LYG vs. SOFI

Last updated Jun 3, 2026

LYG (Lloyds Banking Group plc) and SOFI (SoFi Technologies, Inc.) are both stocks. Both are in the Financial Services sector — LYG in Banks - Regional, SOFI in Credit Services. Over the past 5 years, LYG returned 20.06%/yr vs -4.79%/yr for SOFI. At a 0.29 correlation, their price movements are largely independent.

Performance

LYG vs. SOFI - Performance Comparison

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

Returns By Period

In the year-to-date period, LYG achieves a 4.96% return, which is significantly higher than SOFI's -32.24% return.

LYG

• 1D: 0.18%
• 1M: 1.31%
• YTD: 4.96%
• 6M: 7.60%
• 1Y: 32.27%
• 3Y*: 40.62%
• 5Y*: 20.06%
• 10Y*: 7.45%

SOFI

• 1D: -4.52%
• 1M: 7.97%
• YTD: -32.24%
• 6M: -39.88%
• 1Y: 29.77%
• 3Y*: 36.14%
• 5Y*: -4.79%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYG vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LYG Lloyds Banking Group plc	4.96%	103.71%	20.30%	14.68%	-9.47%	33.81%	7.10%
SOFI SoFi Technologies, Inc.	-32.24%	70.00%	54.77%	115.84%	-70.84%	27.09%	18.70%

Correlation

The correlation between LYG and SOFI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020	0.29

Fundamentals

EPS LYG : $0.45 SOFI : $0.44
PE Ratio LYG : 12.15 SOFI : 39.97
PS Ratio LYG : 0.94 SOFI : 4.87
Total Revenue (TTM) LYG : $65.49B SOFI : $4.73B
Gross Profit (TTM) LYG : $65.49B SOFI : $3.39B
EBITDA (TTM) LYG : $7.17B SOFI : $1.40B

Return for Risk

LYG vs. SOFI — Risk / Return Rank

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

LYG

LYG Risk / Return Rank: 70
LYG Sharpe Ratio Rank: 75
LYG Sortino Ratio Rank: 69
LYG Omega Ratio Rank: 67
LYG Calmar Ratio Rank: 68
LYG Martin Ratio Rank: 72

SOFI

SOFI Risk / Return Rank: 55
SOFI Sharpe Ratio Rank: 58
SOFI Sortino Ratio Rank: 55
SOFI Omega Ratio Rank: 53
SOFI Calmar Ratio Rank: 55
SOFI Martin Ratio Rank: 53

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.

LYG vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) 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.

	LYG	SOFI	Difference
Sharpe ratio Return per unit of total volatility	1.16	0.54	+0.63
Sortino ratio Return per unit of downside risk	1.72	1.06	+0.66
Omega ratio Gain probability vs. loss probability	1.21	1.13	+0.08
Calmar ratio Return relative to maximum drawdown	1.50	0.63	+0.87
Martin ratio Return relative to average drawdown	4.26	1.21	+3.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYG vs. SOFI - Sharpe Ratio Comparison

The current LYG Sharpe Ratio is 1.16, which is higher than the SOFI Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of LYG 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.

Sharpe Ratios by Period

	LYG	SOFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	0.54	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	-0.07	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.14	-0.17

Drawdowns

LYG vs. SOFI - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.84%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for LYG and SOFI.

Drawdown Indicators

	LYG	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-94.84%	-83.32%	-11.52%
Max Drawdown (1Y) Largest decline over 1 year	-22.72%	-52.96%	+30.24%
Max Drawdown (3Y) Largest decline over 3 years	-22.72%	-52.96%	+30.24%
Max Drawdown (5Y) Largest decline over 5 years	-40.19%	-82.00%	+41.81%
Max Drawdown (10Y) Largest decline over 10 years	-68.72%	—	—
Current Drawdown Current decline from peak	-56.62%	-44.92%	-11.70%
Average Drawdown Average peak-to-trough decline	-63.42%	-51.23%	-12.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.02%	27.54%	-19.52%

Volatility

LYG vs. SOFI - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 10.19%, while SoFi Technologies, Inc. (SOFI) has a volatility of 14.15%. This indicates that LYG 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.

Volatility by Period

	LYG	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.19%	14.15%	-3.96%
Volatility (6M) Calculated over the trailing 6-month period	21.64%	37.56%	-15.92%
Volatility (1Y) Calculated over the trailing 1-year period	27.88%	55.80%	-27.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.05%	66.92%	-34.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.51%	71.95%	-35.44%

Dividends

LYG vs. SOFI - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 3.67%, while SOFI has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYG Lloyds Banking Group plc	3.67%	3.19%	5.44%	5.23%	4.92%	2.70%	0.00%	5.04%	6.63%	6.81%	5.17%	2.11%
SOFI SoFi Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

LYG vs. SOFI - Profitability Comparison

The chart below illustrates the profitability comparison between Lloyds Banking Group plc and SoFi Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

LYG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a gross profit of 5.18B and revenue of 5.18B. Therefore, the gross margin over that period was 100.0%.

SOFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a gross profit of 880.26M and revenue of 1.00B. Therefore, the gross margin over that period was 87.9%.

LYG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported an operating income of 2.03B and revenue of 5.18B, resulting in an operating margin of 39.1%.

SOFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported an operating income of 159.46M and revenue of 1.00B, resulting in an operating margin of 15.9%.

LYG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lloyds Banking Group plc reported a net income of 1.53B and revenue of 5.18B, resulting in a net margin of 29.5%.

SOFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a net income of 166.73M and revenue of 1.00B, resulting in a net margin of 16.7%.

Frequently Asked Questions

Can I hold both LYG and SOFI in my portfolio?

LYG and SOFI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LYG or SOFI?

SOFI has higher volatility (14.15%) compared to LYG (10.19%). In terms of maximum drawdown, LYG dropped -94.84% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

LYG currently has the higher Sharpe Ratio (1.16 vs 0.54), 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.