PortfoliosLab logoPortfoliosLab logo
NU vs. SOFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NU vs. SOFI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, NU achieves a -14.40% return, which is significantly higher than SOFI's -37.70% return.


NU

1D
-1.10%
1M
5.29%
6M
-19.27%
YTD
-14.40%
1Y
18.92%
3Y*
21.91%
5Y*
10Y*
ALL TIME*
5.35%

SOFI

1D
-0.97%
1M
-10.58%
6M
-28.50%
YTD
-37.70%
1Y
-23.17%
3Y*
16.37%
5Y*
1.10%
10Y*
ALL TIME*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.35B$1.45B$991.86M
$1.50B$1.50B$1.35B

NU vs. SOFI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NU
Nu Holdings Ltd.
-14.40%61.58%24.37%104.67%-56.61%-16.62%
SOFI
SoFi Technologies, Inc.
-37.70%70.00%54.77%115.84%-70.84%-6.67%

Correlation

The correlation between NU and SOFI is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.44

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2021

0.49

Fundamentals

Market Cap

NU:

$69.40B

SOFI:

$20.92B

EPS

NU:

$0.65

SOFI:

$0.54

PE Ratio

NU:

22.09

SOFI:

29.98

PS Ratio

NU:

4.01

SOFI:

4.52

PB Ratio

NU:

5.59

SOFI:

2.01

Total Revenue (TTM)

NU:

$17.54B

SOFI:

$4.85B

Gross Profit (TTM)

NU:

$7.67B

SOFI:

$3.97B

EBITDA (TTM)

NU:

$4.14B

SOFI:

$756.79M

Compare stocks, funds, or ETFs

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


Return for Risk

NU vs. SOFI — Risk / Return Rank

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

NU
NU Risk / Return Rank: 5757
Overall Rank
NU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NU Sortino Ratio Rank: 5656
Sortino Ratio Rank
NU Omega Ratio Rank: 5555
Omega Ratio Rank
NU Calmar Ratio Rank: 5656
Calmar Ratio Rank
NU Martin Ratio Rank: 5656
Martin Ratio Rank

SOFI
SOFI Risk / Return Rank: 2525
Overall Rank
SOFI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SOFI Sortino Ratio Rank: 2424
Sortino Ratio Rank
SOFI Omega Ratio Rank: 2525
Omega Ratio Rank
SOFI Calmar Ratio Rank: 2525
Calmar Ratio Rank
SOFI Martin Ratio Rank: 2727
Martin Ratio Rank
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.

NU vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nu Holdings Ltd. (NU) 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.


NUSOFIDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.11

0.95

+0.16

Calmar ratioReturn relative to maximum drawdown

0.45

-0.53

+0.98

Martin ratioReturn relative to average drawdown

0.96

-0.84

+1.79

NU vs. SOFI - Sharpe Ratio Comparison

The current NU Sharpe Ratio is 0.47, which is higher than the SOFI Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of NU 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.


Loading charts...

Drawdowns

NU vs. SOFI - Drawdown Comparison

The maximum NU drawdown since its inception was -72.07%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for NU and SOFI.


Loading charts...

Drawdown Indicators


NUSOFIDifference

Max Drawdown

Largest peak-to-trough decline

-72.07%

-83.32%

+11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-38.17%

-52.96%

+14.79%

Max Drawdown (3Y)

Largest decline over 3 years

-39.58%

-52.96%

+13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-81.54%

Current Drawdown

Current decline from peak

-23.61%

-49.36%

+25.75%

Average Drawdown

Average peak-to-trough decline

-29.71%

-51.07%

+21.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.07%

33.29%

-15.22%

Volatility

NU vs. SOFI - Volatility Comparison

The current volatility for Nu Holdings Ltd. (NU) is 10.41%, while SoFi Technologies, Inc. (SOFI) has a volatility of 16.98%. This indicates that NU 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.


Loading charts...

Volatility by Period


NUSOFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

16.98%

-6.57%

Volatility (6M)

Calculated over the trailing 6-month period

29.73%

39.65%

-9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

37.31%

56.66%

-19.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.94%

66.48%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.94%

71.52%

-13.58%

Dividends

NU vs. SOFI - Dividend Comparison

Neither NU nor SOFI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NU vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Nu Holdings Ltd. 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

Frequently Asked Questions


NU and SOFI have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOFI has higher volatility (16.98%) compared to NU (10.41%). In terms of maximum drawdown, NU dropped -72.07% vs SOFI's -83.32%.

NU currently has the higher Sharpe Ratio (0.47 vs -0.49), 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.

Portfolio Optimizer

Find the right allocation for NU and SOFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer