MQ vs. SOFI

Last updated Jun 4, 2026

MQ (Marqeta, Inc.) and SOFI (SoFi Technologies, Inc.) are both stocks. MQ operates in Software - Infrastructure (Technology), while SOFI operates in Credit Services (Financial Services). Over the past 3 years, MQ returned -7.18%/yr vs 33.38%/yr for SOFI. At a 0.49 correlation, their price movements are largely independent.

Performance

MQ vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marqeta, Inc. (MQ) 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, MQ achieves a -18.53% return, which is significantly higher than SOFI's -36.29% return.

MQ

• 1D: -5.61%
• 1M: -14.38%
• YTD: -18.53%
• 6M: -18.35%
• 1Y: -27.66%
• 3Y*: -7.18%
• 5Y*: —
• 10Y*: —

SOFI

• 1D: -5.98%
• 1M: 2.96%
• YTD: -36.29%
• 6M: -42.62%
• 1Y: 22.11%
• 3Y*: 33.38%
• 5Y*: -4.34%
• 10Y*: —

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

MQ vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MQ Marqeta, Inc.	-18.53%	25.33%	-45.70%	14.24%	-64.41%	-43.74%
SOFI SoFi Technologies, Inc.	-36.29%	70.00%	54.77%	115.84%	-70.84%	-30.38%

Correlation

The correlation between MQ and SOFI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jun 10, 2021	0.49

The correlation between MQ and SOFI shifts across timeframes, from 0.34 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MQ : $1.68B SOFI : $22.99B
EPS MQ : $0.00 SOFI : $0.44
PE Ratio MQ : 805.57 SOFI : 37.58
PS Ratio MQ : 2.68 SOFI : 4.58
PB Ratio MQ : 2.26 SOFI : 2.13
Total Revenue (TTM) MQ : $651.61M SOFI : $4.73B
Gross Profit (TTM) MQ : $456.19M SOFI : $3.39B
EBITDA (TTM) MQ : $24.62M SOFI : $1.40B

Return for Risk

MQ vs. SOFI — Risk / Return Rank

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

MQ

MQ Risk / Return Rank: 16
MQ Sharpe Ratio Rank: 13
MQ Sortino Ratio Rank: 13
MQ Omega Ratio Rank: 14
MQ Calmar Ratio Rank: 18
MQ Martin Ratio Rank: 22

SOFI

SOFI Risk / Return Rank: 51
SOFI Sharpe Ratio Rank: 54
SOFI Sortino Ratio Rank: 51
SOFI Omega Ratio Rank: 49
SOFI Calmar Ratio Rank: 50
SOFI Martin Ratio Rank: 49

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.

MQ vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marqeta, Inc. (MQ) 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.

	MQ	SOFI	Difference
Sharpe ratio Return per unit of total volatility	-0.66	0.40	-1.06
Sortino ratio Return per unit of downside risk	-0.87	0.90	-1.77
Omega ratio Gain probability vs. loss probability	0.90	1.11	-0.21
Calmar ratio Return relative to maximum drawdown	-0.63	0.42	-1.05
Martin ratio Return relative to average drawdown	-0.93	0.80	-1.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MQ vs. SOFI - Sharpe Ratio Comparison

The current MQ Sharpe Ratio is -0.66, which is lower than the SOFI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of MQ 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

	MQ	SOFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	0.40	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.52	0.12	-0.65

Drawdowns

MQ vs. SOFI - Drawdown Comparison

The maximum MQ drawdown since its inception was -89.71%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for MQ and SOFI.

Drawdown Indicators

	MQ	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-89.71%	-83.32%	-6.39%
Max Drawdown (1Y) Largest decline over 1 year	-44.22%	-52.96%	+8.74%
Max Drawdown (3Y) Largest decline over 3 years	-53.34%	-52.96%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	—	-82.00%	—
Current Drawdown Current decline from peak	-88.36%	-48.21%	-40.15%
Average Drawdown Average peak-to-trough decline	-75.13%	-51.23%	-23.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.82%	27.71%	+2.11%

Volatility

MQ vs. SOFI - Volatility Comparison

Marqeta, Inc. (MQ) and SoFi Technologies, Inc. (SOFI) have volatilities of 15.74% and 15.51%, 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.

Volatility by Period

	MQ	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.74%	15.51%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	28.53%	37.95%	-9.42%
Volatility (1Y) Calculated over the trailing 1-year period	41.98%	56.07%	-14.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.87%	66.96%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.87%	71.97%	-7.10%

Dividends

MQ vs. SOFI - Dividend Comparison

Neither MQ nor SOFI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

MQ vs. SOFI - Profitability Comparison

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

MQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marqeta, Inc. reported a gross profit of 117.59M and revenue of 165.80M. Therefore, the gross margin over that period was 70.9%.

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%.

MQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marqeta, Inc. reported an operating income of 2.09M and revenue of 165.80M, resulting in an operating margin of 1.3%.

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%.

MQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marqeta, Inc. reported a net income of 7.83M and revenue of 165.80M, resulting in a net margin of 4.7%.

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 MQ and SOFI in my portfolio?

MQ 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, MQ or SOFI?

MQ has higher volatility (15.74%) compared to SOFI (15.51%). In terms of maximum drawdown, MQ dropped -89.71% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

SOFI currently has the higher Sharpe Ratio (0.40 vs -0.66), 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.