PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NTDOY vs. SONY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTDOY and SONY is 0.35, 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.


-0.50.00.51.00.3

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,038.39%
403.64%
NTDOY
SONY

Key characteristics

Sharpe Ratio

NTDOY:

0.85

SONY:

0.62

Sortino Ratio

NTDOY:

1.32

SONY:

1.08

Omega Ratio

NTDOY:

1.17

SONY:

1.13

Calmar Ratio

NTDOY:

1.11

SONY:

0.44

Martin Ratio

NTDOY:

2.62

SONY:

1.54

Ulcer Index

NTDOY:

9.37%

SONY:

11.11%

Daily Std Dev

NTDOY:

28.96%

SONY:

27.62%

Max Drawdown

NTDOY:

-83.05%

SONY:

-92.35%

Current Drawdown

NTDOY:

-5.59%

SONY:

-14.95%

Fundamentals

Market Cap

NTDOY:

$69.69B

SONY:

$131.97B

EPS

NTDOY:

$0.46

SONY:

$1.19

PE Ratio

NTDOY:

32.46

SONY:

18.26

PEG Ratio

NTDOY:

21.91

SONY:

3.81

Total Revenue (TTM)

NTDOY:

$1.12T

SONY:

$12.41T

Gross Profit (TTM)

NTDOY:

$634.76B

SONY:

$3.44T

EBITDA (TTM)

NTDOY:

$314.99B

SONY:

$2.42T

Returns By Period

In the year-to-date period, NTDOY achieves a 14.63% return, which is significantly higher than SONY's 11.36% return. Over the past 10 years, NTDOY has outperformed SONY with an annualized return of 21.00%, while SONY has yielded a comparatively lower 19.47% annualized return.


NTDOY

YTD

14.63%

1M

11.28%

6M

11.17%

1Y

22.15%

5Y*

10.79%

10Y*

21.00%

SONY

YTD

11.36%

1M

10.23%

6M

30.51%

1Y

14.44%

5Y*

11.05%

10Y*

19.47%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for NTDOY, currently valued at 0.85, compared to the broader market-4.00-2.000.002.000.850.62
The chart of Sortino ratio for NTDOY, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.321.08
The chart of Omega ratio for NTDOY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.13
The chart of Calmar ratio for NTDOY, currently valued at 1.11, compared to the broader market0.002.004.006.001.110.44
The chart of Martin ratio for NTDOY, currently valued at 2.62, compared to the broader market-5.000.005.0010.0015.0020.0025.002.621.54
NTDOY
SONY

The current NTDOY Sharpe Ratio is 0.85, which is higher than the SONY Sharpe Ratio of 0.62. 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.85
0.62
NTDOY
SONY

Dividends

NTDOY vs. SONY - Dividend Comparison

NTDOY's dividend yield for the trailing twelve months is around 1.19%, more than SONY's 0.27% yield.


TTM20232022202120202019201820172016201520142013
NTDOY
Nintendo Co ADR
1.19%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%0.65%
SONY
Sony Group Corporation
0.27%1.74%0.69%1.29%1.36%1.62%1.65%0.49%2.05%0.39%0.72%5.56%

Drawdowns

NTDOY vs. SONY - Drawdown Comparison

The maximum NTDOY drawdown since its inception was -83.05%, smaller than the maximum SONY drawdown of -92.35%. Use the drawdown chart below to compare losses from any high point for NTDOY and SONY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.59%
-14.95%
NTDOY
SONY

Volatility

NTDOY vs. SONY - Volatility Comparison

Nintendo Co ADR (NTDOY) has a higher volatility of 9.82% compared to Sony Group Corporation (SONY) at 8.16%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.82%
8.16%
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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab