SONY vs. AMD
SONY (Sony Group Corporation) and AMD (Advanced Micro Devices, Inc.) are both stocks. Both are in the Technology sector — SONY in Consumer Electronics, AMD in Semiconductors. Over the past 10 years, SONY returned 14.67%/yr vs 60.93%/yr for AMD. At a 0.26 correlation, their price movements are largely independent.
Performance
SONY vs. AMD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SONY achieves a -19.80% return, which is significantly lower than AMD's 138.87% return. Over the past 10 years, SONY has underperformed AMD with an annualized return of 14.67%, while AMD has yielded a comparatively higher 60.93% annualized return.
SONY
- 1D
- -2.93%
- 1M
- -7.19%
- YTD
- -19.80%
- 6M
- -23.31%
- 1Y
- -20.61%
- 3Y*
- 1.34%
- 5Y*
- 1.16%
- 10Y*
- 14.67%
AMD
- 1D
- 4.73%
- 1M
- 13.76%
- YTD
- 138.87%
- 6M
- 142.70%
- 1Y
- 340.40%
- 3Y*
- 60.16%
- 5Y*
- 44.46%
- 10Y*
- 60.93%
SONY vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | -19.80% | 21.65% | 12.49% | 24.95% | -39.26% | 25.64% | 49.70% | 41.89% | 7.96% | 61.31% |
AMD Advanced Micro Devices, Inc. | 138.87% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
Correlation
The correlation between SONY and AMD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 1983 | 0.26 |
The correlation between SONY and AMD shifts across timeframes, from 0.24 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SONY:
$123.93B
AMD:
$844.09B
SONY:
-¥57.09
AMD:
$3.05
SONY:
1.57
AMD:
22.43
SONY:
2.43
AMD:
13.09
SONY:
¥12.60T
AMD:
$37.45B
SONY:
¥3.88T
AMD:
$18.83B
SONY:
¥2.87T
AMD:
$7.17B
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. AMD — Risk / Return Rank
SONY
AMD
SONY vs. AMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Advanced Micro Devices, Inc. (AMD). 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.
| SONY | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.75 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.60 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 12.04 | -12.67 |
| Martin ratioReturn relative to average drawdown | -1.15 | 24.74 | -25.89 |
Loading charts...
Drawdowns
SONY vs. AMD - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, roughly equal to the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for SONY and AMD.
Loading charts...
Drawdown Indicators
| SONY | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -96.59% | +3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -35.10% | -27.76% | -7.34% |
Max Drawdown (3Y)Largest decline over 3 years | -35.10% | -63.00% | +27.90% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -65.45% | +14.89% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -65.45% | +14.89% |
Current DrawdownCurrent decline from peak | -32.15% | -5.70% | -26.45% |
Average DrawdownAverage peak-to-trough decline | -42.18% | -56.65% | +14.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.28% | 13.48% | +5.80% |
Volatility
SONY vs. AMD - Volatility Comparison
The current volatility for Sony Group Corporation (SONY) is 9.25%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.71%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SONY | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | 22.71% | -13.46% |
Volatility (6M)Calculated over the trailing 6-month period | 21.04% | 50.12% | -29.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.98% | 66.74% | -36.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.06% | 55.71% | -26.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 56.99% | -28.17% |
Dividends
SONY vs. AMD - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.39%, while AMD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, 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% |
SONY Sony Group Corporation | 0.39% | 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. AMD - Financials Comparison
This section allows you to compare key financial metrics between Sony Group Corporation and Advanced Micro Devices, 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
SONY vs. AMD - Profitability Comparison
SONY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported a gross profit of 951.43B and revenue of 3.09T. Therefore, the gross margin over that period was 30.8%.
AMD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.
SONY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported an operating income of 292.32B and revenue of 3.09T, resulting in an operating margin of 9.5%.
AMD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.
SONY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported a net income of 84.39B and revenue of 3.09T, resulting in a net margin of 2.7%.
AMD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.
Frequently Asked Questions
SONY and AMD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMD has higher volatility (22.71%) compared to SONY (9.25%). In terms of maximum drawdown, SONY dropped -93.18% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (5.01 vs -0.74), 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.
Find the right allocation for SONY and AMD
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