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

Performance

REGN vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regeneron Pharmaceuticals, Inc. (REGN) 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, REGN achieves a -20.48% return, which is significantly higher than SOFI's -36.67% return.


REGN

1D
0.11%
1M
-14.00%
YTD
-20.48%
6M
-17.20%
1Y
16.30%
3Y*
-7.00%
5Y*
3.27%
10Y*
5.35%

SOFI

1D
-0.54%
1M
3.50%
YTD
-36.67%
6M
-39.22%
1Y
17.67%
3Y*
20.23%
5Y*
-5.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REGN vs. SOFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REGN
Regeneron Pharmaceuticals, Inc.
-20.48%8.96%-18.90%21.73%14.25%30.72%-6.02%
SOFI
SoFi Technologies, Inc.
-36.67%70.00%54.77%115.84%-70.84%27.09%13.09%

Correlation

The correlation between REGN and SOFI is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2020

0.15

The correlation between REGN and SOFI shifts across timeframes, from 0.06 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

REGN:

$65.93B

SOFI:

$22.85B

EPS

REGN:

$41.05

SOFI:

$0.44

PE Ratio

REGN:

14.91

SOFI:

37.35

PS Ratio

REGN:

4.42

SOFI:

4.55

PB Ratio

REGN:

2.10

SOFI:

2.11

Total Revenue (TTM)

REGN:

$14.92B

SOFI:

$4.73B

Gross Profit (TTM)

REGN:

$12.61B

SOFI:

$3.39B

EBITDA (TTM)

REGN:

$5.74B

SOFI:

$1.40B

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

REGN vs. SOFI — Risk / Return Rank

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

REGN
REGN Risk / Return Rank: 5959
Overall Rank
REGN Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
REGN Sortino Ratio Rank: 5656
Sortino Ratio Rank
REGN Omega Ratio Rank: 5555
Omega Ratio Rank
REGN Calmar Ratio Rank: 5959
Calmar Ratio Rank
REGN Martin Ratio Rank: 6363
Martin Ratio Rank

SOFI
SOFI Risk / Return Rank: 4848
Overall Rank
SOFI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SOFI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SOFI Omega Ratio Rank: 4747
Omega Ratio Rank
SOFI Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOFI Martin Ratio Rank: 4747
Martin Ratio Rank
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.

REGN vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) 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.


REGNSOFIDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratioReturn relative to maximum drawdown

0.70

0.21

+0.48

Martin ratioReturn relative to average drawdown

2.16

0.39

+1.77

REGN vs. SOFI - Sharpe Ratio Comparison

The current REGN Sharpe Ratio is 0.55, which is higher than the SOFI Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of REGN 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

REGN vs. SOFI - Drawdown Comparison

The maximum REGN drawdown since its inception was -91.81%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for REGN and SOFI.


Loading charts...

Drawdown Indicators


REGNSOFIDifference

Max Drawdown

Largest peak-to-trough decline

-91.81%

-83.32%

-8.49%

Max Drawdown (1Y)

Largest decline over 1 year

-25.85%

-52.96%

+27.11%

Max Drawdown (3Y)

Largest decline over 3 years

-59.69%

-52.96%

-6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-59.69%

-81.54%

+21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-59.69%

Current Drawdown

Current decline from peak

-48.64%

-48.53%

-0.11%

Average Drawdown

Average peak-to-trough decline

-42.45%

-51.20%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

28.88%

-20.55%

Volatility

REGN vs. SOFI - Volatility Comparison

The current volatility for Regeneron Pharmaceuticals, Inc. (REGN) is 12.77%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.35%. This indicates that REGN 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


REGNSOFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.77%

17.35%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

22.14%

38.57%

-16.43%

Volatility (1Y)

Calculated over the trailing 1-year period

32.77%

56.54%

-23.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.79%

66.69%

-35.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.17%

71.92%

-39.75%

Dividends

REGN vs. SOFI - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.59%, while SOFI has not paid dividends to shareholders.


PositionTTM2025
REGN
Regeneron Pharmaceuticals, Inc.
0.59%0.46%
SOFI
SoFi Technologies, Inc.
0.00%0.00%

Financials

REGN vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Regeneron Pharmaceuticals, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
3.61B
1.00B
(REGN) Total Revenue
(SOFI) Total Revenue
Values in USD except per share items

REGN vs. SOFI - Profitability Comparison

The chart below illustrates the profitability comparison between Regeneron Pharmaceuticals, Inc. and SoFi Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20222023202420252026
81.4%
87.9%
Portfolio components
REGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Regeneron Pharmaceuticals, Inc. reported a gross profit of 2.94B and revenue of 3.61B. Therefore, the gross margin over that period was 81.4%.

SOFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a gross profit of 880.26M and revenue of 1.00B. Therefore, the gross margin over that period was 87.9%.

REGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Regeneron Pharmaceuticals, Inc. reported an operating income of 642.90M and revenue of 3.61B, resulting in an operating margin of 17.8%.

SOFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported an operating income of 159.46M and revenue of 1.00B, resulting in an operating margin of 15.9%.

REGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Regeneron Pharmaceuticals, Inc. reported a net income of 727.20M and revenue of 3.61B, resulting in a net margin of 20.2%.

SOFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a net income of 166.73M and revenue of 1.00B, resulting in a net margin of 16.7%.


Frequently Asked Questions


REGN and SOFI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOFI has higher volatility (17.35%) compared to REGN (12.77%). In terms of maximum drawdown, REGN dropped -91.81% vs SOFI's -83.32%.

REGN currently has the higher Sharpe Ratio (0.55 vs 0.20), 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 REGN 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