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PRPL vs. SOFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRPL and SOFI is 0.39, 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.


-0.50.00.51.00.4

Performance

PRPL vs. SOFI - Performance Comparison

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

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
-15.03%
116.40%
PRPL
SOFI

Key characteristics

Sharpe Ratio

PRPL:

-0.41

SOFI:

1.61

Sortino Ratio

PRPL:

-0.14

SOFI:

2.13

Omega Ratio

PRPL:

0.98

SOFI:

1.27

Calmar Ratio

PRPL:

-0.34

SOFI:

1.14

Martin Ratio

PRPL:

-0.75

SOFI:

4.90

Ulcer Index

PRPL:

44.91%

SOFI:

17.56%

Daily Std Dev

PRPL:

81.88%

SOFI:

53.61%

Max Drawdown

PRPL:

-98.59%

SOFI:

-83.32%

Current Drawdown

PRPL:

-97.56%

SOFI:

-39.64%

Fundamentals

Market Cap

PRPL:

$109.67M

SOFI:

$17.72B

EPS

PRPL:

-$1.02

SOFI:

$0.39

Total Revenue (TTM)

PRPL:

$358.90M

SOFI:

$2.66B

Gross Profit (TTM)

PRPL:

$125.85M

SOFI:

$2.64B

EBITDA (TTM)

PRPL:

-$67.58M

SOFI:

$254.67M

Returns By Period

In the year-to-date period, PRPL achieves a 25.41% return, which is significantly higher than SOFI's 1.04% return.


PRPL

YTD

25.41%

1M

-3.15%

6M

-14.94%

1Y

-27.00%

5Y*

-42.74%

10Y*

N/A

SOFI

YTD

1.04%

1M

-13.07%

6M

116.41%

1Y

91.86%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PRPL vs. SOFI — Risk-Adjusted Performance Rank

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

PRPL
The Risk-Adjusted Performance Rank of PRPL is 2828
Overall Rank
The Sharpe Ratio Rank of PRPL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PRPL is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PRPL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PRPL is 2626
Calmar Ratio Rank
The Martin Ratio Rank of PRPL is 3030
Martin Ratio Rank

SOFI
The Risk-Adjusted Performance Rank of SOFI is 8383
Overall Rank
The Sharpe Ratio Rank of SOFI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SOFI is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SOFI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SOFI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SOFI is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRPL vs. SOFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Purple Innovation, Inc. (PRPL) 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.


Sharpe ratio
The chart of Sharpe ratio for PRPL, currently valued at -0.41, compared to the broader market-2.000.002.00-0.411.61
The chart of Sortino ratio for PRPL, currently valued at -0.14, compared to the broader market-4.00-2.000.002.004.006.00-0.142.13
The chart of Omega ratio for PRPL, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.27
The chart of Calmar ratio for PRPL, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.341.14
The chart of Martin ratio for PRPL, currently valued at -0.74, compared to the broader market-10.000.0010.0020.0030.00-0.754.90
PRPL
SOFI

The current PRPL Sharpe Ratio is -0.41, which is lower than the SOFI Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PRPL and SOFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.41
1.61
PRPL
SOFI

Dividends

PRPL vs. SOFI - Dividend Comparison

Neither PRPL nor SOFI has paid dividends to shareholders.


TTM20242023
PRPL
Purple Innovation, Inc.
0.00%0.00%0.10%
SOFI
SoFi Technologies, Inc.
0.00%0.00%0.00%

Drawdowns

PRPL vs. SOFI - Drawdown Comparison

The maximum PRPL drawdown since its inception was -98.59%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for PRPL and SOFI. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-97.56%
-39.64%
PRPL
SOFI

Volatility

PRPL vs. SOFI - Volatility Comparison

Purple Innovation, Inc. (PRPL) has a higher volatility of 24.62% compared to SoFi Technologies, Inc. (SOFI) at 16.97%. This indicates that PRPL's price experiences larger fluctuations and is considered to be riskier than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
24.62%
16.97%
PRPL
SOFI

Financials

PRPL vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Purple Innovation, Inc. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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