SOFI vs. ENVA
SOFI (SoFi Technologies, Inc.) and ENVA (Enova International, Inc.) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 5 years, SOFI returned -5.84%/yr vs 39.68%/yr for ENVA. At a 0.44 correlation, their price movements are largely independent.
Performance
SOFI vs. ENVA - 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 ENVA's 20.44% return.
SOFI
- 1D
- -0.54%
- 1M
- 3.50%
- YTD
- -36.67%
- 6M
- -39.22%
- 1Y
- 17.67%
- 3Y*
- 20.23%
- 5Y*
- -5.84%
- 10Y*
- —
ENVA
- 1D
- -0.14%
- 1M
- 13.51%
- YTD
- 20.44%
- 6M
- 16.35%
- 1Y
- 102.88%
- 3Y*
- 53.36%
- 5Y*
- 39.68%
- 10Y*
- 38.77%
SOFI vs. ENVA - 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% |
ENVA Enova International, Inc. | 20.44% | 63.95% | 73.19% | 44.28% | -6.32% | 65.36% | 13.21% |
Correlation
The correlation between SOFI and ENVA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.44 |
The correlation between SOFI and ENVA has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.
Fundamentals
SOFI:
$22.85B
ENVA:
$4.99B
SOFI:
$0.44
ENVA:
$12.29
SOFI:
37.35
ENVA:
15.40
SOFI:
4.55
ENVA:
1.53
SOFI:
2.11
ENVA:
3.56
SOFI:
$4.73B
ENVA:
$3.28B
SOFI:
$3.39B
ENVA:
$1.23B
SOFI:
$1.40B
ENVA:
$456.13M
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Return for Risk
SOFI vs. ENVA — Risk / Return Rank
SOFI
ENVA
SOFI vs. ENVA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Enova International, Inc. (ENVA). 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 | ENVA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 4.04 | -3.83 |
| Martin ratioReturn relative to average drawdown | 0.39 | 10.44 | -10.05 |
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Drawdowns
SOFI vs. ENVA - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, roughly equal to the maximum ENVA drawdown of -84.26%. Use the drawdown chart below to compare losses from any high point for SOFI and ENVA.
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Drawdown Indicators
| SOFI | ENVA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -84.26% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -24.75% | -28.21% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -37.01% | -15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -42.84% | -38.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.57% | — |
Current DrawdownCurrent decline from peak | -48.53% | -0.14% | -48.39% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -31.82% | -19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.88% | 9.57% | +19.31% |
Volatility
SOFI vs. ENVA - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.35% compared to Enova International, Inc. (ENVA) at 11.26%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than ENVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | ENVA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.35% | 11.26% | +6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 38.57% | 28.77% | +9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.54% | 38.58% | +17.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.69% | 40.33% | +26.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.92% | 49.25% | +22.67% |
Dividends
SOFI vs. ENVA - Dividend Comparison
Neither SOFI nor ENVA has paid dividends to shareholders.
Financials
SOFI vs. ENVA - Financials Comparison
This section allows you to compare key financial metrics between SoFi Technologies, Inc. and Enova International, 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.
Total Revenue: Total amount of money received from sales and other business activities
SOFI vs. ENVA - Profitability Comparison
SOFI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a gross profit of 880.26M and revenue of 1.00B. Therefore, the gross margin over that period was 87.9%.
ENVA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a gross profit of 0.00 and revenue of 875.14M. Therefore, the gross margin over that period was 0.0%.
SOFI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported an operating income of 159.46M and revenue of 1.00B, resulting in an operating margin of 15.9%.
ENVA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported an operating income of 207.11M and revenue of 875.14M, resulting in an operating margin of 23.7%.
SOFI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a net income of 166.73M and revenue of 1.00B, resulting in a net margin of 16.7%.
ENVA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a net income of 91.10M and revenue of 875.14M, resulting in a net margin of 10.4%.
Frequently Asked Questions
SOFI and ENVA have a correlation of 0.44, 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 ENVA (11.26%). In terms of maximum drawdown, SOFI dropped -83.32% vs ENVA's -84.26%.
ENVA currently has the higher Sharpe Ratio (2.60 vs 0.20), 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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