BTC-USD vs. SOFI
BTC-USD (Bitcoin) is a cryptocurrency, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past 5 years, BTC-USD returned 13.47%/yr vs 2.51%/yr for SOFI. At a 0.23 correlation, their price movements are largely independent.
Performance
BTC-USD vs. SOFI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BTC-USD having a -27.93% return and SOFI slightly lower at -28.88%.
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
SOFI
- 1D
- 5.02%
- 1M
- 13.05%
- 6M
- -32.83%
- YTD
- -28.88%
- 1Y
- -7.91%
- 3Y*
- 28.82%
- 5Y*
- 2.51%
- 10Y*
- —
BTC-USD vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.93% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 59.27% |
SOFI SoFi Technologies, Inc. | -28.88% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
Correlation
The correlation between BTC-USD and SOFI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.23 |
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Return for Risk
BTC-USD vs. SOFI — Risk / Return Rank
BTC-USD
SOFI
BTC-USD vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and SoFi Technologies, Inc. (SOFI). 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.
| BTC-USD | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.02 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.15 | -0.67 |
| Martin ratioReturn relative to average drawdown | -1.34 | -0.25 | -1.09 |
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Drawdowns
BTC-USD vs. SOFI - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, roughly equal to the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for BTC-USD and SOFI.
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Drawdown Indicators
| BTC-USD | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -83.32% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -52.96% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -52.96% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -81.54% | +4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.44% | -42.19% | -7.25% |
Average DrawdownAverage peak-to-trough decline | -42.53% | -51.12% | +8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.20% | 31.13% | +0.07% |
Volatility
BTC-USD vs. SOFI - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 9.25%, while SoFi Technologies, Inc. (SOFI) has a volatility of 13.02%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | 13.02% | -3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 37.33% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.75% | 55.58% | -19.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 66.44% | -22.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.32% | 71.64% | -15.32% |
Frequently Asked Questions
BTC-USD and SOFI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (13.02%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs SOFI's -83.32%.
SOFI currently has the higher Sharpe Ratio (-0.14 vs -1.01), 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.
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