XYZ vs. ROKU
XYZ (Block, Inc.) and ROKU (Roku, Inc.) are both stocks. XYZ operates in Software - Infrastructure (Technology), while ROKU operates in Entertainment (Communication Services). Over the past 5 years, XYZ returned -19.96%/yr vs -19.48%/yr for ROKU. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
XYZ vs. ROKU - Performance Comparison
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Returns By Period
In the year-to-date period, XYZ achieves a 24.81% return, which is significantly lower than ROKU's 33.66% return.
XYZ
- 1D
- -1.63%
- 1M
- 5.33%
- 6M
- 34.44%
- YTD
- 24.81%
- 1Y
- 5.15%
- 3Y*
- 1.04%
- 5Y*
- -19.96%
- 10Y*
- 23.24%
- ALL TIME*
- 20.35%
ROKU
- 1D
- -0.06%
- 1M
- 3.20%
- 6M
- 52.32%
- YTD
- 33.66%
- 1Y
- 54.00%
- 3Y*
- 14.15%
- 5Y*
- -19.48%
- 10Y*
- —
- ALL TIME*
- 28.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ROKU Roku, Inc. | $351.29M | $393.75M | $580.85M |
XYZ Block, Inc. | $344.21M | $369.79M | $430.71M |
XYZ vs. ROKU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYZ Block, Inc. | 24.81% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 247.89% | 11.54% | 61.78% | 23.51% |
ROKU Roku, Inc. | 33.66% | 45.94% | -18.90% | 125.21% | -82.16% | -31.27% | 147.96% | 337.01% | -40.83% | 228.14% |
Correlation
The correlation between XYZ and ROKU is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2017 | 0.53 |
The correlation between XYZ and ROKU has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
Fundamentals
XYZ:
$48.35B
ROKU:
$21.51B
XYZ:
$1.31
ROKU:
$1.33
XYZ:
61.92
ROKU:
108.85
XYZ:
2.04
ROKU:
4.42
XYZ:
2.24
ROKU:
8.20
XYZ:
$24.48B
ROKU:
$4.97B
XYZ:
$11.01B
ROKU:
$2.19B
XYZ:
$2.42B
ROKU:
$280.30M
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Return for Risk
XYZ vs. ROKU — Risk / Return Rank
XYZ
ROKU
XYZ vs. ROKU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Block, Inc. (XYZ) and Roku, Inc. (ROKU). 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.
| XYZ | ROKU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.24 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.96 | -1.83 |
| Martin ratioReturn relative to average drawdown | 0.30 | 5.65 | -5.35 |
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Drawdowns
XYZ vs. ROKU - Drawdown Comparison
The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for XYZ and ROKU.
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Drawdown Indicators
| XYZ | ROKU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.08% | -91.91% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -39.48% | -27.69% | -11.79% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -51.65% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -86.08% | -90.79% | +4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -86.08% | — | — |
Current DrawdownCurrent decline from peak | -71.17% | -69.76% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -41.44% | -53.10% | +11.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.17% | 9.83% | +7.34% |
Volatility
XYZ vs. ROKU - Volatility Comparison
Block, Inc. (XYZ) has a higher volatility of 9.11% compared to Roku, Inc. (ROKU) at 3.43%. This indicates that XYZ's price experiences larger fluctuations and is considered to be riskier than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYZ | ROKU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 3.43% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 36.31% | 34.40% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.50% | 46.83% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.03% | 66.52% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.73% | 74.91% | -18.18% |
Dividends
XYZ vs. ROKU - Dividend Comparison
Neither XYZ nor ROKU has paid dividends to shareholders.
Financials
XYZ vs. ROKU - Financials Comparison
This section allows you to compare key financial metrics between Block, Inc. and Roku, 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
XYZ vs. ROKU - Profitability Comparison
XYZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Block, Inc. reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.
ROKU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Roku, Inc. reported a gross profit of 564.94M and revenue of 1.25B. Therefore, the gross margin over that period was 45.2%.
XYZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Block, Inc. reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.
ROKU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Roku, Inc. reported an operating income of 51.77M and revenue of 1.25B, resulting in an operating margin of 4.2%.
XYZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Block, Inc. reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.
ROKU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Roku, Inc. reported a net income of 85.70M and revenue of 1.25B, resulting in a net margin of 6.9%.
Frequently Asked Questions
XYZ and ROKU have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYZ has higher volatility (9.11%) compared to ROKU (3.43%). In terms of maximum drawdown, XYZ dropped -86.08% vs ROKU's -91.91%.
ROKU currently has the higher Sharpe Ratio (1.16 vs 0.11), 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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