SEQUX vs. SFTBY

In the year-to-date period, SEQUX achieves a 9.20% return, which is significantly higher than SFTBY's -11.59% return. Over the past 10 years, SEQUX has underperformed SFTBY with an annualized return of -2.31%, while SFTBY has yielded a comparatively higher 5.90% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Sequoia Fund (SEQUX) and SoftBank Group Corp. (SFTBY). 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 SEQUX Sharpe Ratio is 0.89, which is higher than the SFTBY Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of SEQUX and SFTBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SEQUX's dividend yield for the trailing twelve months is around 0.33%, while SFTBY has not paid dividends to shareholders.

The maximum SEQUX drawdown since its inception was -61.08%, smaller than the maximum SFTBY drawdown of -65.46%. Use the drawdown chart below to compare losses from any high point for SEQUX and SFTBY. For additional features, visit the drawdowns tool.

The current volatility for Sequoia Fund (SEQUX) is 4.61%, while SoftBank Group Corp. (SFTBY) has a volatility of 13.56%. This indicates that SEQUX experiences smaller price fluctuations and is considered to be less risky than SFTBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.