SOFI vs. QQQM
SOFI (SoFi Technologies, Inc.) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, SOFI returned 0.54%/yr vs 14.77%/yr for QQQM. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
SOFI vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, SOFI achieves a -35.03% return, which is significantly lower than QQQM's 13.60% return.
SOFI
- 1D
- -1.56%
- 1M
- -5.03%
- 6M
- -34.90%
- YTD
- -35.03%
- 1Y
- -22.01%
- 3Y*
- 21.73%
- 5Y*
- 0.54%
- 10Y*
- —
- ALL TIME*
- 8.04%
QQQM
- 1D
- 0.09%
- 1M
- -5.78%
- 6M
- 12.36%
- YTD
- 13.60%
- 1Y
- 24.66%
- 3Y*
- 23.62%
- 5Y*
- 14.77%
- 10Y*
- —
- ALL TIME*
- 16.84%
SOFI vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -35.03% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
QQQM Invesco NASDAQ 100 ETF | 13.60% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 5.19% |
Correlation
The correlation between SOFI and QQQM is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.54 |
The correlation between SOFI and QQQM has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
SOFI vs. QQQM — Risk / Return Rank
SOFI
QQQM
SOFI vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.07 | -2.49 |
| Martin ratioReturn relative to average drawdown | -0.69 | 7.23 | -7.92 |
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Drawdowns
SOFI vs. QQQM - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SOFI and QQQM.
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Drawdown Indicators
| SOFI | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -35.04% | -48.28% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -11.96% | -41.00% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -22.70% | -30.26% |
Max Drawdown (5Y)Largest decline over 5 years | -81.54% | -35.04% | -46.50% |
Current DrawdownCurrent decline from peak | -47.19% | -6.61% | -40.58% |
Average DrawdownAverage peak-to-trough decline | -51.09% | -8.15% | -42.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.01% | 3.42% | +28.59% |
Volatility
SOFI vs. QQQM - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 12.55% compared to Invesco NASDAQ 100 ETF (QQQM) at 7.27%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.55% | 7.27% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 37.54% | 15.38% | +22.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.75% | 18.63% | +37.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.44% | 22.66% | +43.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.52% | 22.30% | +49.22% |
Dividends
SOFI vs. QQQM - Dividend Comparison
SOFI has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SOFI and QQQM have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (12.55%) compared to QQQM (7.27%). In terms of maximum drawdown, SOFI dropped -83.32% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.33 vs -0.40), 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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