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

Correlation

The correlation between SONY and NTDOY is 0.32, 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.


Performance

SONY vs. NTDOY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SONY:

1.60

NTDOY:

1.43

Sortino Ratio

SONY:

2.37

NTDOY:

2.07

Omega Ratio

SONY:

1.31

NTDOY:

1.27

Calmar Ratio

SONY:

1.48

NTDOY:

2.34

Martin Ratio

SONY:

9.01

NTDOY:

8.18

Ulcer Index

SONY:

5.82%

NTDOY:

6.07%

Daily Std Dev

SONY:

30.48%

NTDOY:

33.49%

Max Drawdown

SONY:

-91.85%

NTDOY:

-83.05%

Current Drawdown

SONY:

-5.08%

NTDOY:

-8.49%

Fundamentals

Market Cap

SONY:

$151.12B

NTDOY:

$91.46B

EPS

SONY:

$1.27

NTDOY:

$0.41

PE Ratio

SONY:

19.58

NTDOY:

47.90

PEG Ratio

SONY:

3.81

NTDOY:

2.48

PS Ratio

SONY:

0.01

NTDOY:

0.08

PB Ratio

SONY:

2.70

NTDOY:

4.95

Total Revenue (TTM)

SONY:

$10.33T

NTDOY:

$523.30B

Gross Profit (TTM)

SONY:

$2.85T

NTDOY:

$317.93B

EBITDA (TTM)

SONY:

$2.12T

NTDOY:

$137.44B

Returns By Period

In the year-to-date period, SONY achieves a 16.64% return, which is significantly lower than NTDOY's 36.98% return. Over the past 10 years, SONY has underperformed NTDOY with an annualized return of 16.12%, while NTDOY has yielded a comparatively higher 18.09% annualized return.


SONY

YTD

16.64%

1M

5.65%

6M

33.69%

1Y

48.49%

5Y*

15.89%

10Y*

16.12%

NTDOY

YTD

36.98%

1M

14.51%

6M

51.36%

1Y

47.53%

5Y*

16.27%

10Y*

18.09%

*Annualized

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Risk-Adjusted Performance

SONY vs. NTDOY — 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 9191
Overall Rank
The Sharpe Ratio Rank of SONY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SONY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SONY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SONY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SONY is 9494
Martin Ratio Rank

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9090
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 8585
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY is 9393
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. NTDOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Nintendo Co ADR (NTDOY). 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.


The current SONY Sharpe Ratio is 1.60, which is comparable to the NTDOY Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SONY and NTDOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SONY vs. NTDOY - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 0.27%, less than NTDOY's 0.48% yield.


TTM20242023202220212020201920182017201620152014
SONY
Sony Group Corporation
0.27%0.58%0.59%0.69%0.43%0.46%0.54%0.56%0.49%0.76%0.39%0.72%
NTDOY
Nintendo Co ADR
0.48%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%

Drawdowns

SONY vs. NTDOY - Drawdown Comparison

The maximum SONY drawdown since its inception was -91.85%, which is greater than NTDOY's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for SONY and NTDOY. For additional features, visit the drawdowns tool.


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Volatility

SONY vs. NTDOY - Volatility Comparison

The current volatility for Sony Group Corporation (SONY) is 6.77%, while Nintendo Co ADR (NTDOY) has a volatility of 11.70%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than NTDOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SONY vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between Sony Group Corporation and Nintendo Co ADR. 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


0.001.00T2.00T3.00T4.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
4.41T
276.66B
(SONY) Total Revenue
(NTDOY) Total Revenue
Values in USD except per share items