SOFI vs. BTC-USD
SOFI (SoFi Technologies, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, SOFI returned -5.84%/yr vs 10.30%/yr for BTC-USD. At a 0.23 correlation, their price movements are largely independent.
Performance
SOFI vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOFI achieves a -36.67% return, which is significantly lower than BTC-USD's -25.06% return.
SOFI
- 1D
- -0.54%
- 1M
- 6.21%
- YTD
- -36.67%
- 6M
- -39.22%
- 1Y
- 17.67%
- 3Y*
- 20.23%
- 5Y*
- -5.84%
- 10Y*
- —
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
SOFI vs. BTC-USD - 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% |
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 59.27% |
Correlation
The correlation between SOFI and BTC-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.23 |
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Return for Risk
SOFI vs. BTC-USD — Risk / Return Rank
SOFI
BTC-USD
SOFI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.88 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.74 | +0.95 |
| Martin ratioReturn relative to average drawdown | 0.39 | -1.28 | +1.67 |
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Drawdowns
SOFI vs. BTC-USD - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SOFI and BTC-USD.
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Drawdown Indicators
| SOFI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -85.30% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -51.21% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -51.21% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -76.67% | -4.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -48.53% | -47.43% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -42.37% | -8.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.88% | 35.28% | -6.40% |
Volatility
SOFI vs. BTC-USD - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.35% compared to Bitcoin (BTC-USD) at 12.10%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.35% | 12.10% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 38.57% | 34.64% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.54% | 35.63% | +20.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.69% | 44.55% | +22.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.92% | 56.61% | +15.31% |
Frequently Asked Questions
SOFI and BTC-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.35%) compared to BTC-USD (12.10%). In terms of maximum drawdown, SOFI dropped -83.32% vs BTC-USD's -85.30%.
SOFI currently has the higher Sharpe Ratio (0.20 vs -0.88), 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.
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