HOOD vs SOFI: returns, Sharpe ratio and drawdown

Over the past year, HOOD returned -21.55% against -39.67% for SOFI. Over five years, HOOD averaged +21.65% a year, compared with -4.01% for SOFI. HOOD had the higher Sharpe ratio over the past year (-0.05 vs -0.71), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -52.96% for SOFI and -55.70% for HOOD.