SOFI vs. ^GSPC
SOFI (SoFi Technologies, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, SOFI returned -4.73%/yr vs 12.33%/yr for ^GSPC. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
SOFI vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOFI achieves a -34.57% return, which is significantly lower than ^GSPC's 10.35% return.
SOFI
- 1D
- 3.32%
- 1M
- 9.74%
- YTD
- -34.57%
- 6M
- -33.66%
- 1Y
- 21.58%
- 3Y*
- 25.82%
- 5Y*
- -4.73%
- 10Y*
- —
^GSPC
- 1D
- 1.65%
- 1M
- 1.97%
- YTD
- 10.35%
- 6M
- 10.82%
- 1Y
- 26.39%
- 3Y*
- 19.66%
- 5Y*
- 12.33%
- 10Y*
- 13.81%
SOFI vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -34.57% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 3.24% |
Correlation
The correlation between SOFI and ^GSPC is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.54 |
The correlation between SOFI and ^GSPC has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.
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
SOFI vs. ^GSPC — Risk / Return Rank
SOFI
^GSPC
SOFI vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and S&P 500 Index (^GSPC). 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.
| SOFI | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.91 | -2.50 |
| Martin ratioReturn relative to average drawdown | 0.75 | 13.08 | -12.34 |
Loading charts...
Drawdowns
SOFI vs. ^GSPC - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SOFI and ^GSPC.
Loading charts...
Drawdown Indicators
| SOFI | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -56.78% | -26.54% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -9.10% | -43.86% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -18.90% | -34.06% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -25.43% | -56.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -46.82% | -0.73% | -46.09% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -10.72% | -40.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.03% | 2.02% | +27.01% |
Volatility
SOFI vs. ^GSPC - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.08% compared to S&P 500 Index (^GSPC) at 4.67%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SOFI | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.08% | 4.67% | +12.41% |
Volatility (6M)Calculated over the trailing 6-month period | 38.75% | 9.83% | +28.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.45% | 12.44% | +44.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.69% | 16.99% | +49.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.90% | 18.11% | +53.79% |
Frequently Asked Questions
SOFI and ^GSPC have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.08%) compared to ^GSPC (4.67%). In terms of maximum drawdown, SOFI dropped -83.32% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.14 vs 0.38), 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.
Find the right allocation for SOFI and ^GSPC
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