SONO vs. VFIAX

Last updated Aug 1, 2026

SONO (Sonos, Inc.) is a stock, while VFIAX (Vanguard 500 Index Fund Admiral Shares) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, SONO returned -15.17%/yr vs 12.65%/yr for VFIAX. Their 0.47 correlation means their historical movements had little consistent relationship.

Performance

SONO vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sonos, Inc. (SONO) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SONO achieves a -16.51% return, which is significantly lower than VFIAX's 9.33% 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%

VFIAX

• 1D: 1.66%
• 1M: -0.56%
• 6M: 7.77%
• YTD: 9.33%
• 1Y: 20.60%
• 3Y*: 19.00%
• 5Y*: 12.65%
• 10Y*: 14.96%
• ALL TIME*: 8.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SONO Sonos, Inc.	$35.80M	$33.15M	$30.98M
VFIAX Vanguard 500 Index Fund Admiral Shares	$0.00	$0.00	$0.00

SONO vs. VFIAX - 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%
VFIAX Vanguard 500 Index Fund Admiral Shares	9.33%	17.83%	24.97%	26.24%	-18.16%	28.65%	18.32%	31.46%	-10.13%

Correlation

The correlation between SONO and VFIAX is 0.39, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.39
Correlation (3Y) Balances recent behavior with more history.	0.45
Correlation (5Y) Shows whether the relationship held over a longer period.	0.52
Correlation (All Time) Calculated using the full available price history since Aug 2, 2018	0.47

The correlation between SONO and VFIAX shifts across timeframes, from 0.39 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SONO vs. VFIAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SONO

SONO Risk / Return Rank: 66
SONO Sharpe Ratio Rank: 70
SONO Sortino Ratio Rank: 65
SONO Omega Ratio Rank: 66
SONO Calmar Ratio Rank: 67
SONO Martin Ratio Rank: 65

VFIAX

VFIAX Risk / Return Rank: 63
VFIAX Sharpe Ratio Rank: 61
VFIAX Sortino Ratio Rank: 57
VFIAX Omega Ratio Rank: 58
VFIAX Calmar Ratio Rank: 65
VFIAX Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SONO vs. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sonos, Inc. (SONO) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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	VFIAX	Difference
Sharpe ratio: Return per unit of total volatility	0.76	1.43	-0.67
Sortino ratio: Return per unit of downside risk	1.26	1.99	-0.73
Omega ratio: Gain probability vs. loss probability	1.17	1.26	-0.09
Calmar ratio: Return relative to maximum drawdown	1.06	2.06	-1.00
Martin ratio: Return relative to average drawdown	1.99	8.84	-6.85

SONO vs. VFIAX - Sharpe Ratio Comparison

The current SONO Sharpe Ratio is 0.76, which is lower than the VFIAX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SONO and VFIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SONO vs. VFIAX - Drawdown Comparison

The maximum SONO drawdown since its inception was -82.46%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SONO and VFIAX.

Drawdown Indicators

	SONO	VFIAX	Difference
Max Drawdown Largest peak-to-trough decline	-82.46%	-55.20%	-27.26%
Max Drawdown (1Y) Largest decline over 1 year	-33.72%	-8.90%	-24.82%
Max Drawdown (3Y) Largest decline over 3 years	-60.53%	-18.75%	-41.78%
Max Drawdown (5Y) Largest decline over 5 years	-81.36%	-24.53%	-56.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.83%	—
Current Drawdown Current decline from peak	-66.60%	-2.11%	-64.49%
Average Drawdown Average peak-to-trough decline	-49.86%	-9.35%	-40.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.93%	2.07%	+15.86%

Volatility

SONO vs. VFIAX - Volatility Comparison

Sonos, Inc. (SONO) has a higher volatility of 26.72% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.44%. This indicates that SONO's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SONO	VFIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.72%	3.44%	+23.28%
Volatility (6M) Calculated over the trailing 6-month period	38.17%	10.09%	+28.08%
Volatility (1Y) Calculated over the trailing 1-year period	47.57%	12.86%	+34.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.35%	17.01%	+31.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.07%	18.07%	+37.00%

Dividends

SONO vs. VFIAX - Dividend Comparison

SONO has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.07%.

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%
VFIAX Vanguard 500 Index Fund Admiral Shares	1.07%	1.12%	1.24%	1.45%	1.68%	1.24%	1.53%	1.87%	2.05%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both SONO and VFIAX in my portfolio?

SONO and VFIAX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SONO or VFIAX?

SONO has higher volatility (26.72%) compared to VFIAX (3.44%). In terms of maximum drawdown, SONO dropped -82.46% vs VFIAX's -55.20%.

Which has better risk-adjusted returns?

VFIAX currently has the higher Sharpe Ratio (1.43 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.