NESTE.HE vs. OPFI

Last updated Apr 2, 2026

Compare and contrast key facts about Neste Oyj (NESTE.HE) and OppFi Inc. (OPFI).

Performance

NESTE.HE vs. OPFI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Neste Oyj (NESTE.HE) and OppFi Inc. (OPFI). The values are adjusted to include any dividend payments, if applicable.

NESTE.HE vs. OPFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
NESTE.HE Neste Oyj	38.53%	63.77%	-60.23%	-23.41%	1.17%	-25.47%	7.84%
OPFI OppFi Inc.	-26.42%	24.15%	66.32%	142.27%	-52.05%	-52.07%	0.26%

Different Trading Currencies

NESTE.HE is traded in EUR, while OPFI is traded in USD. To make them comparable, the OPFI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NESTE.HE achieves a 38.53% return, which is significantly higher than OPFI's -26.42% return.

NESTE.HE

• 1D: -4.47%
• 1M: 18.55%
• YTD: 38.53%
• 6M: 68.31%
• 1Y: 217.90%
• 3Y*: -13.51%
• 5Y*: -8.01%
• 10Y*: 13.73%

OPFI

• 1D: -1.79%
• 1M: -15.46%
• YTD: -26.42%
• 6M: -31.36%
• 1Y: -21.80%
• 3Y*: 55.06%
• 5Y*: -3.98%
• 10Y*: —

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

Return for Risk

NESTE.HE vs. OPFI — Risk / Return Rank

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

NESTE.HE

NESTE.HE Risk / Return Rank: 99
NESTE.HE Sharpe Ratio Rank: 99
NESTE.HE Sortino Ratio Rank: 99
NESTE.HE Omega Ratio Rank: 97
NESTE.HE Calmar Ratio Rank: 99
NESTE.HE Martin Ratio Rank: 99

OPFI

OPFI Risk / Return Rank: 28
OPFI Sharpe Ratio Rank: 27
OPFI Sortino Ratio Rank: 26
OPFI Omega Ratio Rank: 27
OPFI Calmar Ratio Rank: 30
OPFI Martin Ratio Rank: 31

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.

NESTE.HE vs. OPFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neste Oyj (NESTE.HE) and OppFi Inc. (OPFI). 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.

	NESTE.HE	OPFI	Difference
Sharpe ratio Return per unit of total volatility	4.97	-0.41	+5.38
Sortino ratio Return per unit of downside risk	5.38	-0.28	+5.66
Omega ratio Gain probability vs. loss probability	1.63	0.97	+0.67
Calmar ratio Return relative to maximum drawdown	11.83	-0.45	+12.28
Martin ratio Return relative to average drawdown	39.31	-0.78	+40.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NESTE.HE vs. OPFI - Sharpe Ratio Comparison

The current NESTE.HE Sharpe Ratio is 4.97, which is higher than the OPFI Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of NESTE.HE and OPFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NESTE.HE	OPFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.97	-0.41	+5.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	-0.06	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	-0.05	+0.36

Correlation

The correlation between NESTE.HE and OPFI is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

NESTE.HE vs. OPFI - Dividend Comparison

NESTE.HE's dividend yield for the trailing twelve months is around 0.75%, less than OPFI's 3.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NESTE.HE Neste Oyj	0.75%	1.03%	9.90%	2.35%	1.91%	1.85%	0.95%	12.25%	2.52%	2.44%	2.74%	2.35%
OPFI OppFi Inc.	3.30%	2.39%	1.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

NESTE.HE vs. OPFI - Drawdown Comparison

The maximum NESTE.HE drawdown since its inception was -87.42%, which is greater than OPFI's maximum drawdown of -83.11%. Use the drawdown chart below to compare losses from any high point for NESTE.HE and OPFI.

Drawdown Indicators

	NESTE.HE	OPFI	Difference
Max Drawdown Largest peak-to-trough decline	-87.42%	-84.60%	-2.82%
Max Drawdown (1Y) Largest decline over 1 year	-16.19%	-48.32%	+32.13%
Max Drawdown (5Y) Largest decline over 5 years	-85.97%	-84.46%	-1.51%
Max Drawdown (10Y) Largest decline over 10 years	-87.42%	—	—
Current Drawdown Current decline from peak	-51.97%	-53.84%	+1.87%
Average Drawdown Average peak-to-trough decline	-32.45%	-51.52%	+19.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.27%	27.56%	-22.29%

Volatility

NESTE.HE vs. OPFI - Volatility Comparison

Neste Oyj (NESTE.HE) has a higher volatility of 19.07% compared to OppFi Inc. (OPFI) at 9.60%. This indicates that NESTE.HE's price experiences larger fluctuations and is considered to be riskier than OPFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NESTE.HE	OPFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.07%	9.60%	+9.47%
Volatility (6M) Calculated over the trailing 6-month period	29.93%	28.48%	+1.45%
Volatility (1Y) Calculated over the trailing 1-year period	44.50%	53.48%	-8.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.30%	66.51%	-26.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.06%	64.44%	-27.38%

Financials