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

Performance

AFRM vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Affirm Holdings, Inc. (AFRM) and Shopify Inc. (SHOP). 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 -3.00% return, which is significantly higher than SHOP's -32.92% return.


AFRM

1D
-2.33%
1M
10.70%
YTD
-3.00%
6M
-8.11%
1Y
16.34%
3Y*
69.56%
5Y*
2.07%
10Y*

SHOP

1D
-0.80%
1M
4.83%
YTD
-32.92%
6M
-36.36%
1Y
1.48%
3Y*
19.18%
5Y*
-6.37%
10Y*
43.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFRM vs. SHOP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AFRM
Affirm Holdings, Inc.
-3.00%22.22%23.93%408.17%-90.38%10.63%
SHOP
Shopify Inc.
-32.92%51.39%36.50%124.43%-74.80%15.92%

Correlation

The correlation between AFRM and SHOP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.56

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

0.60

The correlation between AFRM and SHOP has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

Fundamentals

Market Cap

AFRM:

$25.13B

SHOP:

$140.74B

EPS

AFRM:

$1.10

SHOP:

$1.02

PE Ratio

AFRM:

65.53

SHOP:

106.00

PS Ratio

AFRM:

7.83

SHOP:

15.35

PB Ratio

AFRM:

6.64

SHOP:

11.26

Total Revenue (TTM)

AFRM:

$3.20B

SHOP:

$9.20B

Gross Profit (TTM)

AFRM:

$2.00B

SHOP:

$5.93B

EBITDA (TTM)

AFRM:

$908.84M

SHOP:

$1.60B

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Return for Risk

AFRM vs. SHOP — Risk / Return Rank

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

AFRM
AFRM Risk / Return Rank: 5050
Overall Rank
AFRM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AFRM Sortino Ratio Rank: 5252
Sortino Ratio Rank
AFRM Omega Ratio Rank: 4949
Omega Ratio Rank
AFRM Calmar Ratio Rank: 4949
Calmar Ratio Rank
AFRM Martin Ratio Rank: 4949
Martin Ratio Rank

SHOP
SHOP Risk / Return Rank: 4242
Overall Rank
SHOP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4242
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4141
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4343
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4242
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. SHOP - Risk-Adjusted Trends Comparison

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


AFRMSHOPDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.09

1.06

+0.04

Calmar ratioReturn relative to maximum drawdown

0.30

0.03

+0.27

Martin ratioReturn relative to average drawdown

0.60

0.06

+0.54

AFRM vs. SHOP - Sharpe Ratio Comparison

The current AFRM Sharpe Ratio is 0.27, which is higher than the SHOP Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AFRM and SHOP, 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. SHOP - Drawdown Comparison

The maximum AFRM drawdown since its inception was -94.71%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for AFRM and SHOP.


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Drawdown Indicators


AFRMSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-94.71%

-84.82%

-9.89%

Max Drawdown (1Y)

Largest decline over 1 year

-53.86%

-46.71%

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-55.85%

-46.71%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-94.71%

-84.82%

-9.89%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

Current Drawdown

Current decline from peak

-57.16%

-39.68%

-17.48%

Average Drawdown

Average peak-to-trough decline

-68.60%

-28.24%

-40.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.21%

22.92%

+4.29%

Volatility

AFRM vs. SHOP - Volatility Comparison

Affirm Holdings, Inc. (AFRM) has a higher volatility of 19.95% compared to Shopify Inc. (SHOP) at 15.75%. This indicates that AFRM's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFRMSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.95%

15.75%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

43.73%

43.68%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

61.76%

57.09%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.39%

65.55%

+30.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.42%

59.09%

+36.33%

Dividends

AFRM vs. SHOP - Dividend Comparison

Neither AFRM nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AFRM vs. SHOP - Financials Comparison

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


0.001.00B2.00B3.00B4.00B20222023202420252026
268.03M
0
(AFRM) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AFRM and SHOP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AFRM has higher volatility (19.95%) compared to SHOP (15.75%). In terms of maximum drawdown, AFRM dropped -94.71% vs SHOP's -84.82%.

AFRM currently has the higher Sharpe Ratio (0.27 vs 0.03), 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

Find the right allocation for AFRM and SHOP

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