XP vs. STNE

Last updated Apr 1, 2026

Compare and contrast key facts about XP Inc. (XP) and StoneCo Ltd. (STNE).

Performance

XP vs. STNE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XP Inc. (XP) and StoneCo Ltd. (STNE). The values are adjusted to include any dividend payments, if applicable.

XP vs. STNE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
XP XP Inc.	16.31%	39.53%	-52.23%	79.63%	-46.62%	-27.55%	2.99%	11.78%
STNE StoneCo Ltd.	-4.53%	85.57%	-55.80%	91.00%	-44.01%	-79.91%	110.38%	3.07%

Fundamentals

Market Cap XP : $9.90B STNE : $3.67B
EPS XP : $9.75 STNE : $8.50
PE Ratio XP : 1.95 STNE : 1.66
PEG Ratio XP : 0.17 STNE : 0.02
PS Ratio XP : 0.56 STNE : 0.35
PB Ratio XP : 0.42 STNE : 0.33
Total Revenue (TTM) XP : $18.03B STNE : $10.82B
Gross Profit (TTM) XP : $7.23B STNE : $7.41B
EBITDA (TTM) XP : $6.33B STNE : $5.09B

Returns By Period

In the year-to-date period, XP achieves a 16.31% return, which is significantly higher than STNE's -4.53% return.

XP

• 1D: 7.39%
• 1M: -11.57%
• YTD: 16.31%
• 6M: 2.35%
• 1Y: 39.87%
• 3Y*: 21.63%
• 5Y*: -11.65%
• 10Y*: —

STNE

• 1D: 3.90%
• 1M: -15.95%
• YTD: -4.53%
• 6M: -25.33%
• 1Y: 34.73%
• 3Y*: 13.96%
• 5Y*: -26.14%
• 10Y*: —

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

Return for Risk

XP vs. STNE — Risk / Return Rank

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

XP

XP Risk / Return Rank: 67
XP Sharpe Ratio Rank: 72
XP Sortino Ratio Rank: 67
XP Omega Ratio Rank: 65
XP Calmar Ratio Rank: 68
XP Martin Ratio Rank: 64

STNE

STNE Risk / Return Rank: 63
STNE Sharpe Ratio Rank: 66
STNE Sortino Ratio Rank: 61
STNE Omega Ratio Rank: 61
STNE Calmar Ratio Rank: 63
STNE Martin Ratio Rank: 61

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.

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.

	XP	STNE	Difference
Sharpe ratio Return per unit of total volatility	0.88	0.68	+0.20
Sortino ratio Return per unit of downside risk	1.42	1.18	+0.25
Omega ratio Gain probability vs. loss probability	1.18	1.16	+0.02
Calmar ratio Return relative to maximum drawdown	1.28	0.91	+0.38
Martin ratio Return relative to average drawdown	2.42	1.91	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XP vs. STNE - Sharpe Ratio Comparison

The current XP Sharpe Ratio is 0.88, which is comparable to the STNE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of XP and STNE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XP	STNE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	0.68	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	-0.41	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	-0.13	-0.15	+0.02

Correlation

The correlation between XP and STNE is 0.58, 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.

Dividends

XP vs. STNE - Dividend Comparison

XP's dividend yield for the trailing twelve months is around 0.95%, while STNE has not paid dividends to shareholders.

	TTM	2025	2024	2023
XP XP Inc.	0.95%	1.10%	5.49%	5.02%
STNE StoneCo Ltd.	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	XP	STNE	Difference
Max Drawdown Largest peak-to-trough decline	-79.19%	-92.31%	+13.12%
Max Drawdown (1Y) Largest decline over 1 year	-23.33%	-31.40%	+8.07%
Max Drawdown (5Y) Largest decline over 5 years	-79.19%	-89.72%	+10.53%
Current Drawdown Current decline from peak	-58.25%	-84.99%	+26.74%
Average Drawdown Average peak-to-trough decline	-46.62%	-60.53%	+13.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.40%	14.92%	-2.52%

Volatility

XP vs. STNE - Volatility Comparison

The current volatility for XP Inc. (XP) is 21.75%, while StoneCo Ltd. (STNE) has a volatility of 25.16%. This indicates that XP experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XP	STNE	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.75%	25.16%	-3.41%
Volatility (6M) Calculated over the trailing 6-month period	35.95%	40.93%	-4.98%
Volatility (1Y) Calculated over the trailing 1-year period	46.19%	51.64%	-5.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.66%	64.72%	-15.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.68%	67.88%	-10.20%

Financials