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SOFI vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SOFI and BAC is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SOFI vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Technologies, Inc. (SOFI) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
17.46%
56.96%
SOFI
BAC

Key characteristics

Sharpe Ratio

SOFI:

1.14

BAC:

0.26

Sortino Ratio

SOFI:

1.76

BAC:

0.55

Omega Ratio

SOFI:

1.22

BAC:

1.08

Calmar Ratio

SOFI:

0.92

BAC:

0.27

Martin Ratio

SOFI:

4.18

BAC:

0.87

Ulcer Index

SOFI:

16.68%

BAC:

8.63%

Daily Std Dev

SOFI:

61.14%

BAC:

28.65%

Max Drawdown

SOFI:

-83.32%

BAC:

-93.45%

Current Drawdown

SOFI:

-52.25%

BAC:

-16.57%

Fundamentals

Market Cap

SOFI:

$12.96B

BAC:

$292.95B

EPS

SOFI:

$0.41

BAC:

$3.35

PE Ratio

SOFI:

28.63

BAC:

11.57

PEG Ratio

SOFI:

2.20

BAC:

1.47

PS Ratio

SOFI:

4.90

BAC:

3.01

PB Ratio

SOFI:

1.99

BAC:

1.07

Total Revenue (TTM)

SOFI:

$2.01B

BAC:

$76.07B

Gross Profit (TTM)

SOFI:

$2.01B

BAC:

$50.94B

EBITDA (TTM)

SOFI:

$142.76M

BAC:

$38.22B

Returns By Period

In the year-to-date period, SOFI achieves a -20.06% return, which is significantly lower than BAC's -9.37% return.


SOFI

YTD

-20.06%

1M

-9.08%

6M

12.63%

1Y

61.97%

5Y*

N/A

10Y*

N/A

BAC

YTD

-9.37%

1M

-8.55%

6M

-6.09%

1Y

5.84%

5Y*

15.16%

10Y*

12.17%

*Annualized

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Risk-Adjusted Performance

SOFI vs. BAC — Risk-Adjusted Performance Rank

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

SOFI
The Risk-Adjusted Performance Rank of SOFI is 8383
Overall Rank
The Sharpe Ratio Rank of SOFI is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SOFI is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SOFI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SOFI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SOFI is 8585
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 6060
Overall Rank
The Sharpe Ratio Rank of BAC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOFI vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Bank of America Corporation (BAC). 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.


The chart of Sharpe ratio for SOFI, currently valued at 1.14, compared to the broader market-2.00-1.000.001.002.003.00
SOFI: 1.14
BAC: 0.26
The chart of Sortino ratio for SOFI, currently valued at 1.76, compared to the broader market-6.00-4.00-2.000.002.004.00
SOFI: 1.76
BAC: 0.55
The chart of Omega ratio for SOFI, currently valued at 1.22, compared to the broader market0.501.001.502.00
SOFI: 1.22
BAC: 1.08
The chart of Calmar ratio for SOFI, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
SOFI: 0.92
BAC: 0.27
The chart of Martin ratio for SOFI, currently valued at 4.18, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SOFI: 4.18
BAC: 0.87

The current SOFI Sharpe Ratio is 1.14, which is higher than the BAC Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SOFI and BAC, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.14
0.26
SOFI
BAC

Dividends

SOFI vs. BAC - Dividend Comparison

SOFI has not paid dividends to shareholders, while BAC's dividend yield for the trailing twelve months is around 2.58%.


TTM20242023202220212020201920182017201620152014
SOFI
SoFi Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAC
Bank of America Corporation
2.58%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

SOFI vs. BAC - Drawdown Comparison

The maximum SOFI drawdown since its inception was -83.32%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for SOFI and BAC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.25%
-16.57%
SOFI
BAC

Volatility

SOFI vs. BAC - Volatility Comparison

SoFi Technologies, Inc. (SOFI) has a higher volatility of 31.07% compared to Bank of America Corporation (BAC) at 18.10%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
31.07%
18.10%
SOFI
BAC

Financials

SOFI vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between SoFi Technologies, Inc. and Bank of America Corporation. 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