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HOOD vs. SOFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HOOD and SOFI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

HOOD vs. SOFI - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.08%
-1.60%
HOOD
SOFI

Key characteristics

Sharpe Ratio

HOOD:

3.35

SOFI:

1.13

Sortino Ratio

HOOD:

3.41

SOFI:

1.75

Omega Ratio

HOOD:

1.45

SOFI:

1.23

Calmar Ratio

HOOD:

2.40

SOFI:

0.86

Martin Ratio

HOOD:

18.09

SOFI:

2.57

Ulcer Index

HOOD:

11.26%

SOFI:

25.23%

Daily Std Dev

HOOD:

60.78%

SOFI:

57.21%

Max Drawdown

HOOD:

-90.21%

SOFI:

-83.32%

Current Drawdown

HOOD:

-45.55%

SOFI:

-40.46%

Fundamentals

Market Cap

HOOD:

$36.80B

SOFI:

$18.08B

EPS

HOOD:

$0.58

SOFI:

$0.12

PE Ratio

HOOD:

71.78

SOFI:

138.83

Total Revenue (TTM)

HOOD:

$2.42B

SOFI:

$2.52B

Gross Profit (TTM)

HOOD:

$1.98B

SOFI:

$1.98B

EBITDA (TTM)

HOOD:

$614.00M

SOFI:

$317.16M

Returns By Period

In the year-to-date period, HOOD achieves a 200.86% return, which is significantly higher than SOFI's 54.27% return.


HOOD

YTD

200.86%

1M

6.24%

6M

71.96%

1Y

197.36%

5Y*

N/A

10Y*

N/A

SOFI

YTD

54.27%

1M

2.27%

6M

142.88%

1Y

58.08%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HOOD vs. SOFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Robinhood Markets, Inc. (HOOD) 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.


Sharpe ratio
The chart of Sharpe ratio for HOOD, currently valued at 3.35, compared to the broader market-4.00-2.000.002.003.351.13
The chart of Sortino ratio for HOOD, currently valued at 3.41, compared to the broader market-4.00-2.000.002.004.003.411.75
The chart of Omega ratio for HOOD, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.23
The chart of Calmar ratio for HOOD, currently valued at 2.40, compared to the broader market0.002.004.006.002.400.89
The chart of Martin ratio for HOOD, currently valued at 18.09, compared to the broader market-5.000.005.0010.0015.0020.0025.0018.092.57
HOOD
SOFI

The current HOOD Sharpe Ratio is 3.35, which is higher than the SOFI Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of HOOD and SOFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
3.35
1.13
HOOD
SOFI

Dividends

HOOD vs. SOFI - Dividend Comparison

Neither HOOD nor SOFI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HOOD vs. SOFI - Drawdown Comparison

The maximum HOOD drawdown since its inception was -90.21%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for HOOD and SOFI. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-45.55%
-34.09%
HOOD
SOFI

Volatility

HOOD vs. SOFI - Volatility Comparison

Robinhood Markets, Inc. (HOOD) has a higher volatility of 21.22% compared to SoFi Technologies, Inc. (SOFI) at 15.06%. This indicates that HOOD's price experiences larger fluctuations and is considered to be riskier than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.22%
15.06%
HOOD
SOFI

Financials

HOOD vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Robinhood Markets, Inc. and SoFi Technologies, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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