PTON vs. SOFI

Last updated Aug 4, 2026

PTON (Peloton Interactive, Inc.) and SOFI (SoFi Technologies, Inc.) are both stocks. PTON operates in Leisure (Consumer Cyclical), while SOFI operates in Credit Services (Financial Services). Over the past 5 years, PTON returned -44.36%/yr vs 1.93%/yr for SOFI. Their 0.46 correlation means their historical movements had little consistent relationship.

Performance

PTON vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Peloton Interactive, Inc. (PTON) 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, PTON achieves a 4.71% return, which is significantly higher than SOFI's -31.13% return.

PTON

• 1D: 0.94%
• 1M: 12.17%
• 6M: 11.98%
• YTD: 4.71%
• 1Y: -2.27%
• 3Y*: -9.39%
• 5Y*: -44.36%
• 10Y*: —
• ALL TIME*: -18.93%

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)
PTON Peloton Interactive, Inc.	$42.85M	$45.73M	$68.91M
SOFI SoFi Technologies, Inc.	$1.51B	$1.50B	$1.36B

PTON vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PTON Peloton Interactive, Inc.	4.71%	-29.20%	42.86%	-23.30%	-77.80%	-76.43%	39.22%
SOFI SoFi Technologies, Inc.	-31.13%	70.00%	54.77%	115.84%	-70.84%	27.09%	13.09%

Correlation

The correlation between PTON and SOFI is 0.22, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.22
Correlation (3Y) Balances recent behavior with more history.	0.40
Correlation (5Y) Shows whether the relationship held over a longer period.	0.49
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.46

Over the past year, the correlation between PTON and SOFI has dropped to 0.22 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Fundamentals

Market Cap PTON : $2.69B SOFI : $23.13B
EPS PTON : $0.05 SOFI : $0.54
PE Ratio PTON : 118.67 SOFI : 33.14
PS Ratio PTON : 1.13 SOFI : 5.00
Total Revenue (TTM) PTON : $2.45B SOFI : $4.85B
Gross Profit (TTM) PTON : $1.27B SOFI : $3.97B
EBITDA (TTM) PTON : $199.50M SOFI : $756.79M

Return for Risk

PTON vs. SOFI — Risk / Return Rank

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

PTON

PTON Risk / Return Rank: 42
PTON Sharpe Ratio Rank: 42
PTON Sortino Ratio Rank: 42
PTON Omega Ratio Rank: 43
PTON Calmar Ratio Rank: 42
PTON Martin Ratio Rank: 42

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.

PTON vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) 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.

	PTON	SOFI	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	-0.26	+0.23
Sortino ratio: Return per unit of downside risk	0.38	0.00	+0.38
Omega ratio: Gain probability vs. loss probability	1.05	1.00	+0.05
Calmar ratio: Return relative to maximum drawdown	-0.04	-0.29	+0.25
Martin ratio: Return relative to average drawdown	-0.07	-0.45	+0.39

PTON vs. SOFI - Sharpe Ratio Comparison

The current PTON Sharpe Ratio is -0.04, which is higher than the SOFI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of PTON 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

PTON vs. SOFI - Drawdown Comparison

The maximum PTON drawdown since its inception was -98.28%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for PTON and SOFI.

Drawdown Indicators

	PTON	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-98.28%	-83.32%	-14.96%
Max Drawdown (1Y) Largest decline over 1 year	-58.78%	-52.96%	-5.82%
Max Drawdown (3Y) Largest decline over 3 years	-66.78%	-52.96%	-13.82%
Max Drawdown (5Y) Largest decline over 5 years	-97.60%	-81.54%	-16.06%
Current Drawdown Current decline from peak	-96.15%	-44.02%	-52.13%
Average Drawdown Average peak-to-trough decline	-71.26%	-51.07%	-20.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.35%	33.40%	+0.95%

Volatility

PTON vs. SOFI - Volatility Comparison

The current volatility for Peloton Interactive, Inc. (PTON) is 12.27%, while SoFi Technologies, Inc. (SOFI) has a volatility of 20.01%. This indicates that PTON 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

	PTON	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.27%	20.01%	-7.74%
Volatility (6M) Calculated over the trailing 6-month period	48.09%	40.48%	+7.61%
Volatility (1Y) Calculated over the trailing 1-year period	61.11%	57.35%	+3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.00%	66.64%	+19.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.39%	71.63%	+10.76%

Dividends

PTON vs. SOFI - Dividend Comparison

Neither PTON nor SOFI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both PTON and SOFI in my portfolio?

PTON and SOFI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTON or SOFI?

SOFI has higher volatility (20.01%) compared to PTON (12.27%). In terms of maximum drawdown, PTON dropped -98.28% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

PTON currently has the higher Sharpe Ratio (-0.04 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.