SONY vs. ADS.DE
SONY (Sony Group Corporation) and ADS.DE (Adidas AG) are both stocks. SONY operates in Consumer Electronics (Technology), while ADS.DE operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, SONY returned 15.40%/yr vs 4.46%/yr for ADS.DE. At a 0.26 correlation, their price movements are largely independent.
Performance
SONY vs. ADS.DE - Performance Comparison
Loading charts...
Different Trading Currencies
SONY is traded in USD, while ADS.DE is traded in EUR. To make them comparable, the ADS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SONY achieves a -13.48% return, which is significantly lower than ADS.DE's -4.37% return. Over the past 10 years, SONY has outperformed ADS.DE with an annualized return of 15.40%, while ADS.DE has yielded a comparatively lower 4.46% annualized return.
SONY
- 1D
- 1.19%
- 1M
- 9.93%
- YTD
- -13.48%
- 6M
- -19.60%
- 1Y
- -16.69%
- 3Y*
- 4.55%
- 5Y*
- 3.10%
- 10Y*
- 15.40%
ADS.DE
- 1D
- -0.54%
- 1M
- 7.71%
- YTD
- -4.37%
- 6M
- -0.73%
- 1Y
- -21.15%
- 3Y*
- 4.27%
- 5Y*
- -11.43%
- 10Y*
- 4.46%
SONY vs. ADS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | -13.48% | 21.65% | 12.49% | 24.95% | -39.26% | 25.64% | 49.70% | 41.89% | 7.96% | 61.31% |
ADS.DE Adidas AG | -4.37% | -18.66% | 21.60% | 49.68% | -51.55% | -20.88% | 12.84% | 57.64% | 5.43% | 28.50% |
Correlation
The correlation between SONY and ADS.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.26 |
The correlation between SONY and ADS.DE shifts across timeframes, from 0.14 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SONY vs. ADS.DE — Risk / Return Rank
SONY
ADS.DE
SONY vs. ADS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Adidas AG (ADS.DE). 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.
| SONY | ADS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.91 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.57 | +0.09 |
| Martin ratioReturn relative to average drawdown | -0.88 | -0.93 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SONY | ADS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | -0.64 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.31 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.13 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.22 | +0.02 |
Drawdowns
SONY vs. ADS.DE - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than ADS.DE's maximum drawdown of -76.57%. Use the drawdown chart below to compare losses from any high point for SONY and ADS.DE.
Loading charts...
Drawdown Indicators
| SONY | ADS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -76.57% | -16.61% |
Max Drawdown (1Y)Largest decline over 1 year | -35.10% | -39.02% | +3.92% |
Max Drawdown (3Y)Largest decline over 3 years | -35.10% | -44.37% | +9.27% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -76.57% | +26.01% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -76.57% | +26.01% |
Current DrawdownCurrent decline from peak | -26.80% | -50.59% | +23.79% |
Average DrawdownAverage peak-to-trough decline | -42.18% | -23.37% | -18.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.93% | 23.90% | -4.97% |
Volatility
SONY vs. ADS.DE - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 10.40% compared to Adidas AG (ADS.DE) at 9.37%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than ADS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SONY | ADS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.40% | 9.37% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 23.86% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.55% | 34.51% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.97% | 37.11% | -8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.79% | 34.09% | -5.30% |
Dividends
SONY vs. ADS.DE - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.36%, less than ADS.DE's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 1.74% | 1.18% | 0.30% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% |
SONY Sony Group Corporation | 0.36% | 0.59% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.45% | 0.63% | 0.34% |
Financials
SONY vs. ADS.DE - Financials Comparison
This section allows you to compare key financial metrics between Sony Group Corporation and Adidas AG. 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
Frequently Asked Questions
SONY and ADS.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SONY and ADS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer