltd. ADR reported a gross profit of 200.11B and revenue of 414.65B. Therefore, the gross margin over that period was 48.3%.
SONY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sony Group Corporation reported a gross profit of 1.04T and revenue of 2.84T. Therefore, the gross margin over that period was 36.7%.
NTDOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Nintendo Co., Ltd. ADR reported an operating income of 60.82B and revenue of 414.65B, resulting in an operating margin of 14.7%.
SONY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sony Group Corporation reported an operating income of 474.49B and revenue of 2.84T, resulting in an operating margin of 16.7%.
NTDOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Nintendo Co., Ltd. ADR reported a net income of 66.39B and revenue of 414.65B, resulting in a net margin of 16.0%.
SONY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sony Group Corporation reported a net income of 342.16B and revenue of 2.84T, resulting in a net margin of 12.1%.
Frequently Asked Questions
NTDOY and SONY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTDOY has higher volatility (10.90%) compared to SONY (9.36%). In terms of maximum drawdown, NTDOY dropped -83.59% vs SONY's -93.18%.
SONY currently has the higher Sharpe Ratio (-0.22 vs -1.04), 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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