STNE vs. MQ
STNE (StoneCo Ltd.) and MQ (Marqeta, Inc.) are both stocks. Both are in the Technology sector — STNE in Software - Application, MQ in Software - Infrastructure. Over the past 5 years, STNE returned -26.45%/yr vs -34.39%/yr for MQ. At a 0.48 correlation, their price movements are largely independent.
Performance
STNE vs. MQ - Performance Comparison
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Returns By Period
In the year-to-date period, STNE achieves a -7.84% return, which is significantly higher than MQ's -19.37% return.
STNE
- 1D
- 0.09%
- 1M
- 16.20%
- YTD
- -7.84%
- 6M
- -12.12%
- 1Y
- -2.22%
- 3Y*
- 0.22%
- 5Y*
- -26.45%
- 10Y*
- —
MQ
- 1D
- 1.32%
- 1M
- -1.29%
- YTD
- -19.37%
- 6M
- -22.47%
- 1Y
- -30.49%
- 3Y*
- -8.87%
- 5Y*
- -34.39%
- 10Y*
- —
STNE vs. MQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STNE StoneCo Ltd. | -7.84% | 85.57% | -55.80% | 91.00% | -44.01% | -73.18% |
MQ Marqeta, Inc. | -19.37% | 25.33% | -45.70% | 14.24% | -64.41% | -47.17% |
Correlation
The correlation between STNE and MQ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2021 | 0.48 |
The correlation between STNE and MQ shifts across timeframes, from 0.34 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
STNE:
$2.85B
MQ:
$1.66B
STNE:
R$12.96
MQ:
$0.00
STNE:
4.43
MQ:
797.24
STNE:
1.32
MQ:
2.65
STNE:
1.20
MQ:
2.24
STNE:
R$11.69B
MQ:
$651.61M
STNE:
R$8.11B
MQ:
$456.19M
STNE:
R$3.75B
MQ:
$24.62M
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Return for Risk
STNE vs. MQ — Risk / Return Rank
STNE
MQ
STNE vs. MQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for StoneCo Ltd. (STNE) and Marqeta, Inc. (MQ). 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.
| STNE | MQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.89 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.69 | +0.63 |
| Martin ratioReturn relative to average drawdown | -0.11 | -1.00 | +0.88 |
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Drawdowns
STNE vs. MQ - Drawdown Comparison
The maximum STNE drawdown since its inception was -92.31%, roughly equal to the maximum MQ drawdown of -89.71%. Use the drawdown chart below to compare losses from any high point for STNE and MQ.
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Drawdown Indicators
| STNE | MQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.31% | -89.71% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -40.22% | -44.66% | +4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -57.64% | -53.34% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | -89.72% | -89.71% | -0.01% |
Current DrawdownCurrent decline from peak | -85.51% | -88.48% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -61.22% | -75.26% | +14.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.10% | 30.68% | -10.58% |
Volatility
STNE vs. MQ - Volatility Comparison
The current volatility for StoneCo Ltd. (STNE) is 14.09%, while Marqeta, Inc. (MQ) has a volatility of 15.42%. This indicates that STNE experiences smaller price fluctuations and is considered to be less risky than MQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STNE | MQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.09% | 15.42% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 39.14% | 29.25% | +9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.30% | 42.58% | +8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.94% | 64.79% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.40% | 64.82% | +2.58% |
Dividends
STNE vs. MQ - Dividend Comparison
STNE's dividend yield for the trailing twelve months is around 22.47%, while MQ has not paid dividends to shareholders.
| Position | TTM |
|---|---|
MQ Marqeta, Inc. | 0.00% |
STNE StoneCo Ltd. | 22.47% |
Financials
STNE vs. MQ - Financials Comparison
This section allows you to compare key financial metrics between StoneCo Ltd. and Marqeta, 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
Frequently Asked Questions
STNE and MQ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MQ has higher volatility (15.42%) compared to STNE (14.09%). In terms of maximum drawdown, STNE dropped -92.31% vs MQ's -89.71%.
STNE currently has the higher Sharpe Ratio (-0.04 vs -0.72), 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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