SONY vs. BOXX
SONY (Sony Group Corporation) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, SONY returned 4.36%/yr vs 4.69%/yr for BOXX. At a 0.00 correlation, their price movements are largely independent.
Performance
SONY vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -19.22% return, which is significantly lower than BOXX's 2.00% return.
SONY
- 1D
- -0.82%
- 1M
- 0.73%
- 6M
- -17.87%
- YTD
- -19.22%
- 1Y
- -15.12%
- 3Y*
- 4.36%
- 5Y*
- 0.33%
- 10Y*
- 13.82%
BOXX
- 1D
- 0.00%
- 1M
- 0.33%
- 6M
- 1.86%
- YTD
- 2.00%
- 1Y
- 4.08%
- 3Y*
- 4.69%
- 5Y*
- —
- 10Y*
- —
SONY vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SONY Sony Group Corporation | -19.22% | 21.65% | 12.49% | 24.95% | 0.98% |
BOXX Alpha Architect 1-3 Month Box ETF | 2.00% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between SONY and BOXX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.00 |
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Return for Risk
SONY vs. BOXX — Risk / Return Rank
SONY
BOXX
SONY vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Alpha Architect 1-3 Month Box ETF (BOXX). 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 | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.94 | ||
| Sortino ratioReturn per unit of downside risk | -36.73 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 8.78 | -7.84 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 59.52 | -59.94 |
| Martin ratioReturn relative to average drawdown | -0.72 | 501.37 | -502.08 |
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Drawdowns
SONY vs. BOXX - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for SONY and BOXX.
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Drawdown Indicators
| SONY | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -0.12% | -93.06% |
Max Drawdown (1Y)Largest decline over 1 year | -36.15% | -0.07% | -36.08% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -0.12% | -36.03% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | — | — |
Current DrawdownCurrent decline from peak | -31.66% | 0.00% | -31.66% |
Average DrawdownAverage peak-to-trough decline | -42.16% | -0.00% | -42.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.15% | 0.01% | +21.14% |
Volatility
SONY vs. BOXX - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 9.34% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.12%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONY | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.34% | 0.12% | +9.22% |
Volatility (6M)Calculated over the trailing 6-month period | 22.23% | 0.26% | +21.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.14% | 0.33% | +29.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.13% | 0.37% | +28.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 0.37% | +28.40% |
Dividends
SONY vs. BOXX - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.39%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 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% |
Frequently Asked Questions
SONY and BOXX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONY has higher volatility (9.34%) compared to BOXX (0.12%). In terms of maximum drawdown, SONY dropped -93.18% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.44 vs -0.50), 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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