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CARY vs. SOFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CARY vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Income ETF (CARY) and SoFi Technologies, Inc. (SOFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CARY achieves a 1.60% return, which is significantly higher than SOFI's -36.97% return.


CARY

1D
0.00%
1M
-0.18%
YTD
1.60%
6M
2.15%
1Y
6.71%
3Y*
7.26%
5Y*
10Y*

SOFI

1D
2.93%
1M
4.76%
YTD
-36.97%
6M
-40.24%
1Y
15.87%
3Y*
26.35%
5Y*
-6.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CARY vs. SOFI - Yearly Performance Comparison


2026 (YTD)2025202420232022
CARY
Angel Oak Income ETF
1.60%7.54%6.93%8.70%0.70%
SOFI
SoFi Technologies, Inc.
-36.97%70.00%54.77%115.84%-9.61%

Correlation

The correlation between CARY and SOFI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

0.09

The correlation between CARY and SOFI shifts across timeframes, from 0.09 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CARY vs. SOFI — Risk / Return Rank

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

CARY
CARY Risk / Return Rank: 9595
Overall Rank
CARY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CARY Sortino Ratio Rank: 9797
Sortino Ratio Rank
CARY Omega Ratio Rank: 9797
Omega Ratio Rank
CARY Calmar Ratio Rank: 9191
Calmar Ratio Rank
CARY Martin Ratio Rank: 9393
Martin Ratio Rank

SOFI
SOFI Risk / Return Rank: 5050
Overall Rank
SOFI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SOFI Sortino Ratio Rank: 5050
Sortino Ratio Rank
SOFI Omega Ratio Rank: 4848
Omega Ratio Rank
SOFI Calmar Ratio Rank: 5050
Calmar Ratio Rank
SOFI Martin Ratio Rank: 4949
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.

CARY vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Income ETF (CARY) 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.


CARYSOFIDifference
Sharpe ratioReturn per unit of total volatility

+3.51

Sortino ratioReturn per unit of downside risk

+5.18

Omega ratioGain probability vs. loss probability

1.85

1.09

+0.75

Calmar ratioReturn relative to maximum drawdown

5.27

0.30

+4.97

Martin ratioReturn relative to average drawdown

22.77

0.56

+22.20

CARY vs. SOFI - Sharpe Ratio Comparison

The current CARY Sharpe Ratio is 3.79, which is higher than the SOFI Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CARY and SOFI, 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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Sharpe Ratios by Period


CARYSOFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

0.28

+3.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

2.62

0.12

+2.50

Drawdowns

CARY vs. SOFI - Drawdown Comparison

The maximum CARY drawdown since its inception was -1.96%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for CARY and SOFI.


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Drawdown Indicators


CARYSOFIDifference

Max Drawdown

Largest peak-to-trough decline

-1.96%

-83.32%

+81.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-52.96%

+51.68%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-52.96%

+51.00%

Max Drawdown (5Y)

Largest decline over 5 years

-81.54%

Current Drawdown

Current decline from peak

-0.29%

-48.77%

+48.48%

Average Drawdown

Average peak-to-trough decline

-0.32%

-51.23%

+50.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

28.21%

-27.91%

Volatility

CARY vs. SOFI - Volatility Comparison

The current volatility for Angel Oak Income ETF (CARY) is 0.61%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that CARY 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


CARYSOFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

17.24%

-16.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.33%

38.62%

-37.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.78%

56.53%

-54.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

66.71%

-63.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

71.97%

-69.24%

Dividends

CARY vs. SOFI - Dividend Comparison

CARY's dividend yield for the trailing twelve months is around 5.94%, while SOFI has not paid dividends to shareholders.


PositionTTM2025202420232022
CARY
Angel Oak Income ETF
5.94%6.13%6.10%6.38%0.48%
SOFI
SoFi Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CARY and SOFI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOFI has higher volatility (17.24%) compared to CARY (0.61%). In terms of maximum drawdown, CARY dropped -1.96% vs SOFI's -83.32%.

CARY currently has the higher Sharpe Ratio (3.79 vs 0.28), 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 CARY and SOFI

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