SONY vs. BTC-USD
SONY (Sony Group Corporation) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SONY returned 14.67%/yr vs 57.23%/yr for BTC-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
SONY vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -19.80% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, SONY has underperformed BTC-USD with an annualized return of 14.67%, while BTC-USD has yielded a comparatively higher 57.23% 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%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
SONY vs. BTC-USD - 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% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between SONY and BTC-USD 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.08 |
The correlation between SONY and BTC-USD shifts across timeframes, from 0.08 (all time) to 0.18 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SONY vs. BTC-USD — Risk / Return Rank
SONY
BTC-USD
SONY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.87 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.77 | +0.14 |
| Martin ratioReturn relative to average drawdown | -1.15 | -1.33 | +0.19 |
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Drawdowns
SONY vs. BTC-USD - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SONY and BTC-USD.
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Drawdown Indicators
| SONY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -85.30% | -7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -35.10% | -51.21% | +16.11% |
Max Drawdown (3Y)Largest decline over 3 years | -35.10% | -51.21% | +16.11% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -76.67% | +26.11% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -83.80% | +33.24% |
Current DrawdownCurrent decline from peak | -32.15% | -48.27% | +16.12% |
Average DrawdownAverage peak-to-trough decline | -42.18% | -42.36% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.28% | 35.16% | -15.88% |
Volatility
SONY vs. BTC-USD - Volatility Comparison
The current volatility for Sony Group Corporation (SONY) is 9.25%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | 11.97% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 21.04% | 34.64% | -13.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.98% | 35.59% | -5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.06% | 44.57% | -15.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 56.61% | -27.79% |
Frequently Asked Questions
SONY and BTC-USD 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.
BTC-USD has higher volatility (11.97%) compared to SONY (9.25%). In terms of maximum drawdown, SONY dropped -93.18% vs BTC-USD's -85.30%.
SONY currently has the higher Sharpe Ratio (-0.74 vs -0.92), 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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