SOFI vs. XYZ
SOFI (SoFi Technologies, Inc.) and XYZ (Block, Inc) are both stocks. SOFI operates in Credit Services (Financial Services), while XYZ operates in Software - Infrastructure (Technology). Over the past 5 years, SOFI returned -3.80%/yr vs -19.80%/yr for XYZ. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
SOFI vs. XYZ - 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 XYZ's 8.91% return.
SOFI
- 1D
- 2.82%
- 1M
- 7.05%
- YTD
- -34.49%
- 6M
- -42.06%
- 1Y
- 27.41%
- 3Y*
- 33.24%
- 5Y*
- -3.80%
- 10Y*
- —
XYZ
- 1D
- 1.56%
- 1M
- -0.51%
- YTD
- 8.91%
- 6M
- 13.99%
- 1Y
- 11.01%
- 3Y*
- 3.72%
- 5Y*
- -19.80%
- 10Y*
- 22.25%
SOFI vs. XYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | -34.49% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 18.70% |
XYZ Block, Inc | 8.91% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 3.17% |
Correlation
The correlation between SOFI and XYZ is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020 | 0.57 |
The correlation between SOFI and XYZ has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
Fundamentals
SOFI:
$23.63B
XYZ:
$42.36B
SOFI:
$0.44
XYZ:
$1.31
SOFI:
38.64
XYZ:
54.14
SOFI:
4.71
XYZ:
1.78
SOFI:
2.19
XYZ:
1.95
SOFI:
$4.73B
XYZ:
$24.48B
SOFI:
$3.39B
XYZ:
$11.01B
SOFI:
$1.40B
XYZ:
$2.42B
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Return for Risk
SOFI vs. XYZ — Risk / Return Rank
SOFI
XYZ
SOFI vs. XYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Technologies, Inc. (SOFI) and Block, Inc (XYZ). 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 | XYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.28 | +0.24 |
| Martin ratioReturn relative to average drawdown | 0.99 | 0.65 | +0.34 |
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 | XYZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.24 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | -0.33 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.31 | -0.18 |
Drawdowns
SOFI vs. XYZ - Drawdown Comparison
The maximum SOFI drawdown since its inception was -83.32%, roughly equal to the maximum XYZ drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for SOFI and XYZ.
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Drawdown Indicators
| SOFI | XYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.32% | -86.08% | +2.76% |
Max Drawdown (1Y)Largest decline over 1 year | -52.96% | -39.48% | -13.48% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -52.96% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -82.00% | -86.08% | +4.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -86.08% | — |
Current DrawdownCurrent decline from peak | -46.76% | -74.84% | +28.08% |
Average DrawdownAverage peak-to-trough decline | -51.23% | -40.99% | -10.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.87% | 16.99% | +10.88% |
Volatility
SOFI vs. XYZ - Volatility Comparison
SoFi Technologies, Inc. (SOFI) has a higher volatility of 15.67% compared to Block, Inc (XYZ) at 13.37%. This indicates that SOFI's price experiences larger fluctuations and is considered to be riskier than XYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFI | XYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 13.37% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 38.03% | 35.04% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.14% | 46.53% | +9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.87% | 59.97% | +6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.95% | 56.67% | +15.28% |
Dividends
SOFI vs. XYZ - Dividend Comparison
Neither SOFI nor XYZ has paid dividends to shareholders.
Financials
SOFI vs. XYZ - Financials Comparison
This section allows you to compare key financial metrics between SoFi Technologies, Inc. and Block, 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.
Total Revenue: Total amount of money received from sales and other business activities
SOFI vs. XYZ - 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%.
XYZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.
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%.
XYZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.
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%.
XYZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.
Frequently Asked Questions
SOFI and XYZ have a correlation of 0.50, 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 XYZ (13.37%). In terms of maximum drawdown, SOFI dropped -83.32% vs XYZ's -86.08%.
SOFI currently has the higher Sharpe Ratio (0.49 vs 0.24), 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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