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SOFI vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SOFI and BRK-B is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

SOFI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Technologies, Inc. (SOFI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
142.15%
9.70%
SOFI
BRK-B

Key characteristics

Sharpe Ratio

SOFI:

1.13

BRK-B:

1.66

Sortino Ratio

SOFI:

1.75

BRK-B:

2.37

Omega Ratio

SOFI:

1.23

BRK-B:

1.30

Calmar Ratio

SOFI:

0.85

BRK-B:

3.19

Martin Ratio

SOFI:

2.55

BRK-B:

7.87

Ulcer Index

SOFI:

25.23%

BRK-B:

3.07%

Daily Std Dev

SOFI:

57.20%

BRK-B:

14.59%

Max Drawdown

SOFI:

-83.32%

BRK-B:

-53.86%

Current Drawdown

SOFI:

-40.63%

BRK-B:

-6.98%

Fundamentals

Market Cap

SOFI:

$18.08B

BRK-B:

$982.94B

EPS

SOFI:

$0.12

BRK-B:

$49.48

PE Ratio

SOFI:

138.83

BRK-B:

9.21

Total Revenue (TTM)

SOFI:

$2.52B

BRK-B:

$369.89B

Gross Profit (TTM)

SOFI:

$1.98B

BRK-B:

$66.19B

EBITDA (TTM)

SOFI:

$317.16M

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, SOFI achieves a 53.82% return, which is significantly higher than BRK-B's 25.99% return.


SOFI

YTD

53.82%

1M

6.14%

6M

142.17%

1Y

64.39%

5Y*

N/A

10Y*

N/A

BRK-B

YTD

25.99%

1M

-4.16%

6M

9.82%

1Y

26.45%

5Y*

14.74%

10Y*

11.48%

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Risk-Adjusted Performance

SOFI vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Berkshire Hathaway Inc. (BRK-B). 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 SOFI, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.131.83
The chart of Sortino ratio for SOFI, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.752.60
The chart of Omega ratio for SOFI, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.33
The chart of Calmar ratio for SOFI, currently valued at 0.85, compared to the broader market0.002.004.006.000.853.49
The chart of Martin ratio for SOFI, currently valued at 2.55, compared to the broader market0.0010.0020.002.558.52
SOFI
BRK-B

The current SOFI Sharpe Ratio is 1.13, which is lower than the BRK-B Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SOFI and BRK-B, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.83
SOFI
BRK-B

Dividends

SOFI vs. BRK-B - Dividend Comparison

Neither SOFI nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOFI vs. BRK-B - Drawdown Comparison

The maximum SOFI drawdown since its inception was -83.32%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SOFI and BRK-B. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.63%
-6.98%
SOFI
BRK-B

Volatility

SOFI vs. BRK-B - Volatility Comparison

SoFi Technologies, Inc. (SOFI) has a higher volatility of 15.02% compared to Berkshire Hathaway Inc. (BRK-B) at 3.68%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.02%
3.68%
SOFI
BRK-B

Financials

SOFI vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between SoFi Technologies, Inc. and Berkshire Hathaway 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
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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.

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