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SOFI vs. HOOD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SOFI and HOOD is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SOFI vs. HOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Technologies, Inc. (SOFI) and Robinhood Markets, Inc. (HOOD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
142.19%
65.74%
SOFI
HOOD

Key characteristics

Sharpe Ratio

SOFI:

1.13

HOOD:

2.97

Sortino Ratio

SOFI:

1.75

HOOD:

3.18

Omega Ratio

SOFI:

1.23

HOOD:

1.42

Calmar Ratio

SOFI:

0.85

HOOD:

2.12

Martin Ratio

SOFI:

2.55

HOOD:

16.06

Ulcer Index

SOFI:

25.23%

HOOD:

11.24%

Daily Std Dev

SOFI:

57.20%

HOOD:

60.87%

Max Drawdown

SOFI:

-83.32%

HOOD:

-90.21%

Current Drawdown

SOFI:

-40.63%

HOOD:

-47.52%

Fundamentals

Market Cap

SOFI:

$18.08B

HOOD:

$36.80B

EPS

SOFI:

$0.12

HOOD:

$0.58

PE Ratio

SOFI:

138.83

HOOD:

71.78

Total Revenue (TTM)

SOFI:

$2.52B

HOOD:

$2.42B

Gross Profit (TTM)

SOFI:

$1.98B

HOOD:

$1.98B

EBITDA (TTM)

SOFI:

$317.16M

HOOD:

$614.00M

Returns By Period

In the year-to-date period, SOFI achieves a 53.82% return, which is significantly lower than HOOD's 189.95% return.


SOFI

YTD

53.82%

1M

6.14%

6M

142.17%

1Y

64.39%

5Y*

N/A

10Y*

N/A

HOOD

YTD

189.95%

1M

4.82%

6M

70.00%

1Y

192.71%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SOFI vs. HOOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Robinhood Markets, Inc. (HOOD). 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.


Sharpe ratio
The chart of Sharpe ratio for SOFI, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.133.18
The chart of Sortino ratio for SOFI, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.753.31
The chart of Omega ratio for SOFI, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.44
The chart of Calmar ratio for SOFI, currently valued at 0.88, compared to the broader market0.002.004.006.000.882.27
The chart of Martin ratio for SOFI, currently valued at 2.55, compared to the broader market0.0010.0020.002.5517.09
SOFI
HOOD

The current SOFI Sharpe Ratio is 1.13, which is lower than the HOOD Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of SOFI and HOOD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.13
3.18
SOFI
HOOD

Dividends

SOFI vs. HOOD - Dividend Comparison

Neither SOFI nor HOOD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOFI vs. HOOD - Drawdown Comparison

The maximum SOFI drawdown since its inception was -83.32%, smaller than the maximum HOOD drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for SOFI and HOOD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-34.28%
-47.52%
SOFI
HOOD

Volatility

SOFI vs. HOOD - Volatility Comparison

The current volatility for SoFi Technologies, Inc. (SOFI) is 15.02%, while Robinhood Markets, Inc. (HOOD) has a volatility of 20.92%. This indicates that SOFI experiences smaller price fluctuations and is considered to be less risky than HOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.02%
20.92%
SOFI
HOOD

Financials

SOFI vs. HOOD - Financials Comparison

This section allows you to compare key financial metrics between SoFi Technologies, Inc. and Robinhood Markets, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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