SONY vs. YCS
SONY (Sony Group Corporation) is a stock, while YCS (ProShares UltraShort Yen) is Leveraged Currency fund tracking the USD/JPY Exchange Rate (-200%). Over the past 10 years, SONY returned 14.26%/yr vs 13.76%/yr for YCS. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
SONY vs. YCS - Performance Comparison
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Returns By Period
In the year-to-date period, SONY achieves a -9.14% return, which is significantly lower than YCS's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with SONY having a 14.26% annualized return and YCS not far behind at 13.76%.
SONY
- 1D
- 2.15%
- 1M
- 11.88%
- 6M
- 5.25%
- YTD
- -9.14%
- 1Y
- -4.29%
- 3Y*
- 8.11%
- 5Y*
- 2.77%
- 10Y*
- 14.26%
- ALL TIME*
- 8.20%
YCS
- 1D
- -0.84%
- 1M
- -2.27%
- 6M
- 9.33%
- YTD
- 7.29%
- 1Y
- 25.05%
- 3Y*
- 17.34%
- 5Y*
- 23.55%
- 10Y*
- 13.76%
- ALL TIME*
- 6.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $140.18M | $115.70M | $140.64M | |
| $1.53M | $2.43M | $1.42M |
SONY vs. YCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | -9.14% | 21.65% | 12.49% | 24.95% | -39.26% | 25.64% | 49.70% | 41.89% | 7.96% | 61.31% |
YCS ProShares UltraShort Yen | 7.29% | 9.04% | 35.41% | 28.70% | 29.09% | 22.38% | -11.18% | 3.37% | -1.49% | -6.57% |
Correlation
The correlation between SONY and YCS is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | -0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2008 | 0.09 |
The correlation between SONY and YCS shifts across timeframes, from -0.20 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SONY vs. YCS — Risk / Return Rank
SONY
YCS
SONY vs. YCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sony Group Corporation (SONY) and ProShares UltraShort Yen (YCS). 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 | YCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 2.35 | -2.46 |
| Martin ratioReturn relative to average drawdown | -0.19 | 8.93 | -9.11 |
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Drawdowns
SONY vs. YCS - Drawdown Comparison
The maximum SONY drawdown since its inception was -93.18%, which is greater than YCS's maximum drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for SONY and YCS.
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Drawdown Indicators
| SONY | YCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -49.56% | -43.62% |
Max Drawdown (1Y)Largest decline over 1 year | -36.15% | -8.30% | -27.85% |
Max Drawdown (3Y)Largest decline over 3 years | -36.15% | -23.05% | -13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | -27.32% | -23.24% |
Max Drawdown (10Y)Largest decline over 10 years | -50.56% | -27.32% | -23.24% |
Current DrawdownCurrent decline from peak | -23.13% | -5.68% | -17.45% |
Average DrawdownAverage peak-to-trough decline | -42.15% | -19.75% | -22.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.19% | 2.64% | +19.55% |
Volatility
SONY vs. YCS - Volatility Comparison
Sony Group Corporation (SONY) has a higher volatility of 9.05% compared to ProShares UltraShort Yen (YCS) at 5.30%. This indicates that SONY's price experiences larger fluctuations and is considered to be riskier than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SONY | YCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 5.30% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 23.24% | 11.65% | +11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.62% | 16.85% | +13.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.23% | 21.16% | +8.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.73% | 18.61% | +10.12% |
Dividends
SONY vs. YCS - Dividend Comparison
SONY's dividend yield for the trailing twelve months is around 0.35%, while YCS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SONY Sony Group Corporation | 0.35% | 0.59% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.45% | 0.63% | 0.34% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 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 YCS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SONY has higher volatility (9.05%) compared to YCS (5.30%). In terms of maximum drawdown, SONY dropped -93.18% vs YCS's -49.56%.
YCS currently has the higher Sharpe Ratio (1.16 vs -0.13), 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.
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