SOFI vs. GSG
SOFI (SoFi Technologies, Inc.) is a stock, while GSG (iShares S&P GSCI Commodity-Indexed Trust) is Commodities fund tracking the S&P GSCI Total Return Index. Over the past 5 years, SOFI returned 1.93%/yr vs 14.69%/yr for GSG. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
SOFI vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, SOFI achieves a -31.13% return, which is significantly lower than GSG's 35.21% return.
SOFI
- 1D
- 10.55%
- 1M
- -1.15%
- 6M
- -18.34%
- YTD
- -31.13%
- 1Y
- -15.07%
- 3Y*
- 23.81%
- 5Y*
- 1.93%
- 10Y*
- —
- ALL TIME*
- 9.10%
GSG
- 1D
- -2.68%
- 1M
- 9.90%
- 6M
- 27.47%
- YTD
- 35.21%
- 1Y
- 38.52%
- 3Y*
- 13.26%
- 5Y*
- 14.69%
- 10Y*
- 8.24%
- ALL TIME*
- -2.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.98M | $16.40M | $25.53M | |
| $1.51B | $1.50B | $1.36B |
SOFI vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -31.13% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 35.21% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | 5.47% |
Correlation
The correlation between SOFI and GSG is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.08 |
The correlation between SOFI and GSG shifts across timeframes, from -0.12 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SOFI vs. GSG — Risk / Return Rank
SOFI
GSG
SOFI vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.28 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.06 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.45 | 6.61 | -7.06 |
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Drawdowns
SOFI vs. GSG - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for SOFI and GSG.
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Drawdown Indicators
| SOFI | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -89.62% | +6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -18.81% | -34.15% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -18.81% | -34.15% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -29.12% | -52.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -44.02% | -59.18% | +15.16% |
Average DrawdownAverage peak-to-trough decline | -51.07% | -63.67% | +12.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.40% | 5.85% | +27.55% |
Volatility
SOFI vs. GSG - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 20.01% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 8.75%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.01% | 8.75% | +11.26% |
Volatility (6M)Calculated over the trailing 6-month period | 40.48% | 22.27% | +18.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.35% | 24.37% | +32.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.64% | 22.89% | +43.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.63% | 22.07% | +49.56% |
Dividends
SOFI vs. GSG - Dividend Comparison
Neither SOFI nor GSG has paid dividends to shareholders.
Frequently Asked Questions
SOFI and GSG have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (20.01%) compared to GSG (8.75%). In terms of maximum drawdown, SOFI dropped -83.32% vs GSG's -89.62%.
GSG currently has the higher Sharpe Ratio (1.59 vs -0.26), 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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