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AFRM vs. LDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AFRM vs. LDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Affirm Holdings, Inc. (AFRM) and loanDepot, Inc. (LDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AFRM achieves a -11.10% return, which is significantly higher than LDI's -45.41% return.


AFRM

1D
-0.48%
1M
0.53%
YTD
-11.10%
6M
-1.61%
1Y
11.94%
3Y*
52.28%
5Y*
-0.54%
10Y*

LDI

1D
-2.59%
1M
-9.60%
YTD
-45.41%
6M
-56.54%
1Y
-15.67%
3Y*
-18.92%
5Y*
-38.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFRM vs. LDI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AFRM
Affirm Holdings, Inc.
-11.10%22.22%23.93%408.17%-90.38%-26.18%
LDI
loanDepot, Inc.
-45.41%1.47%-42.05%113.33%-64.95%-63.41%

Correlation

The correlation between AFRM and LDI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2021

0.34

Fundamentals

Market Cap

AFRM:

$23.03B

LDI:

$258.73M

EPS

AFRM:

$1.10

LDI:

-$0.36

PS Ratio

AFRM:

7.18

LDI:

0.18

PB Ratio

AFRM:

6.09

LDI:

0.77

Total Revenue (TTM)

AFRM:

$3.20B

LDI:

$1.34B

Gross Profit (TTM)

AFRM:

$2.00B

LDI:

$841.99M

EBITDA (TTM)

AFRM:

$908.84M

LDI:

-$34.48M

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Return for Risk

AFRM vs. LDI — Risk / Return Rank

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

AFRM
AFRM Risk / Return Rank: 4747
Overall Rank
AFRM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AFRM Sortino Ratio Rank: 4747
Sortino Ratio Rank
AFRM Omega Ratio Rank: 4646
Omega Ratio Rank
AFRM Calmar Ratio Rank: 4646
Calmar Ratio Rank
AFRM Martin Ratio Rank: 4646
Martin Ratio Rank

LDI
LDI Risk / Return Rank: 3636
Overall Rank
LDI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LDI Sortino Ratio Rank: 3939
Sortino Ratio Rank
LDI Omega Ratio Rank: 3838
Omega Ratio Rank
LDI Calmar Ratio Rank: 3434
Calmar Ratio Rank
LDI Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFRM vs. LDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Affirm Holdings, Inc. (AFRM) and loanDepot, Inc. (LDI). 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.


AFRMLDIDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.07

1.03

+0.04

Calmar ratioReturn relative to maximum drawdown

0.16

-0.28

+0.44

Martin ratioReturn relative to average drawdown

0.31

-0.46

+0.77

AFRM vs. LDI - Sharpe Ratio Comparison

The current AFRM Sharpe Ratio is 0.14, which is higher than the LDI Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AFRM and LDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AFRM vs. LDI - Drawdown Comparison

The maximum AFRM drawdown since its inception was -94.71%, roughly equal to the maximum LDI drawdown of -96.47%. Use the drawdown chart below to compare losses from any high point for AFRM and LDI.


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Drawdown Indicators


AFRMLDIDifference

Max Drawdown

Largest peak-to-trough decline

-94.71%

-96.47%

+1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-53.86%

-75.88%

+22.02%

Max Drawdown (3Y)

Largest decline over 3 years

-55.85%

-75.88%

+20.03%

Max Drawdown (5Y)

Largest decline over 5 years

-94.71%

-91.89%

-2.82%

Current Drawdown

Current decline from peak

-60.73%

-96.09%

+35.36%

Average Drawdown

Average peak-to-trough decline

-68.65%

-87.16%

+18.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.04%

46.74%

-19.70%

Volatility

AFRM vs. LDI - Volatility Comparison

The current volatility for Affirm Holdings, Inc. (AFRM) is 17.80%, while loanDepot, Inc. (LDI) has a volatility of 20.36%. This indicates that AFRM experiences smaller price fluctuations and is considered to be less risky than LDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFRMLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.80%

20.36%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

43.83%

51.17%

-7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

60.85%

92.89%

-32.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.23%

77.04%

+19.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.46%

83.65%

+11.81%

Dividends

AFRM vs. LDI - Dividend Comparison

Neither AFRM nor LDI has paid dividends to shareholders.


PositionTTM20252024202320222021
AFRM
Affirm Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
LDI
loanDepot, Inc.
0.00%0.00%0.00%0.00%4.85%17.75%

Financials

AFRM vs. LDI - Financials Comparison

This section allows you to compare key financial metrics between Affirm Holdings, Inc. and loanDepot, Inc.. 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
268.03M
286.39M
(AFRM) Total Revenue
(LDI) Total Revenue
Values in USD except per share items

AFRM vs. LDI - Profitability Comparison

The chart below illustrates the profitability comparison between Affirm Holdings, Inc. and loanDepot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%2022202320242025202600
Portfolio components
AFRM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Affirm Holdings, Inc. reported a gross profit of 0.00 and revenue of 268.03M. Therefore, the gross margin over that period was 0.0%.

LDI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, loanDepot, Inc. reported a gross profit of 0.00 and revenue of 286.39M. Therefore, the gross margin over that period was 0.0%.

AFRM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Affirm Holdings, Inc. reported an operating income of 88.43M and revenue of 268.03M, resulting in an operating margin of 33.0%.

LDI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, loanDepot, Inc. reported an operating income of 0.00 and revenue of 286.39M, resulting in an operating margin of 0.0%.

AFRM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Affirm Holdings, Inc. reported a net income of 102.90M and revenue of 268.03M, resulting in a net margin of 38.4%.

LDI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, loanDepot, Inc. reported a net income of -37.49M and revenue of 286.39M, resulting in a net margin of -13.1%.


Frequently Asked Questions


AFRM and LDI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDI has higher volatility (20.36%) compared to AFRM (17.80%). In terms of maximum drawdown, AFRM dropped -94.71% vs LDI's -96.47%.

AFRM currently has the higher Sharpe Ratio (0.14 vs -0.23), 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.

Portfolio Optimizer

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