SONY vs. TSLA
Compare and contrast key facts about Sony Group Corporation (SONY) and Tesla, Inc. (TSLA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SONY or TSLA.
Performance
SONY vs. TSLA - Performance Comparison
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
1.61%
5.97%
18.02%
10.86%
11.39%
18.42%
TSLA
37.65%
56.29%
89.90%
41.80%
73.10%
35.76%
Fundamentals
SONY | TSLA | |
---|---|---|
Market Cap | $117.40B | $1.11T |
EPS | $1.18 | $3.59 |
PE Ratio | 16.25 | 95.27 |
PEG Ratio | 3.81 | 9.75 |
Total Revenue (TTM) | $12.41T | $97.15B |
Gross Profit (TTM) | $3.44T | $17.71B |
EBITDA (TTM) | $2.42T | $13.83B |
Key characteristics
SONY | TSLA | |
---|---|---|
Sharpe Ratio | 0.37 | 0.74 |
Sortino Ratio | 0.74 | 1.49 |
Omega Ratio | 1.09 | 1.18 |
Calmar Ratio | 0.25 | 0.69 |
Martin Ratio | 0.89 | 1.97 |
Ulcer Index | 11.08% | 22.88% |
Daily Std Dev | 26.78% | 61.25% |
Max Drawdown | -92.35% | -73.63% |
Current Drawdown | -22.39% | -16.57% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities