SONO vs. C
SONO (Sonos, Inc.) and C (Citigroup Inc.) are both stocks. SONO operates in Consumer Electronics (Technology), while C operates in Banks - Diversified (Financial Services). Over the past 5 years, SONO returned -15.17%/yr vs 18.24%/yr for C. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
SONO vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, SONO achieves a -16.51% return, which is significantly lower than C's 14.64% return.
SONO
- 1D
- 1.59%
- 1M
- 7.64%
- 6M
- 2.16%
- YTD
- -16.51%
- 1Y
- 41.51%
- 3Y*
- -5.35%
- 5Y*
- -15.17%
- 10Y*
- —
- ALL TIME*
- -1.09%
C
- 1D
- 0.10%
- 1M
- -5.37%
- 6M
- 15.61%
- YTD
- 14.64%
- 1Y
- 47.50%
- 3Y*
- 45.88%
- 5Y*
- 18.24%
- 10Y*
- 15.27%
- ALL TIME*
- 6.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44B | $1.70B | $1.69B | |
SONO Sonos, Inc. | $35.80M | $33.15M | $30.98M |
SONO vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SONO Sonos, Inc. | -16.51% | 16.76% | -12.25% | 1.42% | -43.29% | 27.40% | 49.74% | 59.06% | -38.62% |
C Citigroup Inc. | 14.64% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -26.67% |
Correlation
The correlation between SONO and C is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.35 |
The correlation between SONO and C shifts across timeframes, from 0.26 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SONO:
$1.73B
C:
$227.12B
SONO:
-$0.31
C:
$9.84
SONO:
1.21
C:
1.56
SONO:
4.40
C:
1.19
SONO:
$1.49B
C:
$153.60B
SONO:
$693.21M
C:
$83.82B
SONO:
$110.62M
C:
$28.05B
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Return for Risk
SONO vs. C — Risk / Return Rank
SONO
C
SONO vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sonos, Inc. (SONO) and Citigroup Inc. (C). 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.
| SONO | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.03 | -1.97 |
| Martin ratioReturn relative to average drawdown | 1.99 | 7.98 | -5.99 |
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Drawdowns
SONO vs. C - Drawdown Comparison
The maximum SONO drawdown since its inception was -82.46%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for SONO and C.
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Drawdown Indicators
| SONO | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.46% | -98.00% | +15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -33.72% | -14.76% | -18.96% |
Max Drawdown (3Y)Largest decline over 3 years | -60.53% | -31.31% | -29.22% |
Max Drawdown (5Y)Largest decline over 5 years | -81.36% | -44.31% | -37.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.51% | — |
Current DrawdownCurrent decline from peak | -66.60% | -64.65% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -49.86% | -43.56% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 5.60% | +12.33% |
Volatility
SONO vs. C - Volatility Comparison
Sonos, Inc. (SONO) has a higher volatility of 26.72% compared to Citigroup Inc. (C) at 10.45%. This indicates that SONO's price experiences larger fluctuations and is considered to be riskier than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONO | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.72% | 10.45% | +16.27% |
Volatility (6M)Calculated over the trailing 6-month period | 38.17% | 23.30% | +14.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.57% | 29.21% | +18.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.35% | 29.27% | +19.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.07% | 33.10% | +21.97% |
Dividends
SONO vs. C - Dividend Comparison
SONO has not paid dividends to shareholders, while C's dividend yield for the trailing twelve months is around 1.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.81% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
SONO Sonos, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SONO vs. C - Financials Comparison
This section allows you to compare key financial metrics between Sonos, Inc. and Citigroup Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SONO vs. C - Profitability Comparison
SONO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sonos, Inc. reported a gross profit of 189.31M and revenue of 375.26M. Therefore, the gross margin over that period was 50.5%.
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Citigroup Inc. reported a gross profit of 24.77B and revenue of 24.77B. Therefore, the gross margin over that period was 100.0%.
SONO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sonos, Inc. reported an operating income of 24.95M and revenue of 375.26M, resulting in an operating margin of 6.7%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Citigroup Inc. reported an operating income of 8.03B and revenue of 24.77B, resulting in an operating margin of 32.4%.
SONO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sonos, Inc. reported a net income of -64.91M and revenue of 375.26M, resulting in a net margin of -17.3%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Citigroup Inc. reported a net income of 5.83B and revenue of 24.77B, resulting in a net margin of 23.5%.
Frequently Asked Questions
SONO and C have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONO has higher volatility (26.72%) compared to C (10.45%). In terms of maximum drawdown, SONO dropped -82.46% vs C's -98.00%.
C currently has the higher Sharpe Ratio (1.54 vs 0.76), 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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