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SONY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SONY and VOO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SONY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sony Group Corporation (SONY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
461.35%
557.08%
SONY
VOO

Key characteristics

Sharpe Ratio

SONY:

1.68

VOO:

0.54

Sortino Ratio

SONY:

2.34

VOO:

0.88

Omega Ratio

SONY:

1.30

VOO:

1.13

Calmar Ratio

SONY:

1.40

VOO:

0.55

Martin Ratio

SONY:

9.00

VOO:

2.27

Ulcer Index

SONY:

5.91%

VOO:

4.55%

Daily Std Dev

SONY:

31.64%

VOO:

19.19%

Max Drawdown

SONY:

-91.85%

VOO:

-33.99%

Current Drawdown

SONY:

-2.61%

VOO:

-9.90%

Returns By Period

In the year-to-date period, SONY achieves a 18.01% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, SONY has outperformed VOO with an annualized return of 16.85%, while VOO has yielded a comparatively lower 12.07% annualized return.


SONY

YTD

18.01%

1M

-2.08%

6M

41.71%

1Y

51.97%

5Y*

16.54%

10Y*

16.85%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

SONY vs. VOO — Risk-Adjusted Performance Rank

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

SONY
The Risk-Adjusted Performance Rank of SONY is 9191
Overall Rank
The Sharpe Ratio Rank of SONY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SONY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SONY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SONY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SONY is 9494
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SONY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for SONY, currently valued at 1.68, compared to the broader market-2.00-1.000.001.002.003.00
SONY: 1.68
VOO: 0.54
The chart of Sortino ratio for SONY, currently valued at 2.34, compared to the broader market-6.00-4.00-2.000.002.004.00
SONY: 2.34
VOO: 0.88
The chart of Omega ratio for SONY, currently valued at 1.30, compared to the broader market0.501.001.502.00
SONY: 1.30
VOO: 1.13
The chart of Calmar ratio for SONY, currently valued at 1.40, compared to the broader market0.001.002.003.004.005.00
SONY: 1.40
VOO: 0.55
The chart of Martin ratio for SONY, currently valued at 8.99, compared to the broader market-5.000.005.0010.0015.0020.00
SONY: 9.00
VOO: 2.27

The current SONY Sharpe Ratio is 1.68, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SONY and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.68
0.54
SONY
VOO

Dividends

SONY vs. VOO - Dividend Comparison

SONY's dividend yield for the trailing twelve months is around 0.27%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
SONY
Sony Group Corporation
0.27%0.58%0.59%0.69%0.43%0.46%0.54%0.56%0.49%0.76%0.39%0.72%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SONY vs. VOO - Drawdown Comparison

The maximum SONY drawdown since its inception was -91.85%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SONY and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.61%
-9.90%
SONY
VOO

Volatility

SONY vs. VOO - Volatility Comparison

Sony Group Corporation (SONY) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.92% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.92%
13.96%
SONY
VOO