SOFI vs. BT-A.L

Last updated Jun 13, 2026

SOFI (SoFi Technologies, Inc.) and BT-A.L (BT Group plc) are both stocks. SOFI operates in Credit Services (Financial Services), while BT-A.L operates in Telecom Services (Communication Services). Over the past 5 years, SOFI returned -5.84%/yr vs 5.53%/yr for BT-A.L. At a 0.09 correlation, their price movements are largely independent.

Performance

SOFI vs. BT-A.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Technologies, Inc. (SOFI) and BT Group plc (BT-A.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SOFI is traded in USD, while BT-A.L is traded in GBp. To make them comparable, the BT-A.L 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 BT-A.L's 13.31% return.

SOFI

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

BT-A.L

• 1D: 1.49%
• 1M: -10.71%
• YTD: 13.31%
• 6M: 17.92%
• 1Y: 17.13%
• 3Y*: 23.12%
• 5Y*: 5.53%
• 10Y*: -2.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SOFI vs. BT-A.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SOFI SoFi Technologies, Inc.	-36.67%	70.00%	54.77%	115.84%	-70.84%	27.09%	13.09%
BT-A.L BT Group plc	13.31%	43.14%	21.63%	23.91%	-37.69%	28.79%	11.90%

Correlation

The correlation between SOFI and BT-A.L 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	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.09

The correlation between SOFI and BT-A.L shifts across timeframes, from -0.06 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) SOFI : $4.73B BT-A.L : £20.36B
Gross Profit (TTM) SOFI : $3.39B BT-A.L : £9.54B
EBITDA (TTM) SOFI : $1.40B BT-A.L : £7.36B

Return for Risk

SOFI vs. BT-A.L — Risk / Return Rank

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

SOFI

SOFI Risk / Return Rank: 48
SOFI Sharpe Ratio Rank: 50
SOFI Sortino Ratio Rank: 48
SOFI Omega Ratio Rank: 47
SOFI Calmar Ratio Rank: 48
SOFI Martin Ratio Rank: 47

BT-A.L

BT-A.L Risk / Return Rank: 61
BT-A.L Sharpe Ratio Rank: 65
BT-A.L Sortino Ratio Rank: 60
BT-A.L Omega Ratio Rank: 58
BT-A.L Calmar Ratio Rank: 62
BT-A.L Martin Ratio Rank: 60

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. BT-A.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and BT Group plc (BT-A.L). 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	BT-A.L	Difference
Sharpe ratio: Return per unit of total volatility	0.20	0.57	-0.37
Sortino ratio: Return per unit of downside risk	0.66	1.02	-0.36
Omega ratio: Gain probability vs. loss probability	1.08	1.12	-0.04
Calmar ratio: Return relative to maximum drawdown	0.21	0.71	-0.49
Martin ratio: Return relative to average drawdown	0.39	1.42	-1.03

SOFI vs. BT-A.L - Sharpe Ratio Comparison

The current SOFI Sharpe Ratio is 0.20, which is lower than the BT-A.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SOFI and BT-A.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SOFI vs. BT-A.L - Drawdown Comparison

The maximum SOFI drawdown since its inception was -83.32%, roughly equal to the maximum BT-A.L drawdown of -83.54%. Use the drawdown chart below to compare losses from any high point for SOFI and BT-A.L.

Drawdown Indicators

	SOFI	BT-A.L	Difference
Max Drawdown Largest peak-to-trough decline	-83.32%	-83.54%	+0.22%
Max Drawdown (1Y) Largest decline over 1 year	-52.96%	-22.31%	-30.65%
Max Drawdown (3Y) Largest decline over 3 years	-52.96%	-24.44%	-28.52%
Max Drawdown (5Y) Largest decline over 5 years	-81.54%	-52.51%	-29.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-75.92%	—
Current Drawdown Current decline from peak	-48.53%	-39.69%	-8.84%
Average Drawdown Average peak-to-trough decline	-51.20%	-45.90%	-5.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.88%	11.07%	+17.81%

Volatility

SOFI vs. BT-A.L - Volatility Comparison

SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.35% compared to BT Group plc (BT-A.L) at 10.37%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than BT-A.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOFI	BT-A.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.35%	10.37%	+6.98%
Volatility (6M) Calculated over the trailing 6-month period	38.57%	21.86%	+16.71%
Volatility (1Y) Calculated over the trailing 1-year period	56.54%	27.84%	+28.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.69%	31.47%	+35.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.92%	33.13%	+38.79%

Dividends

SOFI vs. BT-A.L - Dividend Comparison

SOFI has not paid dividends to shareholders, while BT-A.L's dividend yield for the trailing twelve months is around 3.92%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BT-A.L BT Group plc	3.92%	4.46%	5.62%	6.23%	6.87%	1.36%	0.00%	8.00%	6.37%	5.67%	3.94%	2.73%
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%

Financials

Frequently Asked Questions

Can I hold both SOFI and BT-A.L in my portfolio?

SOFI and BT-A.L 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.