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

Correlation

The correlation between SONY and TM is 0.38, 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. 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.

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Key characteristics

Sharpe Ratio

SONY:

1.60

TM:

-0.46

Sortino Ratio

SONY:

2.37

TM:

-0.52

Omega Ratio

SONY:

1.31

TM:

0.94

Calmar Ratio

SONY:

1.48

TM:

-0.40

Martin Ratio

SONY:

9.01

TM:

-0.90

Ulcer Index

SONY:

5.82%

TM:

16.02%

Daily Std Dev

SONY:

30.48%

TM:

30.31%

Max Drawdown

SONY:

-91.85%

TM:

-60.34%

Current Drawdown

SONY:

-5.08%

TM:

-26.30%

Fundamentals

Market Cap

SONY:

$148.92B

TM:

$238.75B

EPS

SONY:

$1.28

TM:

$24.51

PE Ratio

SONY:

19.28

TM:

7.47

PEG Ratio

SONY:

3.81

TM:

1.54

PS Ratio

SONY:

0.01

TM:

0.01

PB Ratio

SONY:

2.66

TM:

0.97

Total Revenue (TTM)

SONY:

$10.33T

TM:

$35.67T

Gross Profit (TTM)

SONY:

$2.85T

TM:

$7.25T

EBITDA (TTM)

SONY:

$2.12T

TM:

$6.60T

Returns By Period

In the year-to-date period, SONY achieves a 16.64% return, which is significantly higher than TM's -5.87% return. Over the past 10 years, SONY has outperformed TM with an annualized return of 16.29%, while TM has yielded a comparatively lower 5.77% annualized return.


SONY

YTD

16.64%

1M

2.79%

6M

33.69%

1Y

47.85%

5Y*

15.88%

10Y*

16.29%

TM

YTD

-5.87%

1M

3.86%

6M

5.99%

1Y

-15.44%

5Y*

11.65%

10Y*

5.77%

*Annualized

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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 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

TM
The Risk-Adjusted Performance Rank of TM is 2525
Overall Rank
The Sharpe Ratio Rank of TM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2121
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2323
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2525
Calmar Ratio Rank
The Martin Ratio Rank of TM is 2929
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.


The current SONY Sharpe Ratio is 1.60, which is higher than the TM Sharpe Ratio of -0.46. 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.


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Dividends

SONY vs. TM - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 0.27%, less than TM's 1.42% 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%
TM
Toyota Motor Corporation
1.42%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%

Drawdowns

SONY vs. TM - Drawdown Comparison

The maximum SONY drawdown since its inception was -91.85%, 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.


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Volatility

SONY vs. TM - Volatility Comparison

The current volatility for Sony Group Corporation (SONY) is 6.77%, while Toyota Motor Corporation (TM) has a volatility of 7.85%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


2.00T4.00T6.00T8.00T10.00T12.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
4.41T
12.39T
(SONY) Total Revenue
(TM) Total Revenue
Values in USD except per share items

SONY vs. TM - Profitability Comparison

The chart below illustrates the profitability comparison between Sony Group Corporation and Toyota Motor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
23.7%
19.2%
(SONY) Gross Margin
(TM) Gross Margin
SONY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sony Group Corporation reported a gross profit of 1.04T and revenue of 4.41T. Therefore, the gross margin over that period was 23.7%.

TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported a gross profit of 2.38T and revenue of 12.39T. Therefore, the gross margin over that period was 19.2%.

SONY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sony Group Corporation reported an operating income of 469.33B and revenue of 4.41T, resulting in an operating margin of 10.6%.

TM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported an operating income of 1.22T and revenue of 12.39T, resulting in an operating margin of 9.8%.

SONY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sony Group Corporation reported a net income of 373.74B and revenue of 4.41T, resulting in a net margin of 8.5%.

TM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported a net income of 2.19T and revenue of 12.39T, resulting in a net margin of 17.7%.