XYZ vs. SOFI

Last updated Apr 1, 2026

Compare and contrast key facts about Block, Inc (XYZ) and SoFi Technologies, Inc. (SOFI).

Performance

XYZ vs. SOFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc (XYZ) and SoFi Technologies, Inc. (SOFI). The values are adjusted to include any dividend payments, if applicable.

XYZ vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XYZ Block, Inc	-7.54%	-23.41%	9.88%	23.09%	-61.09%	-25.79%	3.17%
SOFI SoFi Technologies, Inc.	-39.34%	70.00%	54.77%	115.84%	-70.84%	27.09%	18.70%

Fundamentals

Market Cap XYZ : $37.48B SOFI : $21.38B
EPS XYZ : -$0.00 SOFI : $0.38
PS Ratio XYZ : 1.55 SOFI : 4.64
PB Ratio XYZ : 1.69 SOFI : 2.04
Total Revenue (TTM) XYZ : $24.19B SOFI : $4.36B
Gross Profit (TTM) XYZ : -$39.00K SOFI : $2.56B
EBITDA (TTM) XYZ : $1.59B SOFI : $818.24M

Returns By Period

In the year-to-date period, XYZ achieves a -7.54% return, which is significantly higher than SOFI's -39.34% return.

XYZ

• 1D: 5.52%
• 1M: -5.53%
• YTD: -7.54%
• 6M: -16.73%
• 1Y: 10.77%
• 3Y*: -4.29%
• 5Y*: -23.49%
• 10Y*: 15.52%

SOFI

• 1D: 4.82%
• 1M: -10.59%
• YTD: -39.34%
• 6M: -39.89%
• 1Y: 36.54%
• 3Y*: 37.79%
• 5Y*: -1.66%
• 10Y*: —

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

Return for Risk

XYZ vs. SOFI — Risk / Return Rank

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

XYZ

XYZ Risk / Return Rank: 48
XYZ Sharpe Ratio Rank: 49
XYZ Sortino Ratio Rank: 47
XYZ Omega Ratio Rank: 48
XYZ Calmar Ratio Rank: 48
XYZ Martin Ratio Rank: 49

SOFI

SOFI Risk / Return Rank: 60
SOFI Sharpe Ratio Rank: 64
SOFI Sortino Ratio Rank: 62
SOFI Omega Ratio Rank: 59
SOFI Calmar Ratio Rank: 57
SOFI Martin Ratio Rank: 60

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.

XYZ vs. SOFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) 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.

	XYZ	SOFI	Difference
Sharpe ratio Return per unit of total volatility	0.20	0.61	-0.41
Sortino ratio Return per unit of downside risk	0.65	1.20	-0.55
Omega ratio Gain probability vs. loss probability	1.09	1.15	-0.06
Calmar ratio Return relative to maximum drawdown	0.22	0.64	-0.42
Martin ratio Return relative to average drawdown	0.54	1.74	-1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XYZ vs. SOFI - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.20, which is lower than the SOFI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XYZ and SOFI, 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

	XYZ	SOFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	0.61	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	-0.02	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.11	+0.17

Correlation

The correlation between XYZ and SOFI is 0.57, 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

XYZ vs. SOFI - Dividend Comparison

Neither XYZ nor SOFI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XYZ vs. SOFI - Drawdown Comparison

The maximum XYZ drawdown since its inception was -86.08%, roughly equal to the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for XYZ and SOFI.

Drawdown Indicators

	XYZ	SOFI	Difference
Max Drawdown Largest peak-to-trough decline	-86.08%	-83.32%	-2.76%
Max Drawdown (1Y) Largest decline over 1 year	-39.48%	-52.96%	+13.48%
Max Drawdown (5Y) Largest decline over 5 years	-86.08%	-82.00%	-4.08%
Max Drawdown (10Y) Largest decline over 10 years	-86.08%	—	—
Current Drawdown Current decline from peak	-78.65%	-50.70%	-27.95%
Average Drawdown Average peak-to-trough decline	-40.39%	-51.35%	+10.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.14%	19.57%	-3.43%

Volatility

XYZ vs. SOFI - Volatility Comparison

Block, Inc (XYZ) has a higher volatility of 14.06% compared to SoFi Technologies, Inc. (SOFI) at 10.57%. This indicates that XYZ'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.

Volatility by Period

	XYZ	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.06%	10.57%	+3.49%
Volatility (6M) Calculated over the trailing 6-month period	37.46%	42.01%	-4.55%
Volatility (1Y) Calculated over the trailing 1-year period	54.23%	59.89%	-5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.19%	67.12%	-6.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.15%	72.33%	-15.18%

Financials