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SOFI vs. 18MF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOFI vs. 18MF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Technologies, Inc. (SOFI) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOFI is traded in USD, while 18MF.DE is traded in EUR. To make them comparable, the 18MF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOFI achieves a -36.67% return, which is significantly lower than 18MF.DE's 16.05% return.


SOFI

1D
-0.54%
1M
6.21%
YTD
-36.67%
6M
-39.22%
1Y
17.67%
3Y*
20.23%
5Y*
-5.84%
10Y*

18MF.DE

1D
3.02%
1M
-0.92%
YTD
16.05%
6M
18.20%
1Y
48.38%
3Y*
33.64%
5Y*
20.87%
10Y*
25.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOFI vs. 18MF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SOFI
SoFi Technologies, Inc.
-36.67%70.00%54.77%115.84%-70.84%27.09%13.09%
18MF.DE
Amundi ETF Leveraged MSCI USA Daily UCITS ETF
16.05%14.77%54.76%47.68%-37.13%73.37%3.87%

Correlation

The correlation between SOFI and 18MF.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.32

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

0.35

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

0.33

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Return for Risk

SOFI vs. 18MF.DE — Risk / Return Rank

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

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

18MF.DE
18MF.DE Risk / Return Rank: 6868
Overall Rank
18MF.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
18MF.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
18MF.DE Omega Ratio Rank: 6565
Omega Ratio Rank
18MF.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
18MF.DE Martin Ratio Rank: 6868
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.

SOFI vs. 18MF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE). 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.


SOFI18MF.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.08

1.34

-0.26

Calmar ratioReturn relative to maximum drawdown

0.21

3.07

-2.85

Martin ratioReturn relative to average drawdown

0.39

11.81

-11.42

SOFI vs. 18MF.DE - Sharpe Ratio Comparison

The current SOFI Sharpe Ratio is 0.20, which is lower than the 18MF.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SOFI and 18MF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SOFI vs. 18MF.DE - Drawdown Comparison

The maximum SOFI drawdown since its inception was -83.32%, which is greater than 18MF.DE's maximum drawdown of -59.93%. Use the drawdown chart below to compare losses from any high point for SOFI and 18MF.DE.


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Drawdown Indicators


SOFI18MF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.32%

-59.93%

-23.39%

Max Drawdown (1Y)

Largest decline over 1 year

-52.96%

-15.27%

-37.69%

Max Drawdown (3Y)

Largest decline over 3 years

-52.96%

-40.04%

-12.92%

Max Drawdown (5Y)

Largest decline over 5 years

-81.54%

-40.04%

-41.50%

Max Drawdown (10Y)

Largest decline over 10 years

-59.93%

Current Drawdown

Current decline from peak

-48.53%

-4.27%

-44.26%

Average Drawdown

Average peak-to-trough decline

-51.20%

-8.91%

-42.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.88%

3.97%

+24.91%

Volatility

SOFI vs. 18MF.DE - Volatility Comparison

SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.35% compared to Amundi ETF Leveraged MSCI USA Daily UCITS ETF (18MF.DE) at 6.51%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than 18MF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOFI18MF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.35%

6.51%

+10.84%

Volatility (6M)

Calculated over the trailing 6-month period

38.57%

15.95%

+22.62%

Volatility (1Y)

Calculated over the trailing 1-year period

56.54%

22.94%

+33.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.69%

30.78%

+35.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.92%

32.04%

+39.88%

Dividends

SOFI vs. 18MF.DE - Dividend Comparison

Neither SOFI nor 18MF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SOFI and 18MF.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SOFI and 18MF.DE

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