SONY vs. UMG.AS

Last updated Apr 1, 2026

Compare and contrast key facts about Sony Group Corporation (SONY) and Universal Music Group N.V. (UMG.AS).

Performance

SONY vs. UMG.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sony Group Corporation (SONY) and Universal Music Group N.V. (UMG.AS). The values are adjusted to include any dividend payments, if applicable.

SONY vs. UMG.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SONY Sony Group Corporation	-19.14%	21.65%	12.49%	24.95%	-39.26%	12.70%
UMG.AS Universal Music Group N.V.	-26.27%	4.05%	-8.36%	21.21%	-12.73%	-3.35%

Different Trading Currencies

SONY is traded in USD, while UMG.AS is traded in EUR. To make them comparable, the UMG.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SONY achieves a -19.14% return, which is significantly higher than UMG.AS's -26.27% return.

SONY

• 1D: 3.92%
• 1M: -10.23%
• YTD: -19.14%
• 6M: -28.10%
• 1Y: -18.25%
• 3Y*: 5.06%
• 5Y*: -0.09%
• 10Y*: 15.97%

UMG.AS

• 1D: 3.78%
• 1M: -14.75%
• YTD: -26.27%
• 6M: -32.54%
• 1Y: -28.59%
• 3Y*: -6.70%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SONY vs. UMG.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SONY

SONY Risk / Return Rank: 19
SONY Sharpe Ratio Rank: 16
SONY Sortino Ratio Rank: 15
SONY Omega Ratio Rank: 17
SONY Calmar Ratio Rank: 26
SONY Martin Ratio Rank: 19

UMG.AS

UMG.AS Risk / Return Rank: 8
UMG.AS Sharpe Ratio Rank: 2
UMG.AS Sortino Ratio Rank: 4
UMG.AS Omega Ratio Rank: 5
UMG.AS Calmar Ratio Rank: 18
UMG.AS Martin Ratio Rank: 9

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SONY vs. UMG.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Universal Music Group N.V. (UMG.AS). 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.

	SONY	UMG.AS	Difference
Sharpe ratio Return per unit of total volatility	-0.60	-1.01	+0.41
Sortino ratio Return per unit of downside risk	-0.74	-1.29	+0.56
Omega ratio Gain probability vs. loss probability	0.92	0.84	+0.08
Calmar ratio Return relative to maximum drawdown	-0.50	-0.60	+0.10
Martin ratio Return relative to average drawdown	-1.20	-1.38	+0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SONY vs. UMG.AS - Sharpe Ratio Comparison

The current SONY Sharpe Ratio is -0.60, which is higher than the UMG.AS Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of SONY and UMG.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SONY	UMG.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	-1.01	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	-0.21	+0.44

Correlation

The correlation between SONY and UMG.AS is 0.26, 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.

Dividends

SONY vs. UMG.AS - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 0.39%, less than UMG.AS's 3.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SONY Sony Group Corporation	0.39%	0.59%	0.58%	0.59%	0.69%	0.43%	0.46%	0.54%	0.56%	0.45%	0.63%	0.34%
UMG.AS Universal Music Group N.V.	3.13%	2.34%	2.06%	1.98%	1.95%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SONY vs. UMG.AS - Drawdown Comparison

The maximum SONY drawdown since its inception was -93.18%, which is greater than UMG.AS's maximum drawdown of -46.08%. Use the drawdown chart below to compare losses from any high point for SONY and UMG.AS.

Drawdown Indicators

	SONY	UMG.AS	Difference
Max Drawdown Largest peak-to-trough decline	-93.18%	-45.40%	-47.78%
Max Drawdown (1Y) Largest decline over 1 year	-34.20%	-44.92%	+10.72%
Max Drawdown (5Y) Largest decline over 5 years	-50.56%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.56%	—	—
Current Drawdown Current decline from peak	-31.59%	-41.27%	+9.68%
Average Drawdown Average peak-to-trough decline	-42.23%	-15.78%	-26.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.23%	19.78%	-5.55%

Volatility

SONY vs. UMG.AS - Volatility Comparison

The current volatility for Sony Group Corporation (SONY) is 9.48%, while Universal Music Group N.V. (UMG.AS) has a volatility of 12.68%. This indicates that SONY experiences smaller price fluctuations and is considered to be less risky than UMG.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SONY	UMG.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.48%	12.68%	-3.20%
Volatility (6M) Calculated over the trailing 6-month period	20.20%	21.40%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	30.69%	28.19%	+2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.67%	32.41%	-3.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.95%	32.41%	-3.46%

Financials