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 1.52%/yr vs -4.34%/yr for SOFI. At a 0.20 correlation, their price movements are largely independent.
Performance
XYF vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, XYF achieves a -8.56% return, which is significantly higher than SOFI's -36.29% return.
XYF
- 1D
- -1.63%
- 1M
- -3.40%
- YTD
- -8.56%
- 6M
- -28.49%
- 1Y
- -71.72%
- 3Y*
- 15.77%
- 5Y*
- 1.52%
- 10Y*
- —
SOFI
- 1D
- -5.98%
- 1M
- 2.96%
- YTD
- -36.29%
- 6M
- -42.62%
- 1Y
- 22.11%
- 3Y*
- 33.38%
- 5Y*
- -4.34%
- 10Y*
- —
XYF vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XYF X Financial | -8.56% | -30.39% | 146.56% | 26.06% | 0.33% | 50.50% | -20.00% |
SOFI SoFi Technologies, Inc. | -36.29% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 18.70% |
Correlation
The correlation between XYF and SOFI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020 | 0.20 |
Fundamentals
XYF:
$31.73M
SOFI:
$22.99B
XYF:
$151.75
SOFI:
$0.44
XYF:
0.03
SOFI:
37.58
XYF:
0.01
SOFI:
4.58
XYF:
0.00
SOFI:
2.13
XYF:
$6.34B
SOFI:
$4.73B
XYF:
$3.69B
SOFI:
$3.39B
XYF:
$2.04B
SOFI:
$1.40B
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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.
| XYF | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.11 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 0.42 | -1.29 |
| Martin ratioReturn relative to average drawdown | -1.28 | 0.80 | -2.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYF | SOFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 0.40 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | -0.07 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.12 | -0.35 |
Drawdowns
XYF vs. SOFI - Drawdown Comparison
The maximum XYF drawdown since its inception was -95.75%, 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 | -95.75% | -83.32% | -12.43% |
Max Drawdown (1Y)Largest decline over 1 year | -82.64% | -52.96% | -29.68% |
Max Drawdown (3Y)Largest decline over 3 years | -82.64% | -52.96% | -29.68% |
Max Drawdown (5Y)Largest decline over 5 years | -90.16% | -82.00% | -8.16% |
Current DrawdownCurrent decline from peak | -83.07% | -48.21% | -34.86% |
Average DrawdownAverage peak-to-trough decline | -80.02% | -51.23% | -28.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.95% | 27.71% | +28.24% |
Volatility
XYF vs. SOFI - Volatility Comparison
X Financial (XYF) has a higher volatility of 18.59% compared to SoFi Technologies, Inc. (SOFI) at 15.51%. This indicates that XYF'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
| XYF | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.59% | 15.51% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 48.84% | 37.95% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.57% | 56.07% | +7.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.47% | 66.96% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.34% | 71.97% | +19.37% |
Dividends
XYF vs. SOFI - Dividend Comparison
XYF's dividend yield for the trailing twelve months is around 16.77%, 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 | 16.77% | 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
XYF vs. SOFI - Profitability Comparison
XYF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, X Financial reported a gross profit of 686.60M and revenue of 1.17B. Therefore, the gross margin over that period was 58.7%.
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%.
XYF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, X Financial reported an operating income of 139.81M and revenue of 1.17B, resulting in an operating margin of 12.0%.
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%.
XYF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, X Financial reported a net income of 37.72M and revenue of 1.17B, resulting in a net margin of 3.2%.
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
XYF and SOFI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYF has higher volatility (18.59%) compared to SOFI (15.51%). In terms of maximum drawdown, XYF dropped -95.75% vs SOFI's -83.32%.
SOFI currently has the higher Sharpe Ratio (0.40 vs -1.13), 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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