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SONY vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SONY and MSFT is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SONY vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sony Group Corporation (SONY) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
36.05%
3.59%
SONY
MSFT

Key characteristics

Sharpe Ratio

SONY:

0.58

MSFT:

0.14

Sortino Ratio

SONY:

1.03

MSFT:

0.32

Omega Ratio

SONY:

1.13

MSFT:

1.04

Calmar Ratio

SONY:

0.44

MSFT:

0.19

Martin Ratio

SONY:

1.64

MSFT:

0.40

Ulcer Index

SONY:

9.88%

MSFT:

7.30%

Daily Std Dev

SONY:

27.88%

MSFT:

21.36%

Max Drawdown

SONY:

-92.16%

MSFT:

-69.39%

Current Drawdown

SONY:

-4.63%

MSFT:

-11.47%

Fundamentals

Market Cap

SONY:

$135.69B

MSFT:

$3.07T

EPS

SONY:

$1.22

MSFT:

$12.45

PE Ratio

SONY:

18.46

MSFT:

33.12

PEG Ratio

SONY:

3.81

MSFT:

2.17

Total Revenue (TTM)

SONY:

$8.93T

MSFT:

$261.80B

Gross Profit (TTM)

SONY:

$2.61T

MSFT:

$181.72B

EBITDA (TTM)

SONY:

$1.86T

MSFT:

$142.93B

Returns By Period

In the year-to-date period, SONY achieves a 6.43% return, which is significantly higher than MSFT's -2.17% return. Over the past 10 years, SONY has underperformed MSFT with an annualized return of 18.10%, while MSFT has yielded a comparatively higher 27.55% annualized return.


SONY

YTD

6.43%

1M

5.63%

6M

36.05%

1Y

17.73%

5Y*

11.92%

10Y*

18.10%

MSFT

YTD

-2.17%

1M

-2.59%

6M

3.59%

1Y

2.42%

5Y*

18.69%

10Y*

27.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SONY vs. MSFT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SONY
The Risk-Adjusted Performance Rank of SONY is 6363
Overall Rank
The Sharpe Ratio Rank of SONY is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SONY is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SONY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SONY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SONY is 6464
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 4848
Overall Rank
The Sharpe Ratio Rank of MSFT is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SONY vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Microsoft Corporation (MSFT). 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.


Sharpe ratio
The chart of Sharpe ratio for SONY, currently valued at 0.58, compared to the broader market-2.000.002.004.000.580.14
The chart of Sortino ratio for SONY, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.030.32
The chart of Omega ratio for SONY, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.04
The chart of Calmar ratio for SONY, currently valued at 0.44, compared to the broader market0.002.004.006.000.440.19
The chart of Martin ratio for SONY, currently valued at 1.64, compared to the broader market-10.000.0010.0020.001.640.40
SONY
MSFT

The current SONY Sharpe Ratio is 0.58, which is higher than the MSFT Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SONY and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.58
0.14
SONY
MSFT

Dividends

SONY vs. MSFT - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 1.57%, more than MSFT's 0.75% yield.


TTM20242023202220212020201920182017201620152014
SONY
Sony Group Corporation
1.57%1.67%0.59%0.69%0.43%0.46%1.62%2.80%1.30%2.02%1.71%0.72%
MSFT
Microsoft Corporation
0.75%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

SONY vs. MSFT - Drawdown Comparison

The maximum SONY drawdown since its inception was -92.16%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for SONY and MSFT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-4.63%
-11.47%
SONY
MSFT

Volatility

SONY vs. MSFT - Volatility Comparison

The current volatility for Sony Group Corporation (SONY) is 8.18%, while Microsoft Corporation (MSFT) has a volatility of 9.54%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.18%
9.54%
SONY
MSFT

Financials

SONY vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Sony Group Corporation and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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