SOFI vs. KO
SOFI (SoFi Technologies, Inc.) and KO (The Coca-Cola Company) are both stocks. SOFI operates in Credit Services (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 5 years, SOFI returned -5.84%/yr vs 11.29%/yr for KO. At a correlation of -0.02, they often move in opposite directions.
Performance
SOFI vs. KO - 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 KO's 18.99% return.
SOFI
- 1D
- -0.54%
- 1M
- 6.21%
- YTD
- -36.67%
- 6M
- -39.22%
- 1Y
- 17.67%
- 3Y*
- 20.23%
- 5Y*
- -5.84%
- 10Y*
- —
KO
- 1D
- 0.11%
- 1M
- 2.23%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
SOFI vs. KO - 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% |
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 4.88% |
Correlation
The correlation between SOFI and KO is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | -0.02 |
Over the past year, the inverse relationship between SOFI and KO has strengthened: their correlation has moved from -0.02 to -0.27, meaning they now move in opposite directions more often than their long-term average.
Fundamentals
SOFI:
$22.85B
KO:
$356.42B
SOFI:
$0.44
KO:
$3.18
SOFI:
37.35
KO:
26.01
SOFI:
4.55
KO:
7.23
SOFI:
2.11
KO:
10.60
SOFI:
$4.73B
KO:
$49.28B
SOFI:
$3.39B
KO:
$30.43B
SOFI:
$1.40B
KO:
$18.35B
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Return for Risk
SOFI vs. KO — Risk / Return Rank
SOFI
KO
SOFI vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.26 | -2.04 |
| Martin ratioReturn relative to average drawdown | 0.39 | 4.51 | -4.12 |
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Drawdowns
SOFI vs. KO - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for SOFI and KO.
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Drawdown Indicators
| SOFI | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -68.23% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -7.87% | -45.09% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -16.26% | -36.70% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -17.27% | -64.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.99% | — |
Current DrawdownCurrent decline from peak | -48.53% | -1.16% | -47.37% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -16.09% | -35.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.88% | 3.98% | +24.90% |
Volatility
SOFI vs. KO - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 17.35% compared to The Coca-Cola Company (KO) at 6.70%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.35% | 6.70% | +10.65% |
Volatility (6M)Calculated over the trailing 6-month period | 38.57% | 12.87% | +25.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.54% | 16.73% | +39.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.69% | 16.18% | +50.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.92% | 18.24% | +53.68% |
Dividends
SOFI vs. KO - Dividend Comparison
SOFI has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 1.88% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SOFI vs. KO - Financials Comparison
This section allows you to compare key financial metrics between SoFi Technologies, Inc. and The Coca-Cola Company. 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. KO - 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%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
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%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
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%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
SOFI and KO have a correlation of -0.27, 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 KO (6.70%). In terms of maximum drawdown, SOFI dropped -83.32% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.06 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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