Fiscal year start and end.
Microsoft
July 1 - June 30

Sony/Nintendo/Sega
April 1 - March 31

Nintendo
September 1 - August 31 

Nintendo
(FY End 1990)
September 1 - March 31
(7 months)

Sega
May 1 - April 30

Sega
(FY End 1991)
May 1 - March 31
(11 Months)

Consecutive Operating Income/Loss:

FY End 
 
1981:
1982:
1983:
1984:
1985:
1986:
1987:
1988:
1989:
1990:
1991:
1992:
1993:
1994:
1995:
1996:
1997:
1998:
1999:
2000:
2001:
2002:
2003:
2004:
2005:
2006:
2007:
2008:
2009:
 
??
-¥8,938,000,000
¥57,045,000,000
¥116,936,000,000
¥136,418,000,000
¥76,935,000,000
-¥51,118,000,000
¥82,915,000,000
¥112,653,000,000
¥67,578,000,000
¥43,170,000,000
¥8,748,000,000
-¥232,325,000,000
-¥124,485,000,000
-¥58,476,000,000

 
¥4,310,000,000
¥22,702,000,000
¥20,592,000,000
¥16,641,000,000
¥20,701,000,000
¥41,508,000,000
¥45,768,000,000
¥48,412,000,000
¥63,994,000,000
¥65,168,000,000 
¥137,914,000,000
¥147,542,000,000
¥159,296,000,000
¥103,711,000,000
¥94,955,000,000
¥71,939,000,000
¥65,088,000,000
¥127,753,000,000
¥156,162,000,000
¥145,030,000,000
¥84,697,000,000
¥119,151,000,000
¥100,120,000,000
¥107,683,000,000
¥111,522,000,000
¥90,349,000,000
¥226,024,000,000
¥487,220,000,000
¥
555,263,000,000
 
??
??
??
??
??
??
??
??
¥7,500,000,000
¥13,000,000,000
¥17,200,000,000
¥39,000,000,000
¥62,540,000,000
¥46,595,000,000
¥31,208,000,000
¥29,636,000,000
¥31,229,000,000
¥13,967,000,000
¥2,088,000,000
-¥40,354,000,000
-¥52,018,000,000









 
-$1,090,000,000
-$1,666,000,000
-$866,000,000
-$938,000,000
-$1,011,000,000
-$464,000,000
-$1,329,000,000
-$2,016,000,000
$267,000,000

N/A
Total:

¥227,056,000,000
¥3,441,215,000,000
¥201,591,000,000
-$9,113,000,000


Comparison In US Dollars:

FY End 
 
          Yen to Dollar
1981:
1982:
1983:
1984:
1985:
1986:
1987:
1988:
1989:
1990:
1991:
1992:
1993:
1994:
1995:
1996:
1997:
1998:
1999:
2000:
2001:
2002:
2003:
2004:
2005:
2006:
2007:
2008:
2009:
 
??
-$93,491,480
$508,270,950
$954,197,760
$1,073,609,660
$693,184,350
-$463,129,080
$664,149,150
$924,881,130
$599,416,860
$402,344,400
$77,419,800
-$1,988,702,000
-$1,092,978,300
-$584,760,000

 
$19,998,400
$95,802,440
$84,221,280
$71,057,070
$83,218,020
$225,388,440
$302,068,800
$369,383,560
$483,794,640
$448,355,840
$981,947,680
$1,109,515,840
$1,279,146,880
$962,438,080
$957,146,400
$752,481,940
$579,934,080
$1,042,464,480
$1,228,994,940
$1,306,720,300
$767,354,820
$954,399,510
$821,985,200
$955,148,210
$1,039,385,040
$799,588,650
$1,934,765,440
$4,277,791,600
$5,552,630,000
 
??
??
??
??
??
??
??
??
$58,275,000
$89,830,000
$123,668,000
$293,280,000
$502,196,200
$432,401,600
$314,576,640
$309,992,560
$278,250,390
$113,970,720
$16,432,560
-$363,589,540
-$471,283,080









 
-$1,090,000,000
-$1,666,000,000
-$866,000,000
-$938,000,000
-$1,011,000,000
-$464,000,000
-$1,329,000,000
-$2,016,000,000

$267,000,000
N/A
Total:

$1,674,413,200
$29,935,483,420
$1,698,001,050
-$9,113,000,000
           
0.00464
0.00422
0.00409
0.00427
0.00402
0.00543
0.00660
0.00763


0.00756 /
0.00777


0.00688 /
0.00691
0.00712 / 0.00719
0.00752
0.00803
0.00928
0.01008
0.01046
0.00891
0.00816
0.00787
0.00901
0.00906
0.00801
0.00821
0.00887
0.00932
0.00885
0.00856
0.00878       
0.01000






Sources:



Note: Sony goes by the start of the fiscal year when naming their fiscal years.

Sony's Game Segment

Sony Global - Historical Data

1996 - 2009 figures: "SONY CONSOLIDATED HISTORICAL DATA" - P36 Seg1
(Note: They haven't updated their 1999 figures in the "Historical Data" to match the ones in their 2001 Annual Report so I checked their SEC submission to make sure it wasn't a mistake in the 2001 Report. I believe they don't have to be as careful with the "Historical Data" as they do annual reports and SEC submissions.)

*
1999 figures: "Form 20F Year Ended Mar. 31, 2001" - "Segment profit or loss:"


Nintendo

Information Library - Historical Data
 
1981 - 2009 figures: "Consolidated Statements of Income Transition"

Sega

Thanks BKK2 for finding these:

1989 - 1991 figures: "Video Games: A report on the supply of video games in the UK" from Competition Commission. - Chapter 6.
1992 figures: "CONTEMPORARY STRATEGY ANALYSIS" by ROBERT M. GRANT. - Case Eleven.
Sega IR Information - Annual Report
 (via Internet Archive)
1993 - 1997 figures: "Annual Report 1998" - "Entire Pages" - Page 10
Archived Reports - Printable Documents

1998 - 1999 figures: "Annual Report 2000" - Page 20
Financial Statements - Income Statement
2000 - 2001 figures: "SEGA CORPORATION Consolidated Statements of Income"


Microsoft Entertainment and Devices Division/Home and Entertainment/Consumer Software, Services, and Devices

SEC Filings

2006 - 2008 figures: "Calendar Year 2008 filings" - "Form 10-K" - PAGE 70 - "Entertainment and Devices Division"
2005 figures: "Calendar Year 2007 filings" - "Form 10-K" - PAGE 67 - "Entertainment and Devices Division"
2004 figures: "Calendar Year 2006 filings" - "Form 10-K" - PAGE 69 - "Home and Entertainment"
2003 figures: "Calendar Year 2005 filings" - "Form 10-K" - PAGE 66 - "Home and Entertainment"
2002 figures: "Calendar Year 2004 filings" - "Form 10-K" - PAGE 60 - "Home and Entertainment"
2000 - 2001 figures: "Calendar Year 2002 filings" - "Form 10-K" - PAGE 37 - "Consumer Software, Services, and Devices"


Yen to Dollar Rates

The fiscal year currency exchange averages were calculated using FXHistory.
 


Notes:


1. Microsoft has irregularly reorganized (and renamed) their EDD segment and included products that aren't game related so their numbers aren't good for comparison with other video game companies.
2. Nintendo and SEGA's numbers conform to Japanese GAAP while Sony and Microsoft's numbers conform to FAS No. 131.
3. All numbers used are of Operating Income for direct comparison. Operating Income doesn't include Non-Operating Income, Interest Expense or Income Taxes. In other words this is not the "bottom line".

4. The currency averages are based on their respective fiscal years (See fiscal year difference).