SONY vs. VGUS
SONY (Sony Group Corporation) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, SONY returned -10.56% vs 3.87% for VGUS. At a correlation of -0.01, they often move in opposite directions.
Performance
SONY vs. VGUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SONY achieves a -16.45% return, which is significantly lower than VGUS's 1.86% return.
SONY
- 1D
- 3.28%
- 1M
- 4.96%
- 6M
- -11.32%
- YTD
- -16.45%
- 1Y
- -10.56%
- 3Y*
- 5.10%
- 5Y*
- 1.61%
- 10Y*
- 14.10%
VGUS
- 1D
- 0.01%
- 1M
- 0.29%
- 6M
- 1.74%
- YTD
- 1.86%
- 1Y
- 3.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SONY vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SONY Sony Group Corporation | -16.45% | 14.82% |
VGUS Vanguard Ultra-Short Treasury ETF | 1.86% | 3.78% |
Correlation
The correlation between SONY and VGUS is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SONY vs. VGUS — Risk / Return Rank
SONY
VGUS
SONY vs. VGUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Vanguard Ultra-Short Treasury ETF (VGUS). 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 | VGUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.26 | ||
| Sortino ratioReturn per unit of downside risk | -34.53 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 10.39 | -9.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 53.40 | -53.70 |
| Martin ratioReturn relative to average drawdown | -0.49 | 403.94 | -404.44 |
Loading charts...
Drawdowns
SONY vs. VGUS - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for SONY and VGUS.
Loading charts...
Drawdown Indicators
| SONY | VGUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -0.07% | -93.11% |
Max Drawdown (1Y)Largest decline over 1 year | -36.15% | -0.07% | -36.08% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | — | — |
Current DrawdownCurrent decline from peak | -29.31% | 0.00% | -29.31% |
Average DrawdownAverage peak-to-trough decline | -42.16% | -0.00% | -42.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.41% | 0.01% | +21.40% |
Volatility
SONY vs. VGUS - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 9.18% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.06%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SONY | VGUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.18% | 0.06% | +9.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.28% | 0.18% | +22.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.24% | 0.33% | +29.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.16% | 0.33% | +28.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.78% | 0.33% | +28.45% |
Dividends
SONY vs. VGUS - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.38%, less than VGUS's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | 0.38% | 0.59% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.45% | 0.63% | 0.34% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.61% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SONY and VGUS have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONY has higher volatility (9.18%) compared to VGUS (0.06%). In terms of maximum drawdown, SONY dropped -93.18% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (11.91 vs -0.35), 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.
Find the right allocation for SONY and VGUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer