SOFI vs. IBIT
SOFI (SoFi Technologies, Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, SOFI returned 20.72% vs -38.89% for IBIT. At a 0.40 correlation, their price movements are largely independent.
Performance
SOFI vs. IBIT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SOFI achieves a -33.46% return, which is significantly lower than IBIT's -26.77% return.
SOFI
- 1D
- -1.64%
- 1M
- 10.88%
- YTD
- -33.46%
- 6M
- -31.06%
- 1Y
- 20.72%
- 3Y*
- 26.53%
- 5Y*
- -5.44%
- 10Y*
- —
IBIT
- 1D
- -2.18%
- 1M
- -16.47%
- YTD
- -26.77%
- 6M
- -25.35%
- 1Y
- -38.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOFI SoFi Technologies, Inc. | -33.46% | 70.00% | 81.60% |
IBIT iShares Bitcoin Trust ETF | -26.77% | -6.41% | 89.87% |
Correlation
The correlation between SOFI and IBIT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SOFI vs. IBIT — Risk / Return Rank
SOFI
IBIT
SOFI vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.86 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.75 | +1.14 |
| Martin ratioReturn relative to average drawdown | 0.71 | -1.29 | +2.00 |
Loading charts...
Drawdowns
SOFI vs. IBIT - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for SOFI and IBIT.
Loading charts...
Drawdown Indicators
| SOFI | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -52.11% | -31.21% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -52.11% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | — | — |
Current DrawdownCurrent decline from peak | -45.92% | -49.00% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -51.19% | -16.69% | -34.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.31% | 30.09% | -0.78% |
Volatility
SOFI vs. IBIT - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.19% compared to iShares Bitcoin Trust ETF (IBIT) at 12.68%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SOFI | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.19% | 12.68% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 38.58% | 34.50% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.18% | 44.23% | +11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.65% | 50.26% | +16.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.87% | 50.26% | +21.61% |
Dividends
SOFI vs. IBIT - Dividend Comparison
Neither SOFI nor IBIT has paid dividends to shareholders.
Frequently Asked Questions
SOFI and IBIT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.19%) compared to IBIT (12.68%). In terms of maximum drawdown, SOFI dropped -83.32% vs IBIT's -52.11%.
SOFI currently has the higher Sharpe Ratio (0.37 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.
Find the right allocation for SOFI and IBIT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer