SOFI vs. USDX
SOFI (SoFi Technologies, Inc.) is a stock, while USDX (SGI Enhanced Core ETF) is Intermediate Core Bond fund actively managed by Summit Global Investments. Over the past year, SOFI returned 27.41% vs 5.97% for USDX. At a correlation of -0.01, they often move in opposite directions.
Performance
SOFI vs. USDX - Performance Comparison
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Returns By Period
In the year-to-date period, SOFI achieves a -34.49% return, which is significantly lower than USDX's 1.79% return.
SOFI
- 1D
- 2.82%
- 1M
- 7.05%
- YTD
- -34.49%
- 6M
- -42.06%
- 1Y
- 27.41%
- 3Y*
- 33.24%
- 5Y*
- -3.80%
- 10Y*
- —
USDX
- 1D
- -0.19%
- 1M
- -0.06%
- YTD
- 1.79%
- 6M
- 2.25%
- 1Y
- 5.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI vs. USDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOFI SoFi Technologies, Inc. | -34.49% | 70.00% | 71.49% |
USDX SGI Enhanced Core ETF | 1.79% | 6.25% | 6.87% |
Correlation
The correlation between SOFI and USDX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2024 | -0.01 |
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Return for Risk
SOFI vs. USDX — Risk / Return Rank
SOFI
USDX
SOFI vs. USDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and SGI Enhanced Core ETF (USDX). 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.
| SOFI | USDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.77 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 6.40 | -5.88 |
| Martin ratioReturn relative to average drawdown | 0.99 | 43.95 | -42.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOFI | USDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 3.11 | -2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 3.96 | -3.83 |
Drawdowns
SOFI vs. USDX - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, which is greater than USDX's maximum drawdown of -0.94%. Use the drawdown chart below to compare losses from any high point for SOFI and USDX.
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Drawdown Indicators
| SOFI | USDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -0.94% | -82.38% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -0.94% | -52.02% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -82.00% | — | — |
Current DrawdownCurrent decline from peak | -46.76% | -0.64% | -46.12% |
Average DrawdownAverage peak-to-trough decline | -51.23% | -0.06% | -51.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.87% | 0.14% | +27.73% |
Volatility
SOFI vs. USDX - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 15.67% compared to SGI Enhanced Core ETF (USDX) at 0.98%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than USDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | USDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 0.98% | +14.69% |
Volatility (6M)Calculated over the trailing 6-month period | 38.03% | 1.73% | +36.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.14% | 1.93% | +54.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.87% | 1.68% | +65.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.95% | 1.68% | +70.27% |
Dividends
SOFI vs. USDX - Dividend Comparison
SOFI has not paid dividends to shareholders, while USDX's dividend yield for the trailing twelve months is around 5.90%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% |
USDX SGI Enhanced Core ETF | 5.90% | 5.88% | 4.60% |
Frequently Asked Questions
SOFI and USDX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (15.67%) compared to USDX (0.98%). In terms of maximum drawdown, SOFI dropped -83.32% vs USDX's -0.94%.
USDX currently has the higher Sharpe Ratio (3.11 vs 0.49), 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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