STNE vs. SQ
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.
Key characteristics
| STNE | SQ | |
|---|---|---|
| YTD Return | -41.87% | 10.95% |
| 1Y Return | -18.44% | 55.75% |
| 3Y Return (Ann) | -29.80% | -27.79% |
| 5Y Return (Ann) | -22.73% | 5.83% |
| Sharpe Ratio | -0.34 | 1.39 |
| Sortino Ratio | -0.22 | 2.05 |
| Omega Ratio | 0.97 | 1.25 |
| Calmar Ratio | -0.15 | 0.81 |
| Martin Ratio | -0.55 | 3.60 |
| Ulcer Index | 24.42% | 18.03% |
| Daily Std Dev | 39.76% | 46.61% |
| Max Drawdown | -92.31% | -86.08% |
| Current Drawdown | -88.86% | -69.55% |
Fundamentals
| STNE | SQ | |
|---|---|---|
| Market Cap | $3.54B | $54.08B |
| EPS | $1.03 | $1.67 |
| PE Ratio | 11.22 | 52.25 |
| Total Revenue (TTM) | $9.12B | $23.86B |
| Gross Profit (TTM) | $6.63B | $8.52B |
| EBITDA (TTM) | $2.02B | $1.82B |
Correlation
The correlation between STNE and SQ is 0.53, 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.
Performance
STNE vs. SQ - Performance Comparison
In the year-to-date period, STNE achieves a -41.87% return, which is significantly lower than SQ's 10.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
STNE vs. SQ - Dividend Comparison
Neither STNE nor SQ has paid dividends to shareholders.
Drawdowns
STNE vs. SQ - Drawdown Comparison
The maximum STNE drawdown since its inception was -92.31%, which is greater than SQ's maximum drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for STNE and SQ. For additional features, visit the drawdowns tool.
Volatility
STNE vs. SQ - Volatility Comparison
The current volatility for StoneCo Ltd. (STNE) is 12.66%, while Square, Inc. (SQ) has a volatility of 15.28%. This indicates that STNE experiences smaller price fluctuations and is considered to be less risky than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities