PortfoliosLab logoPortfoliosLab logo
EVER vs. STNE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EVER vs. STNE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EverQuote, Inc. (EVER) and StoneCo Ltd. (STNE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EVER achieves a -28.52% return, which is significantly lower than STNE's -13.49% return.


EVER

1D
-0.10%
1M
-5.85%
YTD
-28.52%
6M
-27.77%
1Y
-23.93%
3Y*
34.46%
5Y*
-10.62%
10Y*

STNE

1D
1.63%
1M
-1.86%
YTD
-13.49%
6M
-14.01%
1Y
-5.43%
3Y*
0.25%
5Y*
-27.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVER vs. STNE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EVER
EverQuote, Inc.
-28.52%35.07%63.32%-16.96%-5.87%-58.07%8.73%721.77%-64.58%
STNE
StoneCo Ltd.
-13.49%85.57%-55.80%91.00%-44.01%-79.91%110.38%116.32%-41.18%

Correlation

The correlation between EVER and STNE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.28

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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2018

0.32

Fundamentals

Market Cap

EVER:

$712.98M

STNE:

$2.68B

EPS

EVER:

$2.92

STNE:

$12.96

PE Ratio

EVER:

6.60

STNE:

0.82

PEG Ratio

EVER:

0.03

STNE:

0.01

PS Ratio

EVER:

1.01

STNE:

0.24

Total Revenue (TTM)

EVER:

$716.74M

STNE:

$11.69B

Gross Profit (TTM)

EVER:

$698.48M

STNE:

$8.11B

EBITDA (TTM)

EVER:

$78.59M

STNE:

$3.75B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EVER vs. STNE — Risk / Return Rank

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

EVER
EVER Risk / Return Rank: 2828
Overall Rank
EVER Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EVER Sortino Ratio Rank: 3131
Sortino Ratio Rank
EVER Omega Ratio Rank: 3131
Omega Ratio Rank
EVER Calmar Ratio Rank: 2525
Calmar Ratio Rank
EVER Martin Ratio Rank: 2323
Martin Ratio Rank

STNE
STNE Risk / Return Rank: 3737
Overall Rank
STNE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
STNE Sortino Ratio Rank: 3636
Sortino Ratio Rank
STNE Omega Ratio Rank: 3636
Omega Ratio Rank
STNE Calmar Ratio Rank: 3838
Calmar Ratio Rank
STNE Martin Ratio Rank: 3737
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.

EVER vs. STNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EverQuote, Inc. (EVER) and StoneCo Ltd. (STNE). 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.


EVERSTNEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.14

-0.36

Martin ratioReturn relative to average drawdown

-0.95

-0.28

-0.67

EVER vs. STNE - Sharpe Ratio Comparison

The current EVER Sharpe Ratio is -0.30, which is lower than the STNE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of EVER and STNE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EVERSTNEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.11

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.42

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

-0.17

+0.18

Drawdowns

EVER vs. STNE - Drawdown Comparison

The maximum EVER drawdown since its inception was -91.18%, roughly equal to the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for EVER and STNE.


Loading charts...

Drawdown Indicators


EVERSTNEDifference

Max Drawdown

Largest peak-to-trough decline

-91.18%

-92.31%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-48.80%

-40.22%

-8.58%

Max Drawdown (3Y)

Largest decline over 3 years

-51.97%

-57.64%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-84.02%

-89.72%

+5.70%

Current Drawdown

Current decline from peak

-69.26%

-86.40%

+17.14%

Average Drawdown

Average peak-to-trough decline

-57.62%

-61.14%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.26%

19.70%

+5.56%

Volatility

EVER vs. STNE - Volatility Comparison

EverQuote, Inc. (EVER) and StoneCo Ltd. (STNE) have volatilities of 15.86% and 15.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EVERSTNEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.86%

15.44%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

64.04%

39.35%

+24.69%

Volatility (1Y)

Calculated over the trailing 1-year period

80.09%

51.40%

+28.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.73%

64.91%

+7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.89%

67.44%

+8.45%

Dividends

EVER vs. STNE - Dividend Comparison

EVER has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 23.94%.


PositionTTM
EVER
EverQuote, Inc.
0.00%
STNE
StoneCo Ltd.
23.94%

Financials

EVER vs. STNE - Financials Comparison

This section allows you to compare key financial metrics between EverQuote, Inc. and StoneCo Ltd.. 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
190.85M
719.52M
(EVER) Total Revenue
(STNE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


EVER and STNE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVER has higher volatility (15.86%) compared to STNE (15.44%). In terms of maximum drawdown, EVER dropped -91.18% vs STNE's -92.31%.

STNE currently has the higher Sharpe Ratio (-0.11 vs -0.30), 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 EVER and STNE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer