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SFTBY vs. SEQUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SFTBY vs. SEQUX

Last updated Jun 26, 2026

SFTBY (SoftBank Group Corp.) is a stock, while SEQUX (Sequoia Fund) is Large Cap Growth Equities fund managed by Sequoia. Over the past 10 years, SFTBY returned 20.07%/yr vs 12.41%/yr for SEQUX. At a 0.41 correlation, their price movements are largely independent.

Performance

SFTBY vs. SEQUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoftBank Group Corp. (SFTBY) and Sequoia Fund (SEQUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFTBY achieves a 47.30% return, which is significantly higher than SEQUX's -2.85% return. Over the past 10 years, SFTBY has outperformed SEQUX with an annualized return of 20.07%, while SEQUX has yielded a comparatively lower 12.41% annualized return.

SFTBY

1D
3.98%
1M
-15.53%
YTD
47.30%
6M
49.52%
1Y
159.38%
3Y*
54.16%
5Y*
18.37%
10Y*
20.07%

SEQUX

1D
0.84%
1M
0.01%
YTD
-2.85%
6M
-3.08%
1Y
1.93%
3Y*
18.00%
5Y*
6.49%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFTBY vs. SEQUX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SFTBY
SoftBank Group Corp.		47.30%97.32%31.21%4.09%-12.04%-37.79%79.48%33.08%-17.63%21.00%
SEQUX
Sequoia Fund		-2.85%22.01%20.77%27.83%-30.61%25.35%23.54%29.18%-3.09%20.04%

Correlation

The correlation between SFTBY and SEQUX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2011

0.41

The correlation between SFTBY and SEQUX shifts across timeframes, from 0.33 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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SoftBank Group Corp.

Sequoia Fund

Often compared with SFTBY:
SFTBY vs. SOBKYSFTBY vs. SPYSFTBY vs. PRTHSFTBY vs. VTISFTBY vs. DANSKE.COSFTBY vs. BXSFTBY vs. VOO
Often compared with SEQUX:
SEQUX vs. SPYSEQUX vs. VOOSEQUX vs. ^GSPCSEQUX vs. FDSVXSEQUX vs. FCNTXSEQUX vs. IVVSEQUX vs. TQQQ

Return for Risk

SFTBY vs. SEQUX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SFTBY
SFTBY Risk / Return Rank: 8585
Overall Rank
SFTBY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SFTBY Sortino Ratio Rank: 8686
Sortino Ratio Rank
SFTBY Omega Ratio Rank: 8282
Omega Ratio Rank
SFTBY Calmar Ratio Rank: 8686
Calmar Ratio Rank
SFTBY Martin Ratio Rank: 8080
Martin Ratio Rank
SEQUX
SEQUX Risk / Return Rank: 44
Overall Rank
SEQUX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SEQUX Sortino Ratio Rank: 44
Sortino Ratio Rank
SEQUX Omega Ratio Rank: 44
Omega Ratio Rank
SEQUX Calmar Ratio Rank: 44
Calmar Ratio Rank
SEQUX Martin Ratio Rank: 44
Martin Ratio Rank
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.

SFTBY vs. SEQUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoftBank Group Corp. (SFTBY) and Sequoia Fund (SEQUX). 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.

SFTBYSEQUXDifference
Sharpe ratioReturn per unit of total volatility
2.03
0.13

+1.90

Sortino ratioReturn per unit of downside risk
2.62
0.30

+2.31

Omega ratioGain probability vs. loss probability

1.30

1.03

+0.27

Calmar ratioReturn relative to maximum drawdown

3.16

0.12

+3.04

Martin ratioReturn relative to average drawdown

5.77

0.35

+5.42

SFTBY vs. SEQUX - Sharpe Ratio Comparison

The current SFTBY Sharpe Ratio is 2.03, which is higher than the SEQUX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of SFTBY and SEQUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SFTBY vs. SEQUX - Drawdown Comparison

The maximum SFTBY drawdown since its inception was -65.94%, which is greater than SEQUX's maximum drawdown of -45.81%. Use the drawdown chart below to compare losses from any high point for SFTBY and SEQUX.

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Drawdown Indicators

SFTBYSEQUXDifference

Max Drawdown

Largest peak-to-trough decline

-65.94%

-45.81%

-20.13%

Max Drawdown (1Y)

Largest decline over 1 year

-50.78%

-16.62%

-34.16%

Max Drawdown (3Y)

Largest decline over 3 years

-50.78%

-16.62%

-34.16%

Max Drawdown (5Y)

Largest decline over 5 years

-53.34%

-38.07%

-15.27%

Max Drawdown (10Y)

Largest decline over 10 years

-65.94%

-38.07%

-27.87%

Current Drawdown

Current decline from peak

-27.19%

-6.72%

-20.47%

Average Drawdown

Average peak-to-trough decline

-26.62%

-7.55%

-19.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.74%

5.35%

+22.39%

Volatility

SFTBY vs. SEQUX - Volatility Comparison

SoftBank Group Corp. (SFTBY) has a higher volatility of 34.77% compared to Sequoia Fund (SEQUX) at 4.48%. This indicates that SFTBY's price experiences larger fluctuations and is considered to be riskier than SEQUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SFTBYSEQUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.77%

4.48%

+30.29%

Volatility (6M)

Calculated over the trailing 6-month period

61.49%

12.66%

+48.83%

Volatility (1Y)

Calculated over the trailing 1-year period

78.98%

15.37%

+63.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.67%

17.77%

+33.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.63%

17.99%

+27.64%

Dividends

SFTBY vs. SEQUX - Dividend Comparison

SFTBY has not paid dividends to shareholders, while SEQUX's dividend yield for the trailing twelve months is around 5.64%.

PositionTTM20252024202320222021202020192018201720162015
SEQUX
Sequoia Fund		5.64%9.72%4.97%0.00%3.09%14.82%13.50%8.14%25.71%13.72%18.84%5.07%
SFTBY
SoftBank Group Corp.		0.00%0.13%0.26%0.00%0.00%0.00%0.00%0.71%0.61%0.49%0.59%0.65%

Frequently Asked Questions

SFTBY and SEQUX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFTBY has higher volatility (34.77%) compared to SEQUX (4.48%). In terms of maximum drawdown, SFTBY dropped -65.94% vs SEQUX's -45.81%.

SFTBY currently has the higher Sharpe Ratio (2.03 vs 0.13), 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.

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