SONY vs. DBC
SONY (Sony Group Corporation) is a stock, while DBC (Invesco DB Commodity Index Tracking Fund) is Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. Over the past 10 years, SONY returned 14.26%/yr vs 9.54%/yr for DBC. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
SONY vs. DBC - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -9.14% return, which is significantly lower than DBC's 31.71% return. Over the past 10 years, SONY has outperformed DBC with an annualized return of 14.26%, while DBC has yielded a comparatively lower 9.54% annualized return.
SONY
- 1D
- 2.15%
- 1M
- 11.88%
- 6M
- 5.25%
- YTD
- -9.14%
- 1Y
- -4.29%
- 3Y*
- 8.11%
- 5Y*
- 2.77%
- 10Y*
- 14.26%
- ALL TIME*
- 8.20%
DBC
- 1D
- 0.44%
- 1M
- 10.84%
- 6M
- 20.55%
- YTD
- 31.71%
- 1Y
- 37.81%
- 3Y*
- 11.07%
- 5Y*
- 11.66%
- 10Y*
- 9.54%
- ALL TIME*
- 2.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.92M | $29.19M | $34.33M | |
| $140.18M | $115.70M | $140.64M |
SONY vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | -9.14% | 21.65% | 12.49% | 24.95% | -39.26% | 25.64% | 49.70% | 41.89% | 7.96% | 61.31% |
DBC Invesco DB Commodity Index Tracking Fund | 31.71% | 8.10% | 2.18% | -6.19% | 19.34% | 41.36% | -7.84% | 11.84% | -11.63% | 4.86% |
Correlation
The correlation between SONY and DBC is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2006 | 0.20 |
The correlation between SONY and DBC shifts across timeframes, from -0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SONY vs. DBC — Risk / Return Rank
SONY
DBC
SONY vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Invesco DB Commodity Index Tracking Fund (DBC). 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 | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.16 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.19 | 7.20 | -7.38 |
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Drawdowns
SONY vs. DBC - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than DBC's maximum drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for SONY and DBC.
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Drawdown Indicators
| SONY | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -76.36% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -36.15% | -16.54% | -19.61% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -16.54% | -19.61% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -27.34% | -23.22% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -41.71% | -8.85% |
Current DrawdownCurrent decline from peak | -23.13% | -23.81% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -42.15% | -46.07% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.19% | 5.00% | +17.19% |
Volatility
SONY vs. DBC - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 9.05% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 7.01%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONY | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 7.01% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 23.24% | 17.35% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.62% | 19.58% | +11.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.23% | 19.31% | +9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 17.87% | +10.86% |
Dividends
SONY vs. DBC - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.35%, less than DBC's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.53% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
SONY Sony Group Corporation | 0.35% | 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 DBC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONY has higher volatility (9.05%) compared to DBC (7.01%). In terms of maximum drawdown, SONY dropped -93.18% vs DBC's -76.36%.
DBC currently has the higher Sharpe Ratio (1.83 vs -0.13), 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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