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STNE vs. SQ
Performance
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Dividends
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Financials

STNE vs. SQ

Last updated Apr 3, 2025

Compare and contrast key facts about StoneCo Ltd. (STNE) and Square, Inc. (SQ).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STNE or SQ.

Correlation

The correlation between STNE and SQ is 0.51, 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.

-0.50.00.51.0
Correlation: 0.5

Performance

STNE vs. SQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneCo Ltd. (STNE) and Square, Inc. (SQ). The values are adjusted to include any dividend payments, if applicable.
-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-65.77%
21.79%
STNE
SQ

Key characteristics

Fundamentals

Returns By Period

STNE

YTD

34.63%

1M

17.40%

6M

-3.16%

1Y

-33.93%

5Y*

-9.68%

10Y*

N/A

SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

STNE vs. SQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STNE
The Risk-Adjusted Performance Rank of STNE is 2121
Overall Rank
The Sharpe Ratio Rank of STNE is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of STNE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of STNE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of STNE is 3030
Calmar Ratio Rank
The Martin Ratio Rank of STNE is 3131
Martin Ratio Rank
SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STNE vs. SQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneCo Ltd. (STNE) and Square, Inc. (SQ). 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 -0.74, compared to the broader market-2.00-1.000.001.002.003.00
STNE: -0.74
SQ: 0.25
The chart of Sortino ratio for STNE, currently valued at -0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
STNE: -0.97
SQ: 0.64
The chart of Omega ratio for STNE, currently valued at 0.89, compared to the broader market0.501.001.502.00
STNE: 0.89
SQ: 1.09
The chart of Calmar ratio for STNE, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
STNE: -0.37
SQ: 0.12
The chart of Martin ratio for STNE, currently valued at -0.95, compared to the broader market-5.000.005.0010.0015.0020.00
STNE: -0.95
SQ: 0.70

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.74
0.25
STNE
SQ

Dividends

STNE vs. SQ - Dividend Comparison

Neither STNE nor SQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

STNE vs. SQ - Drawdown Comparison

-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-88.60%
-68.24%
STNE
SQ

Volatility

STNE vs. SQ - Volatility Comparison

StoneCo Ltd. (STNE) has a higher volatility of 19.09% compared to Square, Inc. (SQ) at 0.00%. This indicates that STNE's price experiences larger fluctuations and is considered to be riskier than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.09%
0
STNE
SQ

Financials

STNE vs. SQ - Financials Comparison

This section allows you to compare key financial metrics between StoneCo Ltd. and Square, 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
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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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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