PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SSL vs. SOFI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SSLSOFI
YTD Return-28.12%-30.05%
1Y Return-38.07%42.19%
3Y Return (Ann)-21.52%-24.52%
Sharpe Ratio-0.930.64
Daily Std Dev42.14%68.11%
Max Drawdown-99.45%-83.32%
Current Drawdown-96.72%-73.00%

Fundamentals


SSLSOFI
Market Cap$4.48B$8.31B
EPS$0.68-$0.36
PEG Ratio0.140.00
Revenue (TTM)$276.19B$2.07B
Gross Profit (TTM)$122.32B$1.21B
EBITDA (TTM)$58.91B-$11.37M

Correlation

-0.50.00.51.00.2

The correlation between SSL and SOFI is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SSL vs. SOFI - Performance Comparison

In the year-to-date period, SSL achieves a -28.12% return, which is significantly higher than SOFI's -30.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
7.68%
-33.59%
SSL
SOFI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Sasol Limited

SoFi Technologies, Inc.

Risk-Adjusted Performance

SSL vs. SOFI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sasol Limited (SSL) and SoFi Technologies, Inc. (SOFI). 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.


SSL
Sharpe ratio
The chart of Sharpe ratio for SSL, currently valued at -0.93, compared to the broader market-2.00-1.000.001.002.003.004.00-0.93
Sortino ratio
The chart of Sortino ratio for SSL, currently valued at -1.29, compared to the broader market-4.00-2.000.002.004.006.00-1.29
Omega ratio
The chart of Omega ratio for SSL, currently valued at 0.86, compared to the broader market0.501.001.500.86
Calmar ratio
The chart of Calmar ratio for SSL, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.54
Martin ratio
The chart of Martin ratio for SSL, currently valued at -1.45, compared to the broader market-10.000.0010.0020.0030.00-1.45
SOFI
Sharpe ratio
The chart of Sharpe ratio for SOFI, currently valued at 0.64, compared to the broader market-2.00-1.000.001.002.003.004.000.64
Sortino ratio
The chart of Sortino ratio for SOFI, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.006.001.37
Omega ratio
The chart of Omega ratio for SOFI, currently valued at 1.17, compared to the broader market0.501.001.501.17
Calmar ratio
The chart of Calmar ratio for SOFI, currently valued at 0.53, compared to the broader market0.002.004.006.000.53
Martin ratio
The chart of Martin ratio for SOFI, currently valued at 1.60, compared to the broader market-10.000.0010.0020.0030.001.60

SSL vs. SOFI - Sharpe Ratio Comparison

The current SSL Sharpe Ratio is -0.93, which is lower than the SOFI Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of SSL and SOFI.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2024FebruaryMarchAprilMay
-0.93
0.64
SSL
SOFI

Dividends

SSL vs. SOFI - Dividend Comparison

SSL's dividend yield for the trailing twelve months is around 8.95%, while SOFI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SSL
Sasol Limited
8.95%9.14%5.55%0.00%0.00%1.97%3.36%2.83%3.52%5.27%5.27%3.95%
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%

Drawdowns

SSL vs. SOFI - Drawdown Comparison

The maximum SSL drawdown since its inception was -99.45%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for SSL and SOFI. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%December2024FebruaryMarchAprilMay
-71.04%
-73.00%
SSL
SOFI

Volatility

SSL vs. SOFI - Volatility Comparison

Sasol Limited (SSL) and SoFi Technologies, Inc. (SOFI) have volatilities of 16.72% and 16.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
16.72%
16.27%
SSL
SOFI

Financials

SSL vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Sasol Limited and SoFi Technologies, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items