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TLT vs. SOFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TLT vs. SOFI

Last updated Jun 9, 2026

TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past 5 years, TLT returned -6.70%/yr vs -6.19%/yr for SOFI. At a 0.08 correlation, their price movements are largely independent.

Performance

TLT vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 20+ Year Treasury Bond ETF (TLT) and SoFi Technologies, Inc. (SOFI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TLT achieves a -1.08% return, which is significantly higher than SOFI's -36.97% return.

TLT

1D
-0.52%
1M
-1.31%
YTD
-1.08%
6M
-1.51%
1Y
3.67%
3Y*
-2.05%
5Y*
-6.70%
10Y*
-1.85%

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)

TLT vs. SOFI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
TLT
iShares 20+ Year Treasury Bond ETF		-1.08%4.25%-8.05%2.77%-31.23%-4.60%-1.23%
SOFI
SoFi Technologies, Inc.		-36.97%70.00%54.77%115.84%-70.84%27.09%18.70%

Correlation

The correlation between TLT and SOFI is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.10

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

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2020

0.08

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares 20+ Year Treasury Bond ETF

SoFi Technologies, Inc.

Often compared with TLT:
TLT vs. SPYTLT vs. IEFTLT vs. TMFTLT vs. BNDTLT vs. VGLTTLT vs. TLTWTLT vs. EDV
Often compared with SOFI:
SOFI vs. HOODSOFI vs. NUSOFI vs. VOOSOFI vs. SPYSOFI vs. OPFISOFI vs. BACSOFI vs. TSLA

Return for Risk

TLT vs. SOFI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TLT
TLT Risk / Return Rank: 1515
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1414
Omega Ratio Rank
TLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
TLT Martin Ratio Rank: 1515
Martin Ratio Rank
SOFI
SOFI Risk / Return Rank: 5050
Overall Rank
SOFI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SOFI Sortino Ratio Rank: 5050
Sortino Ratio Rank
SOFI Omega Ratio Rank: 4848
Omega Ratio Rank
SOFI Calmar Ratio Rank: 5050
Calmar Ratio Rank
SOFI Martin Ratio Rank: 4949
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.

TLT vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) 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.

TLTSOFIDifference
Sharpe ratioReturn per unit of total volatility
0.38
0.28

+0.10

Sortino ratioReturn per unit of downside risk
0.62
0.76

-0.14

Omega ratioGain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratioReturn relative to maximum drawdown

0.49

0.30

+0.19

Martin ratioReturn relative to average drawdown

1.19

0.56

+0.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLT vs. SOFI - Sharpe Ratio Comparison

The current TLT Sharpe Ratio is 0.38, which is higher than the SOFI Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TLT 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.

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Sharpe Ratios by Period

TLTSOFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.28

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

-0.09

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.12

+0.13

Drawdowns

TLT vs. SOFI - Drawdown Comparison

The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for TLT and SOFI.

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Drawdown Indicators

TLTSOFIDifference

Max Drawdown

Largest peak-to-trough decline

-48.35%

-83.32%

+34.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-52.96%

+45.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-52.96%

+33.78%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

-81.54%

+37.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

—

—

Current Drawdown

Current decline from peak

-40.92%

-48.77%

+7.85%

Average Drawdown

Average peak-to-trough decline

-13.83%

-51.23%

+37.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

28.21%

-25.13%

Volatility

TLT vs. SOFI - Volatility Comparison

The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 2.65%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that TLT 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.

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Volatility by Period

TLTSOFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

17.24%

-14.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

38.62%

-32.11%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

56.53%

-46.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

66.71%

-50.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

71.97%

-57.06%

Dividends

TLT vs. SOFI - Dividend Comparison

TLT's dividend yield for the trailing twelve months is around 4.63%, while SOFI has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
SOFI
SoFi Technologies, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF		4.63%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions

TLT and SOFI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOFI has higher volatility (17.24%) compared to TLT (2.65%). In terms of maximum drawdown, TLT dropped -48.35% vs SOFI's -83.32%.

TLT currently has the higher Sharpe Ratio (0.38 vs 0.28), 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.

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