SFTBY vs. VFMO

Last updated Jun 24, 2026

SFTBY (SoftBank Group Corp.) is a stock, while VFMO (Vanguard U.S. Momentum Factor ETF) is Momentum fund actively managed by Vanguard. Over the past 5 years, SFTBY returned 17.92%/yr vs 14.02%/yr for VFMO. At a 0.47 correlation, their price movements are largely independent.

Performance

SFTBY vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoftBank Group Corp. (SFTBY) and Vanguard U.S. Momentum Factor ETF (VFMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFTBY achieves a 43.56% return, which is significantly higher than VFMO's 25.84% return.

SFTBY

• 1D: -8.46%
• 1M: -3.55%
• YTD: 43.56%
• 6M: 46.22%
• 1Y: 162.07%
• 3Y*: 52.89%
• 5Y*: 17.92%
• 10Y*: 19.79%

VFMO

• 1D: -2.31%
• 1M: 4.69%
• YTD: 25.84%
• 6M: 22.71%
• 1Y: 44.30%
• 3Y*: 27.88%
• 5Y*: 14.02%
• 10Y*: —

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

SFTBY vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SFTBY SoftBank Group Corp.	43.56%	97.32%	31.21%	4.09%	-12.04%	-37.79%	79.48%	33.08%	-21.59%
VFMO Vanguard U.S. Momentum Factor ETF	25.84%	17.39%	26.14%	16.25%	-12.84%	19.16%	31.36%	28.22%	-11.41%

Correlation

The correlation between SFTBY and VFMO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.47

The correlation between SFTBY and VFMO has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.

Return for Risk

SFTBY vs. VFMO — Risk / Return Rank

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

SFTBY

SFTBY Risk / Return Rank: 84
SFTBY Sharpe Ratio Rank: 89
SFTBY Sortino Ratio Rank: 85
SFTBY Omega Ratio Rank: 81
SFTBY Calmar Ratio Rank: 85
SFTBY Martin Ratio Rank: 79

VFMO

VFMO Risk / Return Rank: 67
VFMO Sharpe Ratio Rank: 63
VFMO Sortino Ratio Rank: 56
VFMO Omega Ratio Rank: 57
VFMO Calmar Ratio Rank: 80
VFMO Martin Ratio Rank: 80

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. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoftBank Group Corp. (SFTBY) and Vanguard U.S. Momentum Factor ETF (VFMO). 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.

	SFTBY	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	2.06	1.99	+0.07
Sortino ratio: Return per unit of downside risk	2.64	2.59	+0.05
Omega ratio: Gain probability vs. loss probability	1.30	1.34	-0.03
Calmar ratio: Return relative to maximum drawdown	3.21	4.05	-0.84
Martin ratio: Return relative to average drawdown	5.89	15.07	-9.18

SFTBY vs. VFMO - Sharpe Ratio Comparison

The current SFTBY Sharpe Ratio is 2.06, which is comparable to the VFMO Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of SFTBY and VFMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SFTBY vs. VFMO - Drawdown Comparison

The maximum SFTBY drawdown since its inception was -65.94%, which is greater than VFMO's maximum drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for SFTBY and VFMO.

Drawdown Indicators

	SFTBY	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-65.94%	-36.77%	-29.17%
Max Drawdown (1Y) Largest decline over 1 year	-50.78%	-10.98%	-39.80%
Max Drawdown (3Y) Largest decline over 3 years	-50.78%	-24.40%	-26.38%
Max Drawdown (5Y) Largest decline over 5 years	-53.34%	-25.80%	-27.54%
Max Drawdown (10Y) Largest decline over 10 years	-65.94%	—	—
Current Drawdown Current decline from peak	-29.04%	-2.31%	-26.73%
Average Drawdown Average peak-to-trough decline	-26.62%	-7.73%	-18.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.62%	2.95%	+24.67%

Volatility

SFTBY vs. VFMO - Volatility Comparison

SoftBank Group Corp. (SFTBY) has a higher volatility of 38.59% compared to Vanguard U.S. Momentum Factor ETF (VFMO) at 8.33%. This indicates that SFTBY's price experiences larger fluctuations and is considered to be riskier than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFTBY	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	38.59%	8.33%	+30.26%
Volatility (6M) Calculated over the trailing 6-month period	61.57%	17.49%	+44.08%
Volatility (1Y) Calculated over the trailing 1-year period	79.09%	22.34%	+56.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.66%	21.90%	+29.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.62%	23.64%	+21.98%

Dividends

SFTBY vs. VFMO - Dividend Comparison

SFTBY has not paid dividends to shareholders, while VFMO's dividend yield for the trailing twelve months is around 0.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VFMO Vanguard U.S. Momentum Factor ETF	0.39%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFTBY and VFMO in my portfolio?

SFTBY and VFMO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFTBY or VFMO?

SFTBY has higher volatility (38.59%) compared to VFMO (8.33%). In terms of maximum drawdown, SFTBY dropped -65.94% vs VFMO's -36.77%.

Which has better risk-adjusted returns?

SFTBY currently has the higher Sharpe Ratio (2.06 vs 1.99), 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.