CSHI vs. SOFI
CSHI (NEOS Enhanced Income 1-3 Month T-Bill ETF) is Ultrashort Bond fund actively managed by Neos, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past 3 years, CSHI returned 5.40%/yr vs 26.35%/yr for SOFI. At a 0.18 correlation, their price movements are largely independent.
Performance
CSHI vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, CSHI achieves a 2.22% return, which is significantly higher than SOFI's -36.97% return.
CSHI
- 1D
- 0.12%
- 1M
- 0.23%
- YTD
- 2.22%
- 6M
- 2.51%
- 1Y
- 5.13%
- 3Y*
- 5.40%
- 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*
- —
CSHI vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSHI NEOS Enhanced Income 1-3 Month T-Bill ETF | 2.22% | 5.05% | 5.66% | 6.21% | 1.46% |
SOFI SoFi Technologies, Inc. | -36.97% | 70.00% | 54.77% | 115.84% | -22.00% |
Correlation
The correlation between CSHI and SOFI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2022 | 0.18 |
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Return for Risk
CSHI vs. SOFI — Risk / Return Rank
CSHI
SOFI
CSHI vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) 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.
| CSHI | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.51 | ||
| Sortino ratioReturn per unit of downside risk | +9.75 | ||
| Omega ratioGain probability vs. loss probability | 2.61 | 1.09 | +1.52 |
| Calmar ratioReturn relative to maximum drawdown | 25.71 | 0.30 | +25.41 |
| Martin ratioReturn relative to average drawdown | 141.38 | 0.56 | +140.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSHI | SOFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.80 | 0.28 | +5.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.15 | 0.12 | +4.03 |
Drawdowns
CSHI vs. SOFI - Drawdown Comparison
The maximum CSHI drawdown since its inception was -1.69%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for CSHI and SOFI.
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Drawdown Indicators
| CSHI | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.69% | -83.32% | +81.63% |
Max Drawdown (1Y)Largest decline over 1 year | -0.20% | -52.96% | +52.76% |
Max Drawdown (3Y)Largest decline over 3 years | -1.69% | -52.96% | +51.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -81.54% | — |
Current DrawdownCurrent decline from peak | -0.08% | -48.77% | +48.69% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -51.23% | +51.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 28.21% | -28.17% |
Volatility
CSHI vs. SOFI - Volatility Comparison
The current volatility for NEOS Enhanced Income 1-3 Month T-Bill ETF (CSHI) is 0.27%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that CSHI 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
| CSHI | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.27% | 17.24% | -16.97% |
Volatility (6M)Calculated over the trailing 6-month period | 0.57% | 38.62% | -38.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.89% | 56.53% | -55.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.33% | 66.71% | -65.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.33% | 71.97% | -70.64% |
Dividends
CSHI vs. SOFI - Dividend Comparison
CSHI's dividend yield for the trailing twelve months is around 4.91%, while SOFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CSHI NEOS Enhanced Income 1-3 Month T-Bill ETF | 4.91% | 5.11% | 5.72% | 6.15% | 1.52% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSHI and SOFI have a correlation of 0.22, 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 CSHI (0.27%). In terms of maximum drawdown, CSHI dropped -1.69% vs SOFI's -83.32%.
CSHI currently has the higher Sharpe Ratio (5.80 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.
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