SONY vs. TM
SONY (Sony Group Corporation) and TM (Toyota Motor Corporation) are both stocks. SONY operates in Consumer Electronics (Technology), while TM operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, SONY returned 14.19%/yr vs 7.70%/yr for TM. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
SONY vs. TM - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -23.28% return, which is significantly lower than TM's -21.88% return. Over the past 10 years, SONY has outperformed TM with an annualized return of 14.19%, while TM has yielded a comparatively lower 7.70% 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%
TM
- 1D
- -1.47%
- 1M
- -11.56%
- YTD
- -21.88%
- 6M
- -23.72%
- 1Y
- -0.69%
- 3Y*
- 5.39%
- 5Y*
- 1.30%
- 10Y*
- 7.70%
SONY vs. TM - 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% |
TM Toyota Motor Corporation | -21.88% | 13.82% | 8.88% | 38.23% | -24.43% | 23.21% | 13.62% | 22.69% | -5.81% | 12.10% |
Correlation
The correlation between SONY and TM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 1999 | 0.50 |
The correlation between SONY and TM has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
Fundamentals
SONY:
$118.55B
TM:
$217.96B
SONY:
-¥57.09
TM:
¥2.98K
SONY:
1.52
TM:
0.69
SONY:
2.35
TM:
0.88
SONY:
¥12.60T
TM:
¥51.16T
SONY:
¥3.88T
TM:
¥8.54T
SONY:
¥2.87T
TM:
¥7.11T
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Return for Risk
SONY vs. TM — Risk / Return Rank
SONY
TM
SONY vs. TM - Risk-Adjusted Trends 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.
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 | TM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.02 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.02 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.06 | -0.92 |
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Drawdowns
SONY vs. TM - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than TM's maximum drawdown of -60.15%. Use the drawdown chart below to compare losses from any high point for SONY and TM.
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Drawdown Indicators
| SONY | TM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -60.15% | -33.03% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -32.65% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -34.92% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -36.80% | -13.76% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -36.80% | -13.76% |
Current DrawdownCurrent decline from peak | -35.10% | -32.65% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -42.17% | -22.17% | -20.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.94% | 12.24% | +7.70% |
Volatility
SONY vs. TM - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 9.27% compared to Toyota Motor Corporation (TM) at 7.33%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONY | TM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 7.33% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 21.34% | 20.53% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.78% | 29.47% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.09% | 26.96% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.81% | 23.60% | +5.21% |
Dividends
SONY vs. TM - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.41%, less than TM's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TM Toyota Motor Corporation | 1.71% | 2.95% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 1.30% | 3.40% | 2.96% | 3.23% | 5.59% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SONY vs. TM - 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%.
TM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a gross profit of 1.94T and revenue of 12.83T. Therefore, the gross margin over that period was 15.1%.
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%.
TM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported an operating income of 579.96B and revenue of 12.83T, resulting in an operating margin of 4.5%.
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%.
TM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a net income of 832.22B and revenue of 12.83T, resulting in a net margin of 6.5%.
Frequently Asked Questions
SONY and TM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONY has higher volatility (9.27%) compared to TM (7.33%). In terms of maximum drawdown, SONY dropped -93.18% vs TM's -60.15%.
TM currently has the higher Sharpe Ratio (-0.02 vs -0.65), 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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