LYG vs. SOFI

Last updated Aug 4, 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 25.20%/yr vs 1.93%/yr for SOFI. Their 0.30 correlation means their historical movements had little consistent relationship.

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 21.01% return, which is significantly higher than SOFI's -31.13% return.

LYG

• 1D: 1.46%
• 1M: 3.30%
• 6M: 3.95%
• YTD: 21.01%
• 1Y: 49.34%
• 3Y*: 48.83%
• 5Y*: 25.20%
• 10Y*: 13.04%
• ALL TIME*: -0.60%

SOFI

• 1D: 10.55%
• 1M: -1.15%
• 6M: -18.34%
• YTD: -31.13%
• 1Y: -15.07%
• 3Y*: 23.81%
• 5Y*: 1.93%
• 10Y*: —
• ALL TIME*: 9.10%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LYG Lloyds Banking Group plc	$94.42M	$97.63M	$120.17M
SOFI SoFi Technologies, Inc.	$1.51B	$1.50B	$1.36B

LYG vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LYG Lloyds Banking Group plc	21.01%	103.71%	20.30%	14.68%	-9.47%	33.81%	1.03%
SOFI SoFi Technologies, Inc.	-31.13%	70.00%	54.77%	115.84%	-70.84%	27.09%	13.09%

Correlation

The correlation between LYG and SOFI is 0.34, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.34
Correlation (3Y) Balances recent behavior with more history.	0.35
Correlation (5Y) Shows whether the relationship held over a longer period.	0.34
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.30

Fundamentals

Market Cap LYG : $90.86B SOFI : $23.13B
EPS LYG : £0.34 SOFI : $0.54
PE Ratio LYG : 13.71 SOFI : 33.14
PS Ratio LYG : 1.06 SOFI : 5.00
PB Ratio LYG : 1.48 SOFI : 2.22
Total Revenue (TTM) LYG : £65.45B SOFI : $4.85B
Gross Profit (TTM) LYG : £65.45B SOFI : $3.97B
EBITDA (TTM) LYG : £7.45B SOFI : $756.79M

Return for Risk

LYG vs. SOFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LYG

LYG Risk / Return Rank: 84
LYG Sharpe Ratio Rank: 88
LYG Sortino Ratio Rank: 85
LYG Omega Ratio Rank: 83
LYG Calmar Ratio Rank: 80
LYG Martin Ratio Rank: 82

SOFI

SOFI Risk / Return Rank: 34
SOFI Sharpe Ratio Rank: 32
SOFI Sortino Ratio Rank: 33
SOFI Omega Ratio Rank: 33
SOFI Calmar Ratio Rank: 34
SOFI Martin Ratio Rank: 36

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	LYG	SOFI	Difference
Sharpe ratio: Return per unit of total volatility	1.70	-0.26	+1.96
Sortino ratio: Return per unit of downside risk	2.39	0.00	+2.39
Omega ratio: Gain probability vs. loss probability	1.29	1.00	+0.29
Calmar ratio: Return relative to maximum drawdown	2.18	-0.29	+2.47
Martin ratio: Return relative to average drawdown	5.86	-0.45	+6.31

LYG vs. SOFI - Sharpe Ratio Comparison

The current LYG Sharpe Ratio is 1.70, which is higher than the SOFI Sharpe Ratio of -0.26. 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.

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%	-81.54%	+41.35%
Max Drawdown (10Y) Largest decline over 10 years	-68.72%	—	—
Current Drawdown Current decline from peak	-49.99%	-44.02%	-5.97%
Average Drawdown Average peak-to-trough decline	-63.35%	-51.07%	-12.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.45%	33.40%	-24.95%

Volatility

LYG vs. SOFI - Volatility Comparison

The current volatility for Lloyds Banking Group plc (LYG) is 10.16%, while SoFi Technologies, Inc. (SOFI) has a volatility of 20.01%. 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	10.16%	20.01%	-9.85%
Volatility (6M) Calculated over the trailing 6-month period	24.47%	40.48%	-16.01%
Volatility (1Y) Calculated over the trailing 1-year period	29.25%	57.35%	-28.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.11%	66.64%	-34.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.83%	71.63%	-36.80%

Dividends

LYG vs. SOFI - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 3.19%, 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	3.19%	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

Frequently Asked Questions

Can I hold both LYG and SOFI in my portfolio?

LYG and SOFI have a correlation of 0.34, 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 (20.01%) compared to LYG (10.16%). 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 (1.70 vs -0.26), 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.