PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PTON vs. SOFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PTON and SOFI is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
159.94%
141.12%
PTON
SOFI

Key characteristics

Sharpe Ratio

PTON:

0.63

SOFI:

1.00

Sortino Ratio

PTON:

1.56

SOFI:

1.62

Omega Ratio

PTON:

1.19

SOFI:

1.21

Calmar Ratio

PTON:

0.58

SOFI:

0.77

Martin Ratio

PTON:

1.60

SOFI:

2.29

Ulcer Index

PTON:

35.61%

SOFI:

25.22%

Daily Std Dev

PTON:

90.05%

SOFI:

57.60%

Max Drawdown

PTON:

-98.28%

SOFI:

-83.32%

Current Drawdown

PTON:

-94.36%

SOFI:

-40.88%

Fundamentals

Market Cap

PTON:

$4.03B

SOFI:

$18.08B

EPS

PTON:

-$1.07

SOFI:

$0.12

Total Revenue (TTM)

PTON:

$2.69B

SOFI:

$2.52B

Gross Profit (TTM)

PTON:

$1.18B

SOFI:

$1.98B

EBITDA (TTM)

PTON:

-$170.10M

SOFI:

$317.16M

Returns By Period

The year-to-date returns for both stocks are quite close, with PTON having a 55.01% return and SOFI slightly lower at 53.17%.


PTON

YTD

55.01%

1M

24.54%

6M

149.08%

1Y

47.50%

5Y*

-20.70%

10Y*

N/A

SOFI

YTD

53.17%

1M

9.40%

6M

137.38%

1Y

53.32%

5Y*

N/A

10Y*

N/A

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

PTON vs. SOFI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PTON, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.631.00
The chart of Sortino ratio for PTON, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.561.62
The chart of Omega ratio for PTON, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.21
The chart of Calmar ratio for PTON, currently valued at 0.58, compared to the broader market0.002.004.006.000.580.77
The chart of Martin ratio for PTON, currently valued at 1.60, compared to the broader market0.0010.0020.001.602.29
PTON
SOFI

The current PTON Sharpe Ratio is 0.63, which is lower than the SOFI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PTON 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.63
1.00
PTON
SOFI

Dividends

PTON vs. SOFI - Dividend Comparison

Neither PTON nor SOFI has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-94.36%
-40.88%
PTON
SOFI

Volatility

PTON vs. SOFI - Volatility Comparison

Peloton Interactive, Inc. (PTON) has a higher volatility of 22.90% compared to SoFi Technologies, Inc. (SOFI) at 15.26%. This indicates that PTON'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%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.90%
15.26%
PTON
SOFI

Financials

PTON vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Peloton Interactive, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab