XYZ vs. SOFI

Last updated Aug 1, 2026

XYZ (Block, Inc.) and SOFI (SoFi Technologies, Inc.) are both stocks. XYZ operates in Software - Infrastructure (Technology), while SOFI operates in Credit Services (Financial Services). Over the past 5 years, XYZ returned -19.96%/yr vs 1.10%/yr for SOFI. Their 0.57 correlation means they have sometimes moved together and sometimes differently.

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.

Returns By Period

In the year-to-date period, XYZ achieves a 24.81% return, which is significantly higher than SOFI's -37.70% return.

XYZ

• 1D: -1.63%
• 1M: 3.06%
• 6M: 34.44%
• YTD: 24.81%
• 1Y: 9.74%
• 3Y*: 1.04%
• 5Y*: -19.96%
• 10Y*: 23.24%
• ALL TIME*: 20.35%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SOFI SoFi Technologies, Inc.	$1.50B	$1.50B	$1.35B
XYZ Block, Inc.	$344.21M	$369.79M	$430.71M

XYZ vs. SOFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XYZ Block, Inc.	24.81%	-23.41%	9.88%	23.09%	-61.09%	-25.79%	2.41%
SOFI SoFi Technologies, Inc.	-37.70%	70.00%	54.77%	115.84%	-70.84%	27.09%	13.09%

Correlation

The correlation between XYZ and SOFI is 0.56, 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.	0.56
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (5Y) Shows whether the relationship held over a longer period.	0.60
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.57

The correlation between XYZ and SOFI has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

Fundamentals

Market Cap XYZ : $48.35B SOFI : $20.92B
EPS XYZ : $1.31 SOFI : $0.54
PE Ratio XYZ : 61.92 SOFI : 29.98
PS Ratio XYZ : 2.04 SOFI : 4.52
PB Ratio XYZ : 2.24 SOFI : 2.01
Total Revenue (TTM) XYZ : $24.48B SOFI : $4.85B
Gross Profit (TTM) XYZ : $11.01B SOFI : $3.97B
EBITDA (TTM) XYZ : $2.42B SOFI : $756.79M

Return for Risk

XYZ vs. SOFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XYZ

XYZ Risk / Return Rank: 47
XYZ Sharpe Ratio Rank: 49
XYZ Sortino Ratio Rank: 46
XYZ Omega Ratio Rank: 45
XYZ Calmar Ratio Rank: 48
XYZ Martin Ratio Rank: 49

SOFI

SOFI Risk / Return Rank: 25
SOFI Sharpe Ratio Rank: 22
SOFI Sortino Ratio Rank: 24
SOFI Omega Ratio Rank: 25
SOFI Calmar Ratio Rank: 25
SOFI Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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	SOFI	Difference
Sharpe ratio: Return per unit of total volatility	0.11	-0.49	+0.60
Sortino ratio: Return per unit of downside risk	0.49	-0.39	+0.88
Omega ratio: Gain probability vs. loss probability	1.06	0.95	+0.11
Calmar ratio: Return relative to maximum drawdown	0.13	-0.53	+0.66
Martin ratio: Return relative to average drawdown	0.30	-0.84	+1.14

XYZ vs. SOFI - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.11, which is higher than the SOFI Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of XYZ and SOFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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 (3Y) Largest decline over 3 years	-52.96%	-52.96%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-86.08%	-81.54%	-4.54%
Max Drawdown (10Y) Largest decline over 10 years	-86.08%	—	—
Current Drawdown Current decline from peak	-71.17%	-49.36%	-21.81%
Average Drawdown Average peak-to-trough decline	-41.44%	-51.07%	+9.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.17%	33.29%	-16.12%

Volatility

XYZ vs. SOFI - Volatility Comparison

The current volatility for Block, Inc. (XYZ) is 9.11%, while SoFi Technologies, Inc. (SOFI) has a volatility of 16.98%. This indicates that XYZ 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.

Volatility by Period

	XYZ	SOFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.11%	16.98%	-7.87%
Volatility (6M) Calculated over the trailing 6-month period	36.31%	39.65%	-3.34%
Volatility (1Y) Calculated over the trailing 1-year period	46.50%	56.66%	-10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.03%	66.48%	-6.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.73%	71.52%	-14.79%

Dividends

XYZ vs. SOFI - Dividend Comparison

Neither XYZ nor SOFI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both XYZ and SOFI in my portfolio?

XYZ and SOFI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XYZ or SOFI?

SOFI has higher volatility (16.98%) compared to XYZ (9.11%). In terms of maximum drawdown, XYZ dropped -86.08% vs SOFI's -83.32%.

Which has better risk-adjusted returns?

XYZ currently has the higher Sharpe Ratio (0.11 vs -0.49), 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.