VNET vs. SOFI

Last updated Aug 1, 2026

VNET (21Vianet Group, Inc.) and SOFI (SoFi Technologies, Inc.) are both stocks. VNET operates in Information Technology Services (Technology), while SOFI operates in Credit Services (Financial Services). Over the past 5 years, VNET returned -16.18%/yr vs 1.10%/yr for SOFI. Their 0.31 correlation means their historical movements had little consistent relationship.

Performance

VNET vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 21Vianet Group, Inc. (VNET) 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, VNET achieves a -15.25% return, which is significantly higher than SOFI's -37.70% return.

VNET

• 1D: -2.05%
• 1M: -9.47%
• 6M: -31.91%
• YTD: -15.25%
• 1Y: -4.27%
• 3Y*: 36.65%
• 5Y*: -16.18%
• 10Y*: -2.76%
• ALL TIME*: -6.57%

SOFI

• 1D: -0.97%
• 1M: -10.58%
• 6M: -28.50%
• YTD: -37.70%
• 1Y: -23.17%
• 3Y*: 16.37%
• 5Y*: 1.10%
• 10Y*: —
• ALL TIME*: 7.20%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SOFI SoFi Technologies, Inc.	$1.50B	$1.50B	$1.35B
VNET 21Vianet Group, Inc.	$32.26M	$31.46M	$68.61M

VNET vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VNET 21Vianet Group, Inc.	-15.25%	78.48%	65.16%	-49.38%	-37.21%	-73.97%	15.67%
SOFI SoFi Technologies, Inc.	-37.70%	70.00%	54.77%	115.84%	-70.84%	27.09%	13.09%

Correlation

The correlation between VNET and SOFI is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (3Y) Balances recent behavior with more history.	0.20
Correlation (5Y) Shows whether the relationship held over a longer period.	0.30
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.31

The correlation between VNET and SOFI shifts across timeframes, from 0.20 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap VNET : $2.00B SOFI : $20.92B
EPS VNET : -CN¥8.08 SOFI : $0.54
PS Ratio VNET : 1.31 SOFI : 4.52
PB Ratio VNET : 3.14 SOFI : 2.01
Total Revenue (TTM) VNET : CN¥10.34B SOFI : $4.85B
Gross Profit (TTM) VNET : CN¥2.23B SOFI : $3.97B
EBITDA (TTM) VNET : CN¥2.45B SOFI : $756.79M

Return for Risk

VNET vs. SOFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VNET

VNET Risk / Return Rank: 38
VNET Sharpe Ratio Rank: 37
VNET Sortino Ratio Rank: 41
VNET Omega Ratio Rank: 40
VNET Calmar Ratio Rank: 36
VNET Martin Ratio Rank: 35

SOFI

SOFI Risk / Return Rank: 25
SOFI Sharpe Ratio Rank: 22
SOFI Sortino Ratio Rank: 24
SOFI Omega Ratio Rank: 25
SOFI Calmar Ratio Rank: 25
SOFI Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VNET vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 21Vianet Group, Inc. (VNET) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VNET	SOFI	Difference
Sharpe ratio: Return per unit of total volatility	-0.17	-0.49	+0.32
Sortino ratio: Return per unit of downside risk	0.32	-0.39	+0.71
Omega ratio: Gain probability vs. loss probability	1.03	0.95	+0.08
Calmar ratio: Return relative to maximum drawdown	-0.25	-0.53	+0.28
Martin ratio: Return relative to average drawdown	-0.52	-0.84	+0.32

VNET vs. SOFI - Sharpe Ratio Comparison

The current VNET Sharpe Ratio is -0.17, which is higher than the SOFI Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VNET 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.

Drawdowns

VNET vs. SOFI - Drawdown Comparison

The maximum VNET drawdown since its inception was -96.67%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for VNET and SOFI.

Drawdown Indicators

	VNET	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-96.67%	-83.32%	-13.35%
Max Drawdown (1Y) Largest decline over 1 year	-55.17%	-52.96%	-2.21%
Max Drawdown (3Y) Largest decline over 3 years	-67.71%	-52.96%	-14.75%
Max Drawdown (5Y) Largest decline over 5 years	-93.61%	-81.54%	-12.07%
Max Drawdown (10Y) Largest decline over 10 years	-96.67%	—	—
Current Drawdown Current decline from peak	-83.17%	-49.36%	-33.81%
Average Drawdown Average peak-to-trough decline	-61.64%	-51.07%	-10.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.58%	33.29%	-6.71%

Volatility

VNET vs. SOFI - Volatility Comparison

21Vianet Group, Inc. (VNET) has a higher volatility of 25.14% compared to SoFi Technologies, Inc. (SOFI) at 16.98%. This indicates that VNET'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.

Volatility by Period

	VNET	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.14%	16.98%	+8.16%
Volatility (6M) Calculated over the trailing 6-month period	56.99%	39.65%	+17.34%
Volatility (1Y) Calculated over the trailing 1-year period	79.07%	56.66%	+22.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.81%	66.48%	+29.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.75%	71.52%	+10.23%

Dividends

VNET vs. SOFI - Dividend Comparison

Neither VNET nor SOFI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both VNET and SOFI in my portfolio?

VNET and SOFI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VNET or SOFI?

VNET has higher volatility (25.14%) compared to SOFI (16.98%). In terms of maximum drawdown, VNET dropped -96.67% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

VNET currently has the higher Sharpe Ratio (-0.17 vs -0.49), 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.