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SONY vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SONY vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sony Group Corporation (SONY) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

SONY
SONY Risk / Return Rank: 3737
Overall Rank
SONY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SONY Sortino Ratio Rank: 3333
Sortino Ratio Rank
SONY Omega Ratio Rank: 3434
Omega Ratio Rank
SONY Calmar Ratio Rank: 4141
Calmar Ratio Rank
SONY Martin Ratio Rank: 4141
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 7171
Overall Rank
DBC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBC Omega Ratio Rank: 7474
Omega Ratio Rank
DBC Calmar Ratio Rank: 6262
Calmar Ratio Rank
DBC Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


SONYDBCDifference
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

SONY vs. DBC - Sharpe Ratio Comparison

The current SONY Sharpe Ratio is -0.13, which is lower than the DBC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SONY and DBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


SONYDBCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-23.13%

-23.81%

+0.68%

Average Drawdown

Average peak-to-trough decline

-42.15%

-46.07%

+3.92%

Ulcer Index

Depth 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


SONYDBCDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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