SOFI vs. CMB1.L
SOFI (SoFi Technologies, Inc.) is a stock, while CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE Italia AllShare TR EUR. Over the past 5 years, SOFI returned -4.73%/yr vs 19.47%/yr for CMB1.L. At a 0.29 correlation, their price movements are largely independent.
Performance
SOFI vs. CMB1.L - Performance Comparison
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Different Trading Currencies
SOFI is traded in USD, while CMB1.L is traded in GBp. To make them comparable, the CMB1.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 -34.57% return, which is significantly lower than CMB1.L's 17.02% return.
SOFI
- 1D
- 3.32%
- 1M
- 9.74%
- YTD
- -34.57%
- 6M
- -33.66%
- 1Y
- 21.58%
- 3Y*
- 25.82%
- 5Y*
- -4.73%
- 10Y*
- —
CMB1.L
- 1D
- 1.03%
- 1M
- 6.84%
- YTD
- 17.02%
- 6M
- 18.75%
- 1Y
- 37.91%
- 3Y*
- 31.24%
- 5Y*
- 19.47%
- 10Y*
- 16.17%
SOFI vs. CMB1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -34.57% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 17.02% | 54.68% | 11.37% | 37.57% | -13.87% | 17.22% | 2.23% |
Correlation
The correlation between SOFI and CMB1.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.29 |
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Return for Risk
SOFI vs. CMB1.L — Risk / Return Rank
SOFI
CMB1.L
SOFI vs. CMB1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.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 | CMB1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.35 | -2.94 |
| Martin ratioReturn relative to average drawdown | 0.75 | 11.77 | -11.02 |
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Drawdowns
SOFI vs. CMB1.L - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than CMB1.L's maximum drawdown of -57.87%. Use the drawdown chart below to compare losses from any high point for SOFI and CMB1.L.
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Drawdown Indicators
| SOFI | CMB1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -57.87% | -25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -11.25% | -41.71% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -17.48% | -35.48% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -35.65% | -45.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.93% | — |
Current DrawdownCurrent decline from peak | -46.82% | 0.00% | -46.82% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -19.36% | -31.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.03% | 3.20% | +25.83% |
Volatility
SOFI vs. CMB1.L - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.08% compared to iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) at 4.73%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than CMB1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | CMB1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.08% | 4.73% | +12.35% |
Volatility (6M)Calculated over the trailing 6-month period | 38.75% | 13.97% | +24.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.45% | 17.22% | +39.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.69% | 21.24% | +45.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.90% | 22.73% | +49.17% |
Dividends
SOFI vs. CMB1.L - Dividend Comparison
Neither SOFI nor CMB1.L has paid dividends to shareholders.
Frequently Asked Questions
SOFI and CMB1.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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