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

Correlation

The correlation between SONY and TM is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SONY vs. TM - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
33.62%
13.81%
SONY
TM

Key characteristics

Sharpe Ratio

SONY:

0.58

TM:

-0.17

Sortino Ratio

SONY:

1.03

TM:

-0.06

Omega Ratio

SONY:

1.13

TM:

0.99

Calmar Ratio

SONY:

0.44

TM:

-0.14

Martin Ratio

SONY:

1.64

TM:

-0.22

Ulcer Index

SONY:

9.88%

TM:

22.26%

Daily Std Dev

SONY:

27.88%

TM:

27.62%

Max Drawdown

SONY:

-92.16%

TM:

-60.34%

Current Drawdown

SONY:

-4.63%

TM:

-24.54%

Fundamentals

Market Cap

SONY:

$135.69B

TM:

$245.63B

EPS

SONY:

$1.22

TM:

$20.99

PE Ratio

SONY:

18.46

TM:

8.94

PEG Ratio

SONY:

3.81

TM:

1.54

Total Revenue (TTM)

SONY:

$8.93T

TM:

$34.36T

Gross Profit (TTM)

SONY:

$2.61T

TM:

$7.12T

EBITDA (TTM)

SONY:

$1.86T

TM:

$5.25T

Returns By Period

In the year-to-date period, SONY achieves a 6.43% return, which is significantly higher than TM's -3.62% return. Over the past 10 years, SONY has outperformed TM with an annualized return of 18.10%, while TM has yielded a comparatively lower 7.59% annualized return.


SONY

YTD

6.43%

1M

5.63%

6M

36.05%

1Y

17.73%

5Y*

11.92%

10Y*

18.10%

TM

YTD

-3.62%

1M

-3.94%

6M

12.19%

1Y

-5.22%

5Y*

8.47%

10Y*

7.59%

*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. TM — 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

TM
The Risk-Adjusted Performance Rank of TM is 3535
Overall Rank
The Sharpe Ratio Rank of TM is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TM is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of TM is 4242
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. TM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Toyota Motor Corporation (TM). 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-2.000.002.004.000.58-0.17
The chart of Sortino ratio for SONY, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.006.001.03-0.06
The chart of Omega ratio for SONY, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.99
The chart of Calmar ratio for SONY, currently valued at 0.44, compared to the broader market0.002.004.006.000.44-0.14
The chart of Martin ratio for SONY, currently valued at 1.64, compared to the broader market-10.000.0010.0020.001.64-0.22
SONY
TM

The current SONY Sharpe Ratio is 0.58, which is higher than the TM Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of SONY and TM, 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 Ratio-0.200.000.200.400.600.801.00SeptemberOctoberNovemberDecember2025February
0.58
-0.17
SONY
TM

Dividends

SONY vs. TM - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 1.57%, less than TM's 2.91% 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%
TM
Toyota Motor Corporation
2.91%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%6.46%5.92%5.13%

Drawdowns

SONY vs. TM - Drawdown Comparison

The maximum SONY drawdown since its inception was -92.16%, which is greater than TM's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SONY and TM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-4.63%
-24.54%
SONY
TM

Volatility

SONY vs. TM - Volatility Comparison

Sony Group Corporation (SONY) and Toyota Motor Corporation (TM) have volatilities of 8.18% and 8.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%
8.46%
SONY
TM

Financials

SONY vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Sony Group Corporation and Toyota Motor 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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