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STNE vs. NU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, STNE achieves a -12.10% return, which is significantly higher than NU's -23.60% return.


STNE

1D
1.42%
1M
-2.36%
YTD
-12.10%
6M
-8.06%
1Y
-10.46%
3Y*
-1.37%
5Y*
-28.40%
10Y*

NU

1D
0.63%
1M
0.47%
YTD
-23.60%
6M
-23.04%
1Y
5.35%
3Y*
19.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STNE vs. NU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
STNE
StoneCo Ltd.
-12.10%85.57%-55.80%91.00%-44.01%-4.20%
NU
Nu Holdings Ltd.
-23.60%61.58%24.37%104.67%-56.61%-16.62%

Correlation

The correlation between STNE and NU is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2021

0.57

The correlation between STNE and NU has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.

Fundamentals

Market Cap

STNE:

$2.72B

NU:

$62.80B

EPS

STNE:

R$12.96

NU:

$0.65

PE Ratio

STNE:

4.27

NU:

19.71

PEG Ratio

STNE:

0.06

NU:

0.30

PS Ratio

STNE:

1.27

NU:

3.58

PB Ratio

STNE:

1.16

NU:

4.99

Total Revenue (TTM)

STNE:

R$11.69B

NU:

$17.54B

Gross Profit (TTM)

STNE:

R$8.11B

NU:

$7.67B

EBITDA (TTM)

STNE:

R$3.75B

NU:

$4.14B

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Return for Risk

STNE vs. NU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STNE
STNE Risk / Return Rank: 3333
Overall Rank
STNE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
STNE Sortino Ratio Rank: 3333
Sortino Ratio Rank
STNE Omega Ratio Rank: 3232
Omega Ratio Rank
STNE Calmar Ratio Rank: 3333
Calmar Ratio Rank
STNE Martin Ratio Rank: 3232
Martin Ratio Rank

NU
NU Risk / Return Rank: 4444
Overall Rank
NU Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NU Sortino Ratio Rank: 4242
Sortino Ratio Rank
NU Omega Ratio Rank: 4242
Omega Ratio Rank
NU Calmar Ratio Rank: 4545
Calmar Ratio Rank
NU Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STNE vs. NU - Risk-Adjusted Trends 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.

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.


STNENUDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.01

1.06

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.26

0.14

-0.40

Martin ratioReturn relative to average drawdown

-0.51

0.33

-0.84

STNE vs. NU - Sharpe Ratio Comparison

The current STNE Sharpe Ratio is -0.21, which is lower than the NU Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of STNE and NU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


STNENUDifference

Max Drawdown

Largest peak-to-trough decline

-92.31%

-72.07%

-20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-40.22%

-38.17%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-57.64%

-39.58%

-18.06%

Max Drawdown (5Y)

Largest decline over 5 years

-89.72%

Current Drawdown

Current decline from peak

-86.18%

-31.82%

-54.36%

Average Drawdown

Average peak-to-trough decline

-61.29%

-29.78%

-31.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.62%

16.02%

+4.60%

Volatility

STNE vs. NU - Volatility Comparison

The current volatility for StoneCo Ltd. (STNE) is 11.47%, while Nu Holdings Ltd. (NU) has a volatility of 13.41%. This indicates that STNE experiences smaller price fluctuations and is considered to be less risky than NU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STNENUDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

13.41%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

38.92%

28.95%

+9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

50.47%

38.22%

+12.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.96%

58.38%

+6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.32%

58.38%

+8.94%

Dividends

STNE vs. NU - Dividend Comparison

STNE's dividend yield for the trailing twelve months is around 23.56%, while NU has not paid dividends to shareholders.


PositionTTM
NU
Nu Holdings Ltd.
0.00%
STNE
StoneCo Ltd.
23.56%

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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
719.52M
4.98B
(STNE) Total Revenue
(NU) Total Revenue
Please note, different currencies. STNE values in BRL, NU values in USD

Frequently Asked Questions


STNE and NU have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NU has higher volatility (13.41%) compared to STNE (11.47%). In terms of maximum drawdown, STNE dropped -92.31% vs NU's -72.07%.

NU currently has the higher Sharpe Ratio (0.14 vs -0.21), 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.

Portfolio Optimizer

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