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SONO vs. SPYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SONO vs. SPYV

Last updated Jun 4, 2026

SONO (Sonos, Inc.) is a stock, while SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value. Over the past 5 years, SONO returned -15.00%/yr vs 10.68%/yr for SPYV. At a 0.44 correlation, their price movements are largely independent.

Performance

SONO vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sonos, Inc. (SONO) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SONO achieves a -10.48% return, which is significantly lower than SPYV's 7.46% return.

SONO

1D
-4.55%
1M
5.72%
YTD
-10.48%
6M
-17.48%
1Y
53.82%
3Y*
2.31%
5Y*
-15.00%
10Y*
—

SPYV

1D
-0.36%
1M
2.22%
YTD
7.46%
6M
7.77%
1Y
21.26%
3Y*
15.72%
5Y*
10.68%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SONO vs. SPYV - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SONO
Sonos, Inc.		-10.48%16.76%-12.25%1.42%-43.29%27.40%49.74%59.06%-50.68%
SPYV
SPDR Portfolio S&P 500 Value ETF		7.46%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-10.02%

Correlation

The correlation between SONO and SPYV is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2018

0.44

Compare stocks, funds, or ETFs

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

Sonos, Inc.

SPDR Portfolio S&P 500 Value ETF

Often compared with SONO:
SONO vs. SPYSONO vs. VFIAXSONO vs. CRSRSONO vs. AMDSONO vs. CSONO vs. BACSONO vs. AGG
Often compared with SPYV:
SPYV vs. SPYGSPYV vs. VTVSPYV vs. SPYSPYV vs. SCHDSPYV vs. BRK-BSPYV vs. SPHQSPYV vs. SPYD

Return for Risk

SONO vs. SPYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SONO
SONO Risk / Return Rank: 7373
Overall Rank
SONO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SONO Sortino Ratio Rank: 7474
Sortino Ratio Rank
SONO Omega Ratio Rank: 7171
Omega Ratio Rank
SONO Calmar Ratio Rank: 7070
Calmar Ratio Rank
SONO Martin Ratio Rank: 6969
Martin Ratio Rank
SPYV
SPYV Risk / Return Rank: 6666
Overall Rank
SPYV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPYV Omega Ratio Rank: 6363
Omega Ratio Rank
SPYV Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPYV Martin Ratio Rank: 6969
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.

SONO vs. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sonos, Inc. (SONO) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.

SONOSPYVDifference
Sharpe ratioReturn per unit of total volatility
1.33
2.17

-0.84

Sortino ratioReturn per unit of downside risk
1.97
3.05

-1.09

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

1.60

3.43

-1.83

Martin ratioReturn relative to average drawdown

3.53

13.16

-9.62

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SONO vs. SPYV - Sharpe Ratio Comparison

The current SONO Sharpe Ratio is 1.33, which is lower than the SPYV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SONO and SPYV, 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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Sharpe Ratios by Period

SONOSPYVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.17

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.75

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.70

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.42

-0.48

Drawdowns

SONO vs. SPYV - Drawdown Comparison

The maximum SONO drawdown since its inception was -82.46%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for SONO and SPYV.

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Drawdown Indicators

SONOSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-82.46%

-58.45%

-24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-33.72%

-6.22%

-27.50%

Max Drawdown (3Y)

Largest decline over 3 years

-60.53%

-17.54%

-42.99%

Max Drawdown (5Y)

Largest decline over 5 years

-81.36%

-17.89%

-63.47%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.89%

—

Current Drawdown

Current decline from peak

-64.18%

-0.57%

-63.61%

Average Drawdown

Average peak-to-trough decline

-49.55%

-8.72%

-40.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.27%

1.62%

+13.65%

Volatility

SONO vs. SPYV - Volatility Comparison

Sonos, Inc. (SONO) has a higher volatility of 13.27% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 1.98%. This indicates that SONO's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SONOSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

1.98%

+11.29%

Volatility (6M)

Calculated over the trailing 6-month period

27.38%

7.04%

+20.34%

Volatility (1Y)

Calculated over the trailing 1-year period

40.73%

9.84%

+30.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.05%

14.40%

+32.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.03%

16.94%

+37.09%

Dividends

SONO vs. SPYV - Dividend Comparison

SONO has not paid dividends to shareholders, while SPYV's dividend yield for the trailing twelve months is around 1.70%.

PositionTTM20252024202320222021202020192018201720162015
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%
SPYV
SPDR Portfolio S&P 500 Value ETF		1.70%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Frequently Asked Questions

SONO and SPYV have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SONO has higher volatility (13.27%) compared to SPYV (1.98%). In terms of maximum drawdown, SONO dropped -82.46% vs SPYV's -58.45%.

SPYV currently has the higher Sharpe Ratio (2.17 vs 1.33), 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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