STNE vs. SOFI

Last updated Jun 9, 2026

STNE (StoneCo Ltd.) and SOFI (SoFi Technologies, Inc.) are both stocks. STNE operates in Software - Application (Technology), while SOFI operates in Credit Services (Financial Services). Over the past 5 years, STNE returned -27.16%/yr vs -6.19%/yr for SOFI. At a 0.46 correlation, their price movements are largely independent.

Performance

STNE vs. SOFI - Performance Comparison

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

Returns By Period

In the year-to-date period, STNE achieves a -13.49% return, which is significantly higher than SOFI's -36.97% return.

STNE

• 1D: 1.63%
• 1M: -1.86%
• YTD: -13.49%
• 6M: -14.01%
• 1Y: -5.43%
• 3Y*: 0.25%
• 5Y*: -27.16%
• 10Y*: —

SOFI

• 1D: 2.93%
• 1M: 4.76%
• YTD: -36.97%
• 6M: -40.24%
• 1Y: 15.87%
• 3Y*: 26.35%
• 5Y*: -6.19%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STNE vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
STNE StoneCo Ltd.	-13.49%	85.57%	-55.80%	91.00%	-44.01%	-79.91%	14.61%
SOFI SoFi Technologies, Inc.	-36.97%	70.00%	54.77%	115.84%	-70.84%	27.09%	18.70%

Correlation

The correlation between STNE and SOFI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020	0.46

Fundamentals

Market Cap STNE : $2.68B SOFI : $22.74B
EPS STNE : $12.96 SOFI : $0.44
PE Ratio STNE : 0.82 SOFI : 37.17
PS Ratio STNE : 0.24 SOFI : 4.53
PB Ratio STNE : 0.22 SOFI : 2.10
Total Revenue (TTM) STNE : $11.69B SOFI : $4.73B
Gross Profit (TTM) STNE : $8.11B SOFI : $3.39B
EBITDA (TTM) STNE : $3.75B SOFI : $1.40B

Return for Risk

STNE vs. SOFI — Risk / Return Rank

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

STNE

STNE Risk / Return Rank: 37
STNE Sharpe Ratio Rank: 38
STNE Sortino Ratio Rank: 36
STNE Omega Ratio Rank: 36
STNE Calmar Ratio Rank: 38
STNE Martin Ratio Rank: 37

SOFI

SOFI Risk / Return Rank: 50
SOFI Sharpe Ratio Rank: 52
SOFI Sortino Ratio Rank: 50
SOFI Omega Ratio Rank: 48
SOFI Calmar Ratio Rank: 50
SOFI Martin Ratio Rank: 49

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. SOFI - Risk-Adjusted Trends Comparison

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

	STNE	SOFI	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	0.28	-0.39
Sortino ratio: Return per unit of downside risk	0.21	0.76	-0.56
Omega ratio: Gain probability vs. loss probability	1.03	1.09	-0.07
Calmar ratio: Return relative to maximum drawdown	-0.14	0.30	-0.44
Martin ratio: Return relative to average drawdown	-0.28	0.56	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STNE vs. SOFI - Sharpe Ratio Comparison

The current STNE Sharpe Ratio is -0.11, which is lower than the SOFI Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of STNE and SOFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STNE	SOFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	0.28	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.42	-0.09	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.12	-0.28

Drawdowns

STNE vs. SOFI - Drawdown Comparison

The maximum STNE drawdown since its inception was -92.31%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for STNE and SOFI.

Drawdown Indicators

	STNE	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-92.31%	-83.32%	-8.99%
Max Drawdown (1Y) Largest decline over 1 year	-40.22%	-52.96%	+12.74%
Max Drawdown (3Y) Largest decline over 3 years	-57.64%	-52.96%	-4.68%
Max Drawdown (5Y) Largest decline over 5 years	-89.72%	-81.54%	-8.18%
Current Drawdown Current decline from peak	-86.40%	-48.77%	-37.63%
Average Drawdown Average peak-to-trough decline	-61.14%	-51.23%	-9.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.70%	28.21%	-8.51%

Volatility

STNE vs. SOFI - Volatility Comparison

The current volatility for StoneCo Ltd. (STNE) is 15.44%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that STNE experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STNE	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.44%	17.24%	-1.80%
Volatility (6M) Calculated over the trailing 6-month period	39.35%	38.62%	+0.73%
Volatility (1Y) Calculated over the trailing 1-year period	51.40%	56.53%	-5.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.91%	66.71%	-1.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.44%	71.97%	-4.53%

Dividends

STNE vs. SOFI - Dividend Comparison

STNE's dividend yield for the trailing twelve months is around 23.94%, while SOFI has not paid dividends to shareholders.

Position	TTM
SOFI SoFi Technologies, Inc.	0.00%
STNE StoneCo Ltd.	23.94%

Financials

Frequently Asked Questions

Can I hold both STNE and SOFI in my portfolio?

STNE and SOFI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNE or SOFI?

SOFI has higher volatility (17.24%) compared to STNE (15.44%). In terms of maximum drawdown, STNE dropped -92.31% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

SOFI currently has the higher Sharpe Ratio (0.28 vs -0.11), 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.