NTDOY vs. SONY

Last updated Jun 4, 2026

NTDOY (Nintendo Co 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 12.51%/yr vs 15.45%/yr for SONY. At a 0.33 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, NTDOY achieves a -32.21% return, which is significantly lower than SONY's -13.28% return. Over the past 10 years, NTDOY has underperformed SONY with an annualized return of 12.51%, while SONY has yielded a comparatively higher 15.45% annualized return.

NTDOY

• 1D: -0.61%
• 1M: -6.00%
• YTD: -32.21%
• 6M: -43.64%
• 1Y: -44.08%
• 3Y*: 2.21%
• 5Y*: -5.74%
• 10Y*: 12.51%

SONY

• 1D: -2.59%
• 1M: 13.03%
• YTD: -13.28%
• 6M: -22.00%
• 1Y: -16.85%
• 3Y*: 4.78%
• 5Y*: 2.53%
• 10Y*: 15.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTDOY vs. SONY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NTDOY Nintendo Co ADR	-32.21%	16.19%	13.11%	24.66%	-10.74%	-27.51%	61.36%	50.76%	-26.56%	76.94%
SONY Sony Group Corporation	-13.28%	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 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.33

Over the past year, NTDOY and SONY have become more correlated (0.54) than their long-term average of 0.33, meaning their price movements have been converging.

Fundamentals

Market Cap NTDOY : $52.95B SONY : $134.01B
EPS NTDOY : $92.44 SONY : -$57.09
PS Ratio NTDOY : 0.02 SONY : 0.01
PB Ratio NTDOY : 0.02 SONY : 0.02
Total Revenue (TTM) NTDOY : $2.34T SONY : $12.60T
Gross Profit (TTM) NTDOY : $921.95B SONY : $3.88T
EBITDA (TTM) NTDOY : $500.07B SONY : $2.87T

Return for Risk

NTDOY vs. SONY — Risk / Return Rank

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

NTDOY

NTDOY Risk / Return Rank: 6
NTDOY Sharpe Ratio Rank: 3
NTDOY Sortino Ratio Rank: 4
NTDOY Omega Ratio Rank: 6
NTDOY Calmar Ratio Rank: 12
NTDOY Martin Ratio Rank: 7

SONY

SONY Risk / Return Rank: 19
SONY Sharpe Ratio Rank: 16
SONY Sortino Ratio Rank: 15
SONY Omega Ratio Rank: 17
SONY Calmar Ratio Rank: 24
SONY Martin Ratio Rank: 23

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.

NTDOY vs. SONY - Risk-Adjusted Trends 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.

	NTDOY	SONY	Difference
Sharpe ratio Return per unit of total volatility	-1.13	-0.57	-0.56
Sortino ratio Return per unit of downside risk	-1.74	-0.72	-1.01
Omega ratio Gain probability vs. loss probability	0.81	0.92	-0.12
Calmar ratio Return relative to maximum drawdown	-0.76	-0.48	-0.28
Martin ratio Return relative to average drawdown	-1.43	-0.90	-0.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTDOY vs. SONY - Sharpe Ratio Comparison

The current NTDOY Sharpe Ratio is -1.13, which is lower than the SONY Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of NTDOY 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.

Sharpe Ratios by Period

	NTDOY	SONY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.13	-0.57	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	0.09	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.54	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.23	-0.09

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.

Drawdown Indicators

	NTDOY	SONY	Difference
Max Drawdown Largest peak-to-trough decline	-83.59%	-93.18%	+9.59%
Max Drawdown (1Y) Largest decline over 1 year	-58.02%	-35.10%	-22.92%
Max Drawdown (3Y) Largest decline over 3 years	-58.02%	-35.10%	-22.92%
Max Drawdown (5Y) Largest decline over 5 years	-58.02%	-50.56%	-7.46%
Max Drawdown (10Y) Largest decline over 10 years	-58.02%	-50.56%	-7.46%
Current Drawdown Current decline from peak	-54.08%	-26.64%	-27.44%
Average Drawdown Average peak-to-trough decline	-37.57%	-42.19%	+4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.89%	18.72%	+12.17%

Volatility

NTDOY vs. SONY - Volatility Comparison

Nintendo Co ADR (NTDOY) has a higher volatility of 16.94% compared to Sony Group Corporation (SONY) at 11.66%. 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.

Volatility by Period

	NTDOY	SONY	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.94%	11.66%	+5.28%
Volatility (6M) Calculated over the trailing 6-month period	30.95%	20.33%	+10.62%
Volatility (1Y) Calculated over the trailing 1-year period	39.08%	29.48%	+9.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.10%	28.97%	+1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.29%	28.80%	+7.49%

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 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 - Profitability Comparison

The chart below illustrates the profitability comparison between Nintendo Co ADR and Sony Group Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

NTDOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nintendo Co 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 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%.

NTDOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nintendo Co 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 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%.

NTDOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nintendo Co 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 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

Can I hold both NTDOY and SONY in my portfolio?

NTDOY and SONY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTDOY or SONY?

NTDOY has higher volatility (16.94%) compared to SONY (11.66%). In terms of maximum drawdown, NTDOY dropped -83.59% vs SONY's -93.18%.

Which has better risk-adjusted returns?

SONY currently has the higher Sharpe Ratio (-0.57 vs -1.13), 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.