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STNE vs. NU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between STNE and NU is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

STNE vs. NU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneCo Ltd. (STNE) and Nu Holdings Ltd. (NU). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-53.33%
0.48%
STNE
NU

Key characteristics

Sharpe Ratio

STNE:

-1.25

NU:

0.71

Sortino Ratio

STNE:

-2.01

NU:

1.18

Omega Ratio

STNE:

0.77

NU:

1.15

Calmar Ratio

STNE:

-0.58

NU:

0.80

Martin Ratio

STNE:

-1.81

NU:

3.06

Ulcer Index

STNE:

29.17%

NU:

9.20%

Daily Std Dev

STNE:

42.26%

NU:

39.78%

Max Drawdown

STNE:

-92.31%

NU:

-72.07%

Current Drawdown

STNE:

-91.28%

NU:

-34.68%

Fundamentals

Market Cap

STNE:

$2.58B

NU:

$56.24B

EPS

STNE:

$1.06

NU:

$0.37

PE Ratio

STNE:

8.22

NU:

31.62

Total Revenue (TTM)

STNE:

$12.34B

NU:

$10.71B

Gross Profit (TTM)

STNE:

$8.98B

NU:

$5.39B

EBITDA (TTM)

STNE:

$4.37B

NU:

$2.66B

Returns By Period

In the year-to-date period, STNE achieves a -54.52% return, which is significantly lower than NU's 24.61% return.


STNE

YTD

-54.52%

1M

-11.54%

6M

-30.03%

1Y

-54.47%

5Y*

-26.52%

10Y*

N/A

NU

YTD

24.61%

1M

-22.07%

6M

-15.27%

1Y

26.12%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

STNE vs. NU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneCo Ltd. (STNE) and Nu Holdings Ltd. (NU). 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.


Sharpe ratio
The chart of Sharpe ratio for STNE, currently valued at -1.25, compared to the broader market-4.00-2.000.002.00-1.250.71
The chart of Sortino ratio for STNE, currently valued at -2.01, compared to the broader market-4.00-2.000.002.004.00-2.011.18
The chart of Omega ratio for STNE, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.15
The chart of Calmar ratio for STNE, currently valued at -0.90, compared to the broader market0.002.004.006.00-0.900.80
The chart of Martin ratio for STNE, currently valued at -1.81, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.813.06
STNE
NU

The current STNE Sharpe Ratio is -1.25, which is lower than the NU Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of STNE and NU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.25
0.71
STNE
NU

Dividends

STNE vs. NU - Dividend Comparison

Neither STNE nor NU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

STNE vs. NU - Drawdown Comparison

The maximum STNE drawdown since its inception was -92.31%, which is greater than NU's maximum drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for STNE and NU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.56%
-34.68%
STNE
NU

Volatility

STNE vs. NU - Volatility Comparison

StoneCo Ltd. (STNE) has a higher volatility of 19.13% compared to Nu Holdings Ltd. (NU) at 16.66%. This indicates that STNE's price experiences larger fluctuations and is considered to be riskier than NU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
19.13%
16.66%
STNE
NU

Financials

STNE vs. NU - Financials Comparison

This section allows you to compare key financial metrics between StoneCo Ltd. and Nu Holdings Ltd.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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