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TM vs. SONY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TM and SONY is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TM vs. SONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation (TM) and Sony Group Corporation (SONY). The values are adjusted to include any dividend payments, if applicable.

10,000.00%12,000.00%14,000.00%16,000.00%18,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
10,995.33%
18,745.28%
TM
SONY

Key characteristics

Sharpe Ratio

TM:

-0.57

SONY:

1.68

Sortino Ratio

TM:

-0.67

SONY:

2.34

Omega Ratio

TM:

0.92

SONY:

1.30

Calmar Ratio

TM:

-0.47

SONY:

1.40

Martin Ratio

TM:

-0.83

SONY:

9.00

Ulcer Index

TM:

20.67%

SONY:

5.91%

Daily Std Dev

TM:

30.31%

SONY:

31.64%

Max Drawdown

TM:

-60.34%

SONY:

-91.85%

Current Drawdown

TM:

-24.28%

SONY:

-2.61%

Fundamentals

Market Cap

TM:

$243.20B

SONY:

$151.17B

EPS

TM:

$26.76

SONY:

$1.30

PE Ratio

TM:

6.97

SONY:

19.32

PEG Ratio

TM:

1.54

SONY:

3.81

PS Ratio

TM:

0.01

SONY:

0.01

PB Ratio

TM:

0.97

SONY:

2.64

Total Revenue (TTM)

TM:

$35.67T

SONY:

$10.33T

Gross Profit (TTM)

TM:

$7.25T

SONY:

$2.85T

EBITDA (TTM)

TM:

$5.01T

SONY:

$2.12T

Returns By Period

In the year-to-date period, TM achieves a -3.29% return, which is significantly lower than SONY's 18.01% return. Over the past 10 years, TM has underperformed SONY with an annualized return of 5.83%, while SONY has yielded a comparatively higher 16.85% annualized return.


TM

YTD

-3.29%

1M

-0.57%

6M

9.42%

1Y

-15.28%

5Y*

11.68%

10Y*

5.83%

SONY

YTD

18.01%

1M

-2.08%

6M

41.71%

1Y

51.97%

5Y*

16.54%

10Y*

16.85%

*Annualized

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Risk-Adjusted Performance

TM vs. SONY — Risk-Adjusted Performance Rank

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

TM
The Risk-Adjusted Performance Rank of TM is 2323
Overall Rank
The Sharpe Ratio Rank of TM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TM is 3333
Martin Ratio Rank

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
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.

TM vs. SONY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Sony Group Corporation (SONY). 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 TM, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.00
TM: -0.57
SONY: 1.68
The chart of Sortino ratio for TM, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
TM: -0.67
SONY: 2.34
The chart of Omega ratio for TM, currently valued at 0.92, compared to the broader market0.501.001.502.00
TM: 0.92
SONY: 1.30
The chart of Calmar ratio for TM, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
TM: -0.47
SONY: 1.40
The chart of Martin ratio for TM, currently valued at -0.83, compared to the broader market-5.000.005.0010.0015.0020.00
TM: -0.83
SONY: 9.00

The current TM Sharpe Ratio is -0.57, which is lower than the SONY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of TM and SONY, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.57
1.68
TM
SONY

Dividends

TM vs. SONY - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
TM
Toyota Motor Corporation
1.38%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%
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%

Drawdowns

TM vs. SONY - Drawdown Comparison

The maximum TM drawdown since its inception was -60.34%, smaller than the maximum SONY drawdown of -91.85%. Use the drawdown chart below to compare losses from any high point for TM and SONY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.28%
-2.61%
TM
SONY

Volatility

TM vs. SONY - Volatility Comparison

Toyota Motor Corporation (TM) has a higher volatility of 14.67% compared to Sony Group Corporation (SONY) at 13.92%. This indicates that TM's price experiences larger fluctuations and is considered to be riskier than SONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.67%
13.92%
TM
SONY

Financials

TM vs. SONY - Financials Comparison

This section allows you to compare key financial metrics between Toyota Motor Corporation and Sony Group Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items