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GDOT vs. STNE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GDOT vs. STNE - Performance Comparison

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

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Returns By Period

In the year-to-date period, GDOT achieves a 2.19% return, which is significantly higher than STNE's -7.84% return.


GDOT

1D
0.85%
1M
3.56%
YTD
2.19%
6M
-1.65%
1Y
27.21%
3Y*
-12.05%
5Y*
-22.13%
10Y*
-4.94%

STNE

1D
0.09%
1M
16.20%
YTD
-7.84%
6M
-12.12%
1Y
-2.22%
3Y*
0.22%
5Y*
-26.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDOT vs. STNE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GDOT
Green Dot Corporation
2.19%20.39%7.47%-37.42%-56.35%-35.05%139.48%-70.70%7.46%
STNE
StoneCo Ltd.
-7.84%85.57%-55.80%91.00%-44.01%-79.91%110.38%116.32%-42.37%

Correlation

The correlation between GDOT and STNE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.35

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.38

Fundamentals

Market Cap

GDOT:

$759.43M

STNE:

$2.85B

EPS

GDOT:

-$1.27

STNE:

R$12.96

PS Ratio

GDOT:

0.34

STNE:

1.32

PB Ratio

GDOT:

0.81

STNE:

1.20

Total Revenue (TTM)

GDOT:

$2.18B

STNE:

R$11.69B

Gross Profit (TTM)

GDOT:

$323.19M

STNE:

R$8.11B

EBITDA (TTM)

GDOT:

$130.03M

STNE:

R$3.75B

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Return for Risk

GDOT vs. STNE — Risk / Return Rank

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

GDOT
GDOT Risk / Return Rank: 6363
Overall Rank
GDOT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GDOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
GDOT Omega Ratio Rank: 6565
Omega Ratio Rank
GDOT Calmar Ratio Rank: 6161
Calmar Ratio Rank
GDOT Martin Ratio Rank: 5858
Martin Ratio Rank

STNE
STNE Risk / Return Rank: 4040
Overall Rank
STNE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
STNE Sortino Ratio Rank: 3939
Sortino Ratio Rank
STNE Omega Ratio Rank: 3939
Omega Ratio Rank
STNE Calmar Ratio Rank: 4141
Calmar Ratio Rank
STNE Martin Ratio Rank: 4141
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.

GDOT vs. STNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Dot Corporation (GDOT) 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.

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.


GDOTSTNEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.18

1.04

+0.14

Calmar ratioReturn relative to maximum drawdown

0.88

-0.06

+0.94

Martin ratioReturn relative to average drawdown

1.57

-0.11

+1.68

GDOT vs. STNE - Sharpe Ratio Comparison

The current GDOT Sharpe Ratio is 0.57, which is higher than the STNE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of GDOT 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.


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Drawdowns

GDOT vs. STNE - Drawdown Comparison

The maximum GDOT drawdown since its inception was -93.17%, roughly equal to the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for GDOT and STNE.


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Drawdown Indicators


GDOTSTNEDifference

Max Drawdown

Largest peak-to-trough decline

-93.17%

-92.31%

-0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-30.95%

-40.22%

+9.27%

Max Drawdown (3Y)

Largest decline over 3 years

-69.62%

-57.64%

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-88.43%

-89.72%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-93.17%

Current Drawdown

Current decline from peak

-85.90%

-85.51%

-0.39%

Average Drawdown

Average peak-to-trough decline

-60.26%

-61.22%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.43%

20.10%

-2.67%

Volatility

GDOT vs. STNE - Volatility Comparison

The current volatility for Green Dot Corporation (GDOT) is 5.58%, while StoneCo Ltd. (STNE) has a volatility of 14.09%. This indicates that GDOT experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDOTSTNEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

14.09%

-8.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

39.14%

-21.72%

Volatility (1Y)

Calculated over the trailing 1-year period

48.34%

51.30%

-2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.93%

64.94%

-14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.32%

67.40%

-15.08%

Dividends

GDOT vs. STNE - Dividend Comparison

GDOT has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 22.47%.


PositionTTM
GDOT
Green Dot Corporation
0.00%
STNE
StoneCo Ltd.
22.47%

Financials

GDOT vs. STNE - Financials Comparison

This section allows you to compare key financial metrics between Green Dot Corporation 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
656.25M
719.52M
(GDOT) Total Revenue
(STNE) Total Revenue
Please note, different currencies. GDOT values in USD, STNE values in BRL

Frequently Asked Questions


GDOT and STNE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STNE has higher volatility (14.09%) compared to GDOT (5.58%). In terms of maximum drawdown, GDOT dropped -93.17% vs STNE's -92.31%.

GDOT currently has the higher Sharpe Ratio (0.57 vs -0.04), 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 GDOT 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.

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