XP vs. STNE
XP (XP Inc.) and STNE (StoneCo Ltd.) are both stocks. XP operates in Capital Markets (Financial Services), while STNE operates in Software - Application (Technology). Over the past 5 years, XP returned -13.94%/yr vs -25.21%/yr for STNE. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
XP vs. STNE - Performance Comparison
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Returns By Period
In the year-to-date period, XP achieves a 5.56% return, which is significantly higher than STNE's -6.90% return.
XP
- 1D
- -0.81%
- 1M
- 5.57%
- 6M
- -11.42%
- YTD
- 5.56%
- 1Y
- 6.73%
- 3Y*
- -10.26%
- 5Y*
- -13.94%
- 10Y*
- —
- ALL TIME*
- -7.60%
STNE
- 1D
- -0.48%
- 1M
- 1.84%
- 6M
- -14.69%
- YTD
- -6.90%
- 1Y
- 9.54%
- 3Y*
- -2.05%
- 5Y*
- -25.21%
- 10Y*
- —
- ALL TIME*
- -10.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
STNE StoneCo Ltd. | $36.28M | $42.08M | $53.48M |
XP XP Inc. | $54.33M | $85.34M | $95.86M |
XP vs. STNE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XP XP Inc. | 5.56% | 39.53% | -52.23% | 79.63% | -46.62% | -27.55% | 2.99% | 17.62% |
STNE StoneCo Ltd. | -6.90% | 85.57% | -55.80% | 91.00% | -44.01% | -79.91% | 110.38% | 5.22% |
Correlation
The correlation between XP and STNE is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2019 | 0.58 |
The correlation between XP and STNE has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
Fundamentals
XP:
$8.92B
STNE:
$2.77B
XP:
R$9.81
STNE:
R$13.08
XP:
8.80
STNE:
4.40
XP:
0.77
STNE:
0.06
XP:
2.44
STNE:
1.31
XP:
1.86
STNE:
1.21
XP:
R$18.65B
STNE:
R$11.69B
XP:
R$12.49B
STNE:
R$8.11B
XP:
R$6.31B
STNE:
R$3.75B
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Return for Risk
XP vs. STNE — Risk / Return Rank
XP
STNE
XP vs. STNE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XP Inc. (XP) and StoneCo Ltd. (STNE). 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.
| XP | STNE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 0.19 | +0.05 |
| Martin ratioReturn relative to average drawdown | 0.49 | 0.35 | +0.14 |
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Drawdowns
XP vs. STNE - Drawdown Comparison
The maximum XP drawdown since its inception was -79.19%, smaller than the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for XP and STNE.
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Drawdown Indicators
| XP | STNE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.19% | -92.31% | +13.12% |
Max Drawdown (1Y)Largest decline over 1 year | -34.06% | -40.22% | +6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -56.64% | -57.64% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -79.19% | -87.55% | +8.36% |
Current DrawdownCurrent decline from peak | -62.11% | -85.37% | +23.26% |
Average DrawdownAverage peak-to-trough decline | -47.34% | -61.64% | +14.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.78% | 22.45% | -5.67% |
Volatility
XP vs. STNE - Volatility Comparison
XP Inc. (XP) has a higher volatility of 12.16% compared to StoneCo Ltd. (STNE) at 9.50%. This indicates that XP's price experiences larger fluctuations and is considered to be riskier than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XP | STNE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.16% | 9.50% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 36.12% | 37.40% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.66% | 48.85% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.78% | 64.84% | -15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.03% | 66.93% | -9.90% |
Dividends
XP vs. STNE - Dividend Comparison
XP's dividend yield for the trailing twelve months is around 2.23%, less than STNE's 22.24% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
STNE StoneCo Ltd. | 22.24% | 0.00% | 0.00% | 0.00% |
XP XP Inc. | 2.23% | 1.10% | 5.49% | 5.02% |
Financials
XP vs. STNE - Financials Comparison
This section allows you to compare key financial metrics between XP Inc. and StoneCo Ltd.. 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
Frequently Asked Questions
XP and STNE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XP has higher volatility (12.16%) compared to STNE (9.50%). In terms of maximum drawdown, XP dropped -79.19% vs STNE's -92.31%.
XP currently has the higher Sharpe Ratio (0.18 vs 0.16), 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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