Incorrect bounding box after group rotation with an object

I have a smooth Sphere with a radius of 1000 inside a group, a group inside the scene. All three entities are located at the origin of coordinates. Without group rotation,
new THREE.Box3().setFromObject(sphere)
returns the correct result:

min: Vector3 {x: -1000, y: -1000, z: -1000}
max: Vector3 {x: 1000, y: 1000, z: 1000}

Image001638

But if I rotate the group a bit (around the origin), getting the bounding dimensions returns the wrong result:

min: Vector3 {x: -1000, y: -1414.0882614332995, z: -1414.0882614332995}
max: Vector3 {x: 1000, y: 1414.0882614332995, z: 1414.0882614332995}

Image001639

How to fix it?