SONO vs. VEA
SONO (Sonos, Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 5 years, SONO returned -16.60%/yr vs 9.47%/yr for VEA. At a 0.43 correlation, their price movements are largely independent.
Performance
SONO vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, SONO achieves a -19.87% return, which is significantly lower than VEA's 13.29% return.
SONO
- 1D
- -0.64%
- 1M
- -9.28%
- YTD
- -19.87%
- 6M
- -21.62%
- 1Y
- 36.07%
- 3Y*
- -2.54%
- 5Y*
- -16.60%
- 10Y*
- —
VEA
- 1D
- 0.16%
- 1M
- 0.27%
- YTD
- 13.29%
- 6M
- 12.91%
- 1Y
- 28.78%
- 3Y*
- 19.54%
- 5Y*
- 9.47%
- 10Y*
- 10.74%
SONO vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SONO Sonos, Inc. | -19.87% | 16.76% | -12.25% | 1.42% | -43.29% | 27.40% | 49.74% | 59.06% | -38.62% |
VEA Vanguard FTSE Developed Markets ETF | 13.29% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -13.95% |
Correlation
The correlation between SONO and VEA is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018 | 0.43 |
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Return for Risk
SONO vs. VEA — Risk / Return Rank
SONO
VEA
SONO vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sonos, Inc. (SONO) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.49 | -1.41 |
| Martin ratioReturn relative to average drawdown | 2.24 | 9.55 | -7.31 |
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Drawdowns
SONO vs. VEA - Drawdown Comparison
The maximum SONO drawdown since its inception was -82.46%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for SONO and VEA.
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Drawdown Indicators
| SONO | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.46% | -60.68% | -21.78% |
Max Drawdown (1Y)Largest decline over 1 year | -33.72% | -11.63% | -22.09% |
Max Drawdown (3Y)Largest decline over 3 years | -60.53% | -13.45% | -47.08% |
Max Drawdown (5Y)Largest decline over 5 years | -81.36% | -29.71% | -51.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -67.94% | -2.91% | -65.03% |
Average DrawdownAverage peak-to-trough decline | -49.64% | -13.26% | -36.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.15% | 3.02% | +13.13% |
Volatility
SONO vs. VEA - Volatility Comparison
Sonos, Inc. (SONO) has a higher volatility of 14.98% compared to Vanguard FTSE Developed Markets ETF (VEA) at 7.08%. This indicates that SONO's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONO | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.98% | 7.08% | +7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 29.81% | 14.73% | +15.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.77% | 16.78% | +24.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.29% | 16.76% | +30.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.71% | 17.20% | +37.51% |
Dividends
SONO vs. VEA - Dividend Comparison
SONO has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
SONO and VEA have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONO has higher volatility (14.98%) compared to VEA (7.08%). In terms of maximum drawdown, SONO dropped -82.46% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.73 vs 0.87), 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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