XYZ vs. STNE
XYZ (Block, Inc) and STNE (StoneCo Ltd.) are both stocks. Both are in the Technology sector — XYZ in Software - Infrastructure, STNE in Software - Application. Over the past 5 years, XYZ returned -20.53%/yr vs -26.45%/yr for STNE. At a 0.49 correlation, their price movements are largely independent.
Performance
XYZ vs. STNE - Performance Comparison
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Returns By Period
In the year-to-date period, XYZ achieves a 6.81% return, which is significantly higher than STNE's -7.84% return.
XYZ
- 1D
- 0.62%
- 1M
- -1.19%
- YTD
- 6.81%
- 6M
- 7.37%
- 1Y
- 12.91%
- 3Y*
- 1.99%
- 5Y*
- -20.53%
- 10Y*
- 22.83%
STNE
- 1D
- 0.09%
- 1M
- 17.17%
- YTD
- -7.84%
- 6M
- -12.12%
- 1Y
- -0.94%
- 3Y*
- 0.22%
- 5Y*
- -26.45%
- 10Y*
- —
XYZ vs. STNE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYZ Block, Inc | 6.81% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 247.89% | 11.54% | -19.11% |
STNE StoneCo Ltd. | -7.84% | 85.57% | -55.80% | 91.00% | -44.01% | -79.91% | 110.38% | 116.32% | -42.37% |
Correlation
The correlation between XYZ and STNE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.49 |
The correlation between XYZ and STNE shifts across timeframes, from 0.39 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
XYZ:
$41.54B
STNE:
$2.85B
XYZ:
$1.31
STNE:
R$12.96
XYZ:
53.09
STNE:
4.43
XYZ:
0.01
STNE:
0.06
XYZ:
1.75
STNE:
1.32
XYZ:
1.91
STNE:
1.20
XYZ:
$24.48B
STNE:
R$11.69B
XYZ:
$11.01B
STNE:
R$8.11B
XYZ:
$2.42B
STNE:
R$3.75B
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Return for Risk
XYZ vs. STNE — Risk / Return Rank
XYZ
STNE
XYZ vs. STNE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) and StoneCo Ltd. (STNE). 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 | STNE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.04 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | -0.06 | +0.28 |
| Martin ratioReturn relative to average drawdown | 0.52 | -0.11 | +0.63 |
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Drawdowns
XYZ vs. STNE - Drawdown Comparison
The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for XYZ and STNE.
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Drawdown Indicators
| XYZ | STNE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.08% | -92.31% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -39.48% | -40.22% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -57.64% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -86.08% | -89.72% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -86.08% | — | — |
Current DrawdownCurrent decline from peak | -75.33% | -85.51% | +10.18% |
Average DrawdownAverage peak-to-trough decline | -41.05% | -61.22% | +20.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.15% | 20.10% | -2.95% |
Volatility
XYZ vs. STNE - Volatility Comparison
The current volatility for Block, Inc (XYZ) is 12.79%, while StoneCo Ltd. (STNE) has a volatility of 14.09%. This indicates that XYZ experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYZ | STNE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.79% | 14.09% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 35.49% | 39.14% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.91% | 51.30% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.99% | 64.94% | -4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.70% | 67.40% | -10.70% |
Dividends
XYZ vs. STNE - Dividend Comparison
XYZ has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 22.47%.
| Position | TTM |
|---|---|
STNE StoneCo Ltd. | 22.47% |
XYZ Block, Inc | 0.00% |
Financials
XYZ vs. STNE - Financials Comparison
This section allows you to compare key financial metrics between Block, Inc and StoneCo Ltd.. 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
XYZ and STNE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STNE has higher volatility (14.09%) compared to XYZ (12.79%). In terms of maximum drawdown, XYZ dropped -86.08% vs STNE's -92.31%.
XYZ currently has the higher Sharpe Ratio (0.19 vs -0.04), 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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