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

Performance

SONY vs. TSLA - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
18.69%
96.86%
SONY
TSLA

Returns By Period

In the year-to-date period, SONY achieves a 1.61% return, which is significantly lower than TSLA's 37.65% return. Over the past 10 years, SONY has underperformed TSLA with an annualized return of 18.42%, while TSLA has yielded a comparatively higher 35.76% annualized return.


SONY

YTD

1.61%

1M

5.97%

6M

18.02%

1Y

10.86%

5Y (annualized)

11.39%

10Y (annualized)

18.42%

TSLA

YTD

37.65%

1M

56.29%

6M

89.90%

1Y

41.80%

5Y (annualized)

73.10%

10Y (annualized)

35.76%

Fundamentals


SONYTSLA
Market Cap$117.40B$1.11T
EPS$1.18$3.59
PE Ratio16.2595.27
PEG Ratio3.819.75
Total Revenue (TTM)$12.41T$97.15B
Gross Profit (TTM)$3.44T$17.71B
EBITDA (TTM)$2.42T$13.83B

Key characteristics


SONYTSLA
Sharpe Ratio0.370.74
Sortino Ratio0.741.49
Omega Ratio1.091.18
Calmar Ratio0.250.69
Martin Ratio0.891.97
Ulcer Index11.08%22.88%
Daily Std Dev26.78%61.25%
Max Drawdown-92.35%-73.63%
Current Drawdown-22.39%-16.57%

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Correlation

-0.50.00.51.00.3

The correlation between SONY and TSLA is 0.28, 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.

Risk-Adjusted Performance

SONY vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Tesla, Inc. (TSLA). 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 0.37, compared to the broader market-4.00-2.000.002.004.000.370.74
The chart of Sortino ratio for SONY, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.741.49
The chart of Omega ratio for SONY, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.18
The chart of Calmar ratio for SONY, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.69
The chart of Martin ratio for SONY, currently valued at 0.89, compared to the broader market-10.000.0010.0020.0030.000.891.97
SONY
TSLA

The current SONY Sharpe Ratio is 0.37, which is lower than the TSLA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SONY and TSLA, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.37
0.74
SONY
TSLA

Dividends

SONY vs. TSLA - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 1.50%, while TSLA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SONY
Sony Group Corporation
1.50%1.80%3.44%0.43%2.31%2.70%1.65%0.49%0.76%0.39%0.72%1.93%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SONY vs. TSLA - Drawdown Comparison

The maximum SONY drawdown since its inception was -92.35%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for SONY and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-22.39%
-16.57%
SONY
TSLA

Volatility

SONY vs. TSLA - Volatility Comparison

The current volatility for Sony Group Corporation (SONY) is 11.27%, while Tesla, Inc. (TSLA) has a volatility of 28.99%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.27%
28.99%
SONY
TSLA

Financials

SONY vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Sony Group Corporation and Tesla, Inc.. 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