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VCYT vs. SOFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VCYT vs. SOFI - Performance Comparison

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

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Returns By Period

In the year-to-date period, VCYT achieves a 15.65% return, which is significantly higher than SOFI's -36.29% return.


VCYT

1D
1.86%
1M
45.56%
YTD
15.65%
6M
1.97%
1Y
83.74%
3Y*
22.14%
5Y*
8.13%
10Y*
24.83%

SOFI

1D
-5.98%
1M
2.96%
YTD
-36.29%
6M
-42.62%
1Y
22.11%
3Y*
33.38%
5Y*
-4.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCYT vs. SOFI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCYT
Veracyte, Inc.
15.65%6.31%43.95%15.93%-42.40%-15.82%-10.22%
SOFI
SoFi Technologies, Inc.
-36.29%70.00%54.77%115.84%-70.84%27.09%18.70%

Correlation

The correlation between VCYT and SOFI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.42

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

0.49

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

0.48

The correlation between VCYT and SOFI shifts across timeframes, from 0.32 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VCYT:

$3.96B

SOFI:

$22.99B

EPS

VCYT:

$1.09

SOFI:

$0.44

PE Ratio

VCYT:

44.57

SOFI:

37.58

PS Ratio

VCYT:

7.24

SOFI:

4.58

PB Ratio

VCYT:

2.94

SOFI:

2.13

Total Revenue (TTM)

VCYT:

$541.74M

SOFI:

$4.73B

Gross Profit (TTM)

VCYT:

$386.89M

SOFI:

$3.39B

EBITDA (TTM)

VCYT:

$99.47M

SOFI:

$1.40B

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Return for Risk

VCYT vs. SOFI — Risk / Return Rank

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

VCYT
VCYT Risk / Return Rank: 7979
Overall Rank
VCYT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VCYT Sortino Ratio Rank: 8484
Sortino Ratio Rank
VCYT Omega Ratio Rank: 7979
Omega Ratio Rank
VCYT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VCYT Martin Ratio Rank: 7474
Martin Ratio Rank

SOFI
SOFI Risk / Return Rank: 5151
Overall Rank
SOFI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SOFI Sortino Ratio Rank: 5151
Sortino Ratio Rank
SOFI Omega Ratio Rank: 4949
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.

VCYT vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Veracyte, Inc. (VCYT) 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.


VCYTSOFIDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.30

1.11

+0.19

Calmar ratioReturn relative to maximum drawdown

2.15

0.42

+1.73

Martin ratioReturn relative to average drawdown

4.66

0.80

+3.86

VCYT vs. SOFI - Sharpe Ratio Comparison

The current VCYT Sharpe Ratio is 1.41, which is higher than the SOFI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of VCYT 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


VCYTSOFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.40

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.07

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.12

+0.06

Drawdowns

VCYT vs. SOFI - Drawdown Comparison

The maximum VCYT drawdown since its inception was -81.19%, roughly equal to the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for VCYT and SOFI.


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Drawdown Indicators


VCYTSOFIDifference

Max Drawdown

Largest peak-to-trough decline

-81.19%

-83.32%

+2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-39.23%

-52.96%

+13.73%

Max Drawdown (3Y)

Largest decline over 3 years

-50.09%

-52.96%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-71.54%

-82.00%

+10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-81.19%

Current Drawdown

Current decline from peak

-40.17%

-48.21%

+8.04%

Average Drawdown

Average peak-to-trough decline

-48.36%

-51.23%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.02%

27.71%

-9.69%

Volatility

VCYT vs. SOFI - Volatility Comparison

Veracyte, Inc. (VCYT) has a higher volatility of 26.44% compared to SoFi Technologies, Inc. (SOFI) at 15.51%. This indicates that VCYT's price experiences larger fluctuations and is considered to be riskier 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


VCYTSOFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.44%

15.51%

+10.93%

Volatility (6M)

Calculated over the trailing 6-month period

39.27%

37.95%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

59.90%

56.07%

+3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.43%

66.96%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.99%

71.97%

-9.98%

Dividends

VCYT vs. SOFI - Dividend Comparison

Neither VCYT nor SOFI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VCYT vs. SOFI - Financials Comparison

This section allows you to compare key financial metrics between Veracyte, Inc. and SoFi Technologies, 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
139.07M
1.00B
(VCYT) Total Revenue
(SOFI) Total Revenue
Values in USD except per share items

VCYT vs. SOFI - Profitability Comparison

The chart below illustrates the profitability comparison between Veracyte, Inc. and SoFi Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20222023202420252026
72.7%
87.9%
Portfolio components
VCYT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Veracyte, Inc. reported a gross profit of 101.16M and revenue of 139.07M. Therefore, the gross margin over that period was 72.7%.

SOFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a gross profit of 880.26M and revenue of 1.00B. Therefore, the gross margin over that period was 87.9%.

VCYT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Veracyte, Inc. reported an operating income of 22.65M and revenue of 139.07M, resulting in an operating margin of 16.3%.

SOFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported an operating income of 159.46M and revenue of 1.00B, resulting in an operating margin of 15.9%.

VCYT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Veracyte, Inc. reported a net income of 28.71M and revenue of 139.07M, resulting in a net margin of 20.6%.

SOFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SoFi Technologies, Inc. reported a net income of 166.73M and revenue of 1.00B, resulting in a net margin of 16.7%.


Frequently Asked Questions


VCYT and SOFI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCYT has higher volatility (26.44%) compared to SOFI (15.51%). In terms of maximum drawdown, VCYT dropped -81.19% vs SOFI's -83.32%.

VCYT currently has the higher Sharpe Ratio (1.41 vs 0.40), 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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