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NTTYY vs. SOBKY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTTYY and SOBKY is 0.01, 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

NTTYY vs. SOBKY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nippon Telegraph and Telephone Corp ADR (NTTYY) and SoftBank Corp (SOBKY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NTTYY:

0.46

SOBKY:

1.25

Sortino Ratio

NTTYY:

0.72

SOBKY:

1.67

Omega Ratio

NTTYY:

1.08

SOBKY:

1.21

Calmar Ratio

NTTYY:

0.26

SOBKY:

1.60

Martin Ratio

NTTYY:

0.99

SOBKY:

3.40

Ulcer Index

NTTYY:

7.57%

SOBKY:

7.08%

Daily Std Dev

NTTYY:

18.74%

SOBKY:

20.80%

Max Drawdown

NTTYY:

-84.64%

SOBKY:

-28.70%

Current Drawdown

NTTYY:

-18.34%

SOBKY:

-4.92%

Fundamentals

Market Cap

NTTYY:

$87.37B

SOBKY:

$71.39B

EPS

NTTYY:

$2.08

SOBKY:

$0.75

PE Ratio

NTTYY:

12.69

SOBKY:

20.09

PEG Ratio

NTTYY:

2.03

SOBKY:

1.88

PS Ratio

NTTYY:

0.01

SOBKY:

0.01

PB Ratio

NTTYY:

1.23

SOBKY:

3.74

Total Revenue (TTM)

NTTYY:

$3.24T

SOBKY:

$1.54T

Gross Profit (TTM)

NTTYY:

$917.09B

SOBKY:

$773.39B

EBITDA (TTM)

NTTYY:

$878.26B

SOBKY:

$490.88B

Returns By Period

In the year-to-date period, NTTYY achieves a 5.04% return, which is significantly lower than SOBKY's 19.79% return.


NTTYY

YTD

5.04%

1M

2.17%

6M

4.86%

1Y

8.63%

3Y*

-3.78%

5Y*

5.70%

10Y*

6.95%

SOBKY

YTD

19.79%

1M

1.48%

6M

20.56%

1Y

25.17%

3Y*

12.49%

5Y*

9.15%

10Y*

N/A

*Annualized

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SoftBank Corp

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NTTYY vs. SOBKY — Risk-Adjusted Performance Rank

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

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 6363
Overall Rank
The Sharpe Ratio Rank of NTTYY is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 5555
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 6565
Martin Ratio Rank

SOBKY
The Risk-Adjusted Performance Rank of SOBKY is 8484
Overall Rank
The Sharpe Ratio Rank of SOBKY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SOBKY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SOBKY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SOBKY is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SOBKY is 8181
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.

NTTYY vs. SOBKY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nippon Telegraph and Telephone Corp ADR (NTTYY) and SoftBank Corp (SOBKY). 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 NTTYY Sharpe Ratio is 0.46, which is lower than the SOBKY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of NTTYY and SOBKY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NTTYY vs. SOBKY - Dividend Comparison

Neither NTTYY nor SOBKY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NTTYY
Nippon Telegraph and Telephone Corp ADR
0.00%0.00%2.80%3.10%3.60%3.61%3.45%3.50%2.54%2.63%3.78%9.55%
SOBKY
SoftBank Corp
0.00%2.18%4.85%5.64%6.12%6.41%2.97%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NTTYY vs. SOBKY - Drawdown Comparison

The maximum NTTYY drawdown since its inception was -84.64%, which is greater than SOBKY's maximum drawdown of -28.70%. Use the drawdown chart below to compare losses from any high point for NTTYY and SOBKY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NTTYY vs. SOBKY - Volatility Comparison

The current volatility for Nippon Telegraph and Telephone Corp ADR (NTTYY) is 5.88%, while SoftBank Corp (SOBKY) has a volatility of 7.23%. This indicates that NTTYY experiences smaller price fluctuations and is considered to be less risky than SOBKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

NTTYY vs. SOBKY - Financials Comparison

This section allows you to compare key financial metrics between Nippon Telegraph and Telephone Corp ADR and SoftBank Corp. 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


1.00T1.50T2.00T2.50T3.00T3.50TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024April
3.24T
1.54T
(NTTYY) Total Revenue
(SOBKY) Total Revenue
Values in USD except per share items