PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SOBKY vs. NTTYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SOBKY and NTTYY is 0.32, 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.


-0.50.00.51.00.3

Performance

SOBKY vs. NTTYY - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.59%
-2.07%
SOBKY
NTTYY

Key characteristics

Sharpe Ratio

SOBKY:

-0.04

NTTYY:

-1.01

Sortino Ratio

SOBKY:

0.08

NTTYY:

-1.41

Omega Ratio

SOBKY:

1.01

NTTYY:

0.84

Calmar Ratio

SOBKY:

-0.05

NTTYY:

-0.64

Martin Ratio

SOBKY:

-0.11

NTTYY:

-0.96

Ulcer Index

SOBKY:

7.40%

NTTYY:

19.16%

Daily Std Dev

SOBKY:

19.65%

NTTYY:

18.32%

Max Drawdown

SOBKY:

-28.70%

NTTYY:

-84.65%

Current Drawdown

SOBKY:

-14.03%

NTTYY:

-23.81%

Fundamentals

Market Cap

SOBKY:

$58.31B

NTTYY:

$82.15B

EPS

SOBKY:

$0.67

NTTYY:

$2.18

PE Ratio

SOBKY:

18.30

NTTYY:

11.30

PEG Ratio

SOBKY:

1.79

NTTYY:

3.19

Total Revenue (TTM)

SOBKY:

$3.11T

NTTYY:

$6.90T

Gross Profit (TTM)

SOBKY:

$1.49T

NTTYY:

$1.66T

EBITDA (TTM)

SOBKY:

$803.02B

NTTYY:

$1.74T

Returns By Period

In the year-to-date period, SOBKY achieves a -2.54% return, which is significantly lower than NTTYY's -1.36% return.


SOBKY

YTD

-2.54%

1M

-7.26%

6M

-5.47%

1Y

-1.36%

5Y*

3.43%

10Y*

N/A

NTTYY

YTD

-1.36%

1M

-4.35%

6M

0.61%

1Y

-18.80%

5Y*

2.11%

10Y*

9.70%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SOBKY vs. NTTYY — Risk-Adjusted Performance Rank

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

SOBKY
The Risk-Adjusted Performance Rank of SOBKY is 4242
Overall Rank
The Sharpe Ratio Rank of SOBKY is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SOBKY is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SOBKY is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SOBKY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SOBKY is 4747
Martin Ratio Rank

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 1111
Overall Rank
The Sharpe Ratio Rank of NTTYY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 66
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 99
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 1111
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 2626
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.

SOBKY vs. NTTYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoftBank Corp (SOBKY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). 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.


Sharpe ratio
The chart of Sharpe ratio for SOBKY, currently valued at -0.04, compared to the broader market-4.00-2.000.002.00-0.04-1.01
The chart of Sortino ratio for SOBKY, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.08-1.41
The chart of Omega ratio for SOBKY, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.84
The chart of Calmar ratio for SOBKY, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.05-0.64
The chart of Martin ratio for SOBKY, currently valued at -0.11, compared to the broader market-10.000.0010.0020.00-0.11-0.96
SOBKY
NTTYY

The current SOBKY Sharpe Ratio is -0.04, which is higher than the NTTYY Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of SOBKY and NTTYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.04
-1.01
SOBKY
NTTYY

Dividends

SOBKY vs. NTTYY - Dividend Comparison

SOBKY's dividend yield for the trailing twelve months is around 2.24%, while NTTYY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SOBKY
SoftBank Corp
2.24%2.18%4.85%5.64%6.12%6.41%2.97%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

SOBKY vs. NTTYY - Drawdown Comparison

The maximum SOBKY drawdown since its inception was -28.70%, smaller than the maximum NTTYY drawdown of -84.65%. Use the drawdown chart below to compare losses from any high point for SOBKY and NTTYY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.03%
-23.81%
SOBKY
NTTYY

Volatility

SOBKY vs. NTTYY - Volatility Comparison

SoftBank Corp (SOBKY) has a higher volatility of 3.84% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 3.45%. This indicates that SOBKY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.84%
3.45%
SOBKY
NTTYY

Financials

SOBKY vs. NTTYY - Financials Comparison

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab