SONY vs. BABA
SONY (Sony Group Corporation) and BABA (Alibaba Group Holding Limited) are both stocks. SONY operates in Consumer Electronics (Technology), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 10 years, SONY returned 15.40%/yr vs 5.23%/yr for BABA. At a 0.34 correlation, their price movements are largely independent.
Performance
SONY vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -13.48% return, which is significantly higher than BABA's -18.09% return. Over the past 10 years, SONY has outperformed BABA with an annualized return of 15.40%, while BABA has yielded a comparatively lower 5.23% 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%
BABA
- 1D
- -0.82%
- 1M
- -14.27%
- YTD
- -18.09%
- 6M
- -24.07%
- 1Y
- 2.28%
- 3Y*
- 13.93%
- 5Y*
- -9.93%
- 10Y*
- 5.23%
SONY vs. BABA - 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% |
BABA Alibaba Group Holding Limited | -18.09% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between SONY and BABA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2014 | 0.34 |
Over the past year, the correlation between SONY and BABA has dropped to 0.13 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
Fundamentals
SONY:
$133.70B
BABA:
$289.95B
SONY:
-$57.09
BABA:
$33.90
SONY:
0.01
BABA:
0.36
SONY:
0.02
BABA:
0.27
SONY:
$12.60T
BABA:
$811.51B
SONY:
$3.88T
BABA:
$332.88B
SONY:
$2.87T
BABA:
$112.44B
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Return for Risk
SONY vs. BABA — Risk / Return Rank
SONY
BABA
SONY vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Alibaba Group Holding Limited (BABA). 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 | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.05 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 0.06 | -0.54 |
| Martin ratioReturn relative to average drawdown | -0.88 | 0.12 | -1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SONY | BABA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 0.05 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.19 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.12 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.06 | +0.17 |
Drawdowns
SONY vs. BABA - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for SONY and BABA.
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Drawdown Indicators
| SONY | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -80.09% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -35.10% | -36.77% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -35.10% | -36.77% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -72.48% | +21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -80.09% | +29.53% |
Current DrawdownCurrent decline from peak | -26.80% | -60.13% | +33.33% |
Average DrawdownAverage peak-to-trough decline | -42.18% | -37.54% | -4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.93% | 19.02% | -0.09% |
Volatility
SONY vs. BABA - Volatility Comparison
The current volatility for Sony Group Corporation (SONY) is 10.40%, while Alibaba Group Holding Limited (BABA) has a volatility of 13.26%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONY | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.40% | 13.26% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 29.12% | -8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.55% | 43.79% | -14.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.97% | 51.39% | -22.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.79% | 43.40% | -14.61% |
Dividends
SONY vs. BABA - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.36%, less than BABA's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.67% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. BABA - Financials Comparison
This section allows you to compare key financial metrics between Sony Group Corporation and Alibaba Group Holding Limited. 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. BABA - 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%.
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
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%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
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%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
Frequently Asked Questions
SONY and BABA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (13.26%) compared to SONY (10.40%). In terms of maximum drawdown, SONY dropped -93.18% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (0.05 vs -0.57), 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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