XYF vs. SOFI
XYF (X Financial) and SOFI (SoFi Technologies, Inc.) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 5 years, XYF returned -3.84%/yr vs 1.10%/yr for SOFI. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
XYF vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, XYF achieves a -6.48% return, which is significantly higher than SOFI's -37.70% return.
XYF
- 1D
- -1.59%
- 1M
- 0.00%
- 6M
- 1.69%
- YTD
- -6.48%
- 1Y
- -62.31%
- 3Y*
- 8.30%
- 5Y*
- -3.84%
- 10Y*
- —
- ALL TIME*
- -22.25%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.50B | $1.50B | $1.35B | |
XYF X Financial | $224.36K | $232.29K | $432.19K |
XYF vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XYF X Financial | -6.48% | -30.39% | 146.56% | 26.06% | 0.33% | 50.50% | -27.27% |
SOFI SoFi Technologies, Inc. | -37.70% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 13.09% |
Correlation
The correlation between XYF and SOFI is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020 | 0.21 |
Fundamentals
XYF:
$33.48M
SOFI:
$20.92B
XYF:
CN¥155.19
SOFI:
$0.54
XYF:
0.21
SOFI:
29.98
XYF:
0.04
SOFI:
4.52
XYF:
0.03
SOFI:
2.01
XYF:
CN¥6.34B
SOFI:
$4.85B
XYF:
CN¥3.69B
SOFI:
$3.97B
XYF:
CN¥2.04B
SOFI:
$756.79M
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Return for Risk
XYF vs. SOFI — Risk / Return Rank
XYF
SOFI
XYF vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for X Financial (XYF) 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.
| XYF | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.95 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | -0.53 | -0.28 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.84 | -0.31 |
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Drawdowns
XYF vs. SOFI - Drawdown Comparison
The maximum XYF drawdown since its inception was -96.61%, which is greater than SOFI's maximum drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for XYF and SOFI.
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Drawdown Indicators
| XYF | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.61% | -83.32% | -13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -77.91% | -52.96% | -24.95% |
Max Drawdown (3Y)Largest decline over 3 years | -82.64% | -52.96% | -29.68% |
Max Drawdown (5Y)Largest decline over 5 years | -82.64% | -81.54% | -1.10% |
Current DrawdownCurrent decline from peak | -86.18% | -49.36% | -36.82% |
Average DrawdownAverage peak-to-trough decline | -84.07% | -51.07% | -33.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.86% | 33.29% | +21.57% |
Volatility
XYF vs. SOFI - Volatility Comparison
The current volatility for X Financial (XYF) is 8.66%, while SoFi Technologies, Inc. (SOFI) has a volatility of 16.98%. This indicates that XYF 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
| XYF | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.66% | 16.98% | -8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 45.57% | 39.65% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.37% | 56.66% | +3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.15% | 66.48% | +7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.82% | 71.52% | +19.30% |
Dividends
XYF vs. SOFI - Dividend Comparison
XYF's dividend yield for the trailing twelve months is around 11.34%, while SOFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYF X Financial | 11.34% | 9.46% | 4.08% | 4.64% | 0.00% | 0.00% | 0.00% | 5.92% |
Financials
XYF vs. SOFI - Financials Comparison
This section allows you to compare key financial metrics between X Financial 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XYF and SOFI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (16.98%) compared to XYF (8.66%). In terms of maximum drawdown, XYF dropped -96.61% vs SOFI's -83.32%.
SOFI currently has the higher Sharpe Ratio (-0.49 vs -1.04), 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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