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

Correlation

The correlation between SOBKY and NTTYY 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

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.

Loading data...

Key characteristics

Sharpe Ratio

SOBKY:

1.41

NTTYY:

0.78

Sortino Ratio

SOBKY:

1.86

NTTYY:

1.18

Omega Ratio

SOBKY:

1.23

NTTYY:

1.14

Calmar Ratio

SOBKY:

1.82

NTTYY:

0.47

Martin Ratio

SOBKY:

3.86

NTTYY:

1.81

Ulcer Index

SOBKY:

7.08%

NTTYY:

7.57%

Daily Std Dev

SOBKY:

20.71%

NTTYY:

18.93%

Max Drawdown

SOBKY:

-28.70%

NTTYY:

-84.64%

Current Drawdown

SOBKY:

-3.03%

NTTYY:

-13.76%

Fundamentals

Market Cap

SOBKY:

$72.82B

NTTYY:

$91.97B

EPS

SOBKY:

$0.74

NTTYY:

$2.05

PE Ratio

SOBKY:

20.77

NTTYY:

13.56

PEG Ratio

SOBKY:

1.93

NTTYY:

2.17

PS Ratio

SOBKY:

0.01

NTTYY:

0.01

PB Ratio

SOBKY:

3.84

NTTYY:

1.32

Total Revenue (TTM)

SOBKY:

$1.54T

NTTYY:

$3.24T

Gross Profit (TTM)

SOBKY:

$773.39B

NTTYY:

$917.09B

EBITDA (TTM)

SOBKY:

$490.88B

NTTYY:

$878.26B

Returns By Period

In the year-to-date period, SOBKY achieves a 22.18% return, which is significantly higher than NTTYY's 10.93% return.


SOBKY

YTD

22.18%

1M

3.36%

6M

19.15%

1Y

28.19%

3Y*

13.91%

5Y*

8.85%

10Y*

N/A

NTTYY

YTD

10.93%

1M

7.73%

6M

9.18%

1Y

13.58%

3Y*

-1.39%

5Y*

6.70%

10Y*

7.66%

*Annualized

Compare stocks, funds, or ETFs

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


SoftBank Corp

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

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 8585
Overall Rank
The Sharpe Ratio Rank of SOBKY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SOBKY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SOBKY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SOBKY is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SOBKY is 8282
Martin Ratio Rank

NTTYY
The Risk-Adjusted Performance Rank of NTTYY is 7171
Overall Rank
The Sharpe Ratio Rank of NTTYY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of NTTYY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of NTTYY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NTTYY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NTTYY is 7171
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.


The current SOBKY Sharpe Ratio is 1.41, which is higher than the NTTYY Sharpe Ratio of 0.78. 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.


Loading data...

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

SOBKY vs. NTTYY - Dividend Comparison

Neither SOBKY nor NTTYY has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
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 -84.64%. Use the drawdown chart below to compare losses from any high point for SOBKY and NTTYY.


Loading data...

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

Volatility

SOBKY vs. NTTYY - Volatility Comparison

SoftBank Corp (SOBKY) has a higher volatility of 6.87% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 6.47%. 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.


Loading data...

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


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