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AFRM vs. SQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AFRM and SQ is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

AFRM vs. SQ - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
110.90%
41.66%
AFRM
SQ

Key characteristics

Sharpe Ratio

AFRM:

0.31

SQ:

0.36

Sortino Ratio

AFRM:

1.10

SQ:

0.86

Omega Ratio

AFRM:

1.13

SQ:

1.10

Calmar Ratio

AFRM:

0.29

SQ:

0.22

Martin Ratio

AFRM:

0.84

SQ:

0.95

Ulcer Index

AFRM:

29.75%

SQ:

18.09%

Daily Std Dev

AFRM:

79.05%

SQ:

47.85%

Max Drawdown

AFRM:

-94.71%

SQ:

-86.08%

Current Drawdown

AFRM:

-62.62%

SQ:

-68.34%

Fundamentals

Market Cap

AFRM:

$22.26B

SQ:

$58.60B

EPS

AFRM:

-$1.41

SQ:

$1.67

Total Revenue (TTM)

AFRM:

$2.52B

SQ:

$23.86B

Gross Profit (TTM)

AFRM:

$1.91B

SQ:

$8.52B

EBITDA (TTM)

AFRM:

-$3.30M

SQ:

$1.77B

Returns By Period

In the year-to-date period, AFRM achieves a 28.21% return, which is significantly higher than SQ's 15.33% return.


AFRM

YTD

28.21%

1M

-1.50%

6M

109.02%

1Y

38.43%

5Y*

N/A

10Y*

N/A

SQ

YTD

15.33%

1M

-3.47%

6M

42.19%

1Y

17.21%

5Y*

7.00%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AFRM vs. SQ - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for AFRM, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.490.36
The chart of Sortino ratio for AFRM, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.330.86
The chart of Omega ratio for AFRM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.10
The chart of Calmar ratio for AFRM, currently valued at 0.45, compared to the broader market0.002.004.006.000.450.22
The chart of Martin ratio for AFRM, currently valued at 1.29, compared to the broader market0.0010.0020.001.290.95
AFRM
SQ

The current AFRM Sharpe Ratio is 0.31, which is comparable to the SQ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of AFRM and SQ, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.49
0.36
AFRM
SQ

Dividends

AFRM vs. SQ - Dividend Comparison

Neither AFRM nor SQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AFRM vs. SQ - Drawdown Comparison

The maximum AFRM drawdown since its inception was -94.71%, which is greater than SQ's maximum drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for AFRM and SQ. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-62.62%
-68.34%
AFRM
SQ

Volatility

AFRM vs. SQ - Volatility Comparison

Affirm Holdings, Inc. (AFRM) has a higher volatility of 19.37% compared to Square, Inc. (SQ) at 15.02%. This indicates that AFRM's price experiences larger fluctuations and is considered to be riskier than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.37%
15.02%
AFRM
SQ

Financials

AFRM vs. SQ - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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