SONY vs. VTI
Compare and contrast key facts about Sony Group Corporation (SONY) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SONY or VTI.
Performance
SONY vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SONY achieves a 0.98% return, which is significantly lower than VTI's 26.27% return. Over the past 10 years, SONY has outperformed VTI with an annualized return of 17.96%, while VTI has yielded a comparatively lower 12.73% annualized return.
SONY
0.98%
8.73%
18.69%
9.16%
11.23%
17.96%
VTI
26.27%
4.02%
13.98%
33.61%
15.21%
12.73%
Key characteristics
| SONY | VTI | |
|---|---|---|
| Sharpe Ratio | 0.34 | 2.69 |
| Sortino Ratio | 0.70 | 3.58 |
| Omega Ratio | 1.09 | 1.49 |
| Calmar Ratio | 0.23 | 3.92 |
| Martin Ratio | 0.83 | 17.17 |
| Ulcer Index | 11.09% | 1.96% |
| Daily Std Dev | 26.76% | 12.51% |
| Max Drawdown | -92.35% | -55.45% |
| Current Drawdown | -22.88% | -0.35% |
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Correlation
The correlation between SONY and VTI is 0.56, 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.
Risk-Adjusted Performance
SONY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 1.51%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | 1.51% | 2.95% | 2.09% | 1.29% | 0.46% | 1.62% | 1.65% | 1.48% | 2.05% | 1.71% | 3.10% | 4.86% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SONY vs. VTI - Drawdown Comparison
The maximum SONY drawdown since its inception was -92.35%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SONY and VTI. For additional features, visit the drawdowns tool.
Volatility
SONY vs. VTI - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 11.04% compared to Vanguard Total Stock Market ETF (VTI) at 4.20%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.