SONY vs. NTDOY
SONY (Sony Group Corporation) and NTDOY (Nintendo Co ADR) are both stocks. SONY operates in Consumer Electronics (Technology), while NTDOY operates in Electronic Gaming & Multimedia (Communication Services). Over the past 10 years, SONY returned 14.19%/yr vs 12.30%/yr for NTDOY. At a 0.33 correlation, their price movements are largely independent.
Performance
SONY vs. NTDOY - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -23.28% return, which is significantly higher than NTDOY's -36.71% return. Over the past 10 years, SONY has outperformed NTDOY with an annualized return of 14.19%, while NTDOY has yielded a comparatively lower 12.30% annualized return.
SONY
- 1D
- 0.67%
- 1M
- -11.29%
- YTD
- -23.28%
- 6M
- -23.76%
- 1Y
- -19.36%
- 3Y*
- 3.05%
- 5Y*
- 0.85%
- 10Y*
- 14.19%
NTDOY
- 1D
- -0.56%
- 1M
- -6.24%
- YTD
- -36.71%
- 6M
- -36.11%
- 1Y
- -50.94%
- 3Y*
- 0.20%
- 5Y*
- -5.79%
- 10Y*
- 12.30%
SONY vs. NTDOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | -23.28% | 21.65% | 12.49% | 24.95% | -39.26% | 25.64% | 49.70% | 41.89% | 7.96% | 61.31% |
NTDOY Nintendo Co ADR | -36.71% | 16.19% | 13.11% | 24.66% | -10.74% | -27.51% | 61.36% | 50.76% | -26.56% | 76.94% |
Correlation
The correlation between SONY and NTDOY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.33 |
Over the past year, SONY and NTDOY have become more correlated (0.55) than their long-term average of 0.33, meaning their price movements have been converging.
Fundamentals
SONY:
$118.55B
NTDOY:
$49.43B
SONY:
-¥57.09
NTDOY:
¥92.44
SONY:
1.52
NTDOY:
3.42
SONY:
2.35
NTDOY:
2.69
SONY:
¥12.60T
NTDOY:
¥2.34T
SONY:
¥3.88T
NTDOY:
¥921.95B
SONY:
¥2.87T
NTDOY:
¥500.07B
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Return for Risk
SONY vs. NTDOY — Risk / Return Rank
SONY
NTDOY
SONY vs. NTDOY - Risk-Adjusted Trends 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.
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 | NTDOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.76 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.88 | +0.33 |
| Martin ratioReturn relative to average drawdown | -0.97 | -1.53 | +0.56 |
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Drawdowns
SONY vs. NTDOY - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than NTDOY's maximum drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for SONY and NTDOY.
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Drawdown Indicators
| SONY | NTDOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -83.59% | -9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -58.02% | +22.49% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -58.02% | +22.49% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -58.02% | +7.46% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -58.02% | +7.46% |
Current DrawdownCurrent decline from peak | -35.10% | -57.13% | +22.03% |
Average DrawdownAverage peak-to-trough decline | -42.17% | -37.60% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.94% | 33.32% | -13.38% |
Volatility
SONY vs. NTDOY - Volatility Comparison
The current volatility for Sony Group Corporation (SONY) is 9.27%, while Nintendo Co ADR (NTDOY) has a volatility of 13.02%. 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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Volatility by Period
| SONY | NTDOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 13.02% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 32.54% | -11.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.78% | 39.48% | -9.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.09% | 30.41% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.81% | 36.42% | -7.61% |
Dividends
SONY vs. NTDOY - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.41%, while NTDOY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTDOY Nintendo Co ADR | 0.00% | 0.87% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.33% | 0.56% | 1.23% |
SONY Sony Group Corporation | 0.41% | 0.59% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.45% | 0.63% | 0.34% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SONY vs. NTDOY - Profitability Comparison
SONY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported a gross profit of 951.43B and revenue of 3.09T. Therefore, the gross margin over that period was 30.8%.
NTDOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nintendo Co ADR reported a gross profit of 200.11B and revenue of 414.65B. Therefore, the gross margin over that period was 48.3%.
SONY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported an operating income of 292.32B and revenue of 3.09T, resulting in an operating margin of 9.5%.
NTDOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nintendo Co ADR reported an operating income of 60.82B and revenue of 414.65B, resulting in an operating margin of 14.7%.
SONY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sony Group Corporation reported a net income of 84.39B and revenue of 3.09T, resulting in a net margin of 2.7%.
NTDOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nintendo Co ADR reported a net income of 66.39B and revenue of 414.65B, resulting in a net margin of 16.0%.
Frequently Asked Questions
SONY and NTDOY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTDOY has higher volatility (13.02%) compared to SONY (9.27%). In terms of maximum drawdown, SONY dropped -93.18% vs NTDOY's -83.59%.
SONY currently has the higher Sharpe Ratio (-0.65 vs -1.29), 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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