API vs. JFU

Last updated Apr 1, 2026

Compare and contrast key facts about Agora, Inc. (API) and 9F Inc. (JFU).

Performance

API vs. JFU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agora, Inc. (API) and 9F Inc. (JFU). The values are adjusted to include any dividend payments, if applicable.

API vs. JFU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
API Agora, Inc.	-13.02%	-2.16%	58.17%	-32.74%	-75.88%	-59.02%	-21.66%
JFU 9F Inc.	-38.97%	323.18%	-55.98%	-2.00%	-84.09%	5.77%	-72.99%

Fundamentals

Total Revenue (TTM) API : $141.27M JFU : $309.97M
Gross Profit (TTM) API : $93.80M JFU : $202.13M
EBITDA (TTM) API : $10.35M JFU : -$28.96M

Returns By Period

In the year-to-date period, API achieves a -13.02% return, which is significantly higher than JFU's -38.97% return.

API

• 1D: 2.31%
• 1M: -24.20%
• YTD: -13.02%
• 6M: -7.33%
• 1Y: -11.94%
• 3Y*: -0.74%
• 5Y*: -41.95%
• 10Y*: —

JFU

• 1D: 22.64%
• 1M: -10.55%
• YTD: -38.97%
• 6M: 48.04%
• 1Y: 188.89%
• 3Y*: 35.43%
• 5Y*: -36.03%
• 10Y*: —

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

Return for Risk

API vs. JFU — Risk / Return Rank

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

API

API Risk / Return Rank: 26
API Sharpe Ratio Rank: 31
API Sortino Ratio Rank: 30
API Omega Ratio Rank: 31
API Calmar Ratio Rank: 25
API Martin Ratio Rank: 14

JFU

JFU Risk / Return Rank: 85
JFU Sharpe Ratio Rank: 85
JFU Sortino Ratio Rank: 88
JFU Omega Ratio Rank: 85
JFU Calmar Ratio Rank: 84
JFU Martin Ratio Rank: 84

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.

API vs. JFU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Agora, Inc. (API) and 9F Inc. (JFU). 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.

	API	JFU	Difference
Sharpe ratio Return per unit of total volatility	-0.23	1.52	-1.75
Sortino ratio Return per unit of downside risk	0.02	2.68	-2.66
Omega ratio Gain probability vs. loss probability	1.00	1.34	-0.33
Calmar ratio Return relative to maximum drawdown	-0.52	2.82	-3.34
Martin ratio Return relative to average drawdown	-1.37	7.39	-8.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

API vs. JFU - Sharpe Ratio Comparison

The current API Sharpe Ratio is -0.23, which is lower than the JFU Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of API and JFU, 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

	API	JFU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	1.52	-1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	-0.32	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	-0.40	-0.39	-0.01

Correlation

The correlation between API and JFU is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

API vs. JFU - Dividend Comparison

Neither API nor JFU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

API vs. JFU - Drawdown Comparison

The maximum API drawdown since its inception was -98.28%, roughly equal to the maximum JFU drawdown of -99.62%. Use the drawdown chart below to compare losses from any high point for API and JFU.

Drawdown Indicators

	API	JFU	Difference
Max Drawdown Largest peak-to-trough decline	-98.28%	-99.62%	+1.34%
Max Drawdown (1Y) Largest decline over 1 year	-35.40%	-62.54%	+27.14%
Max Drawdown (5Y) Largest decline over 5 years	-96.94%	-98.22%	+1.28%
Current Drawdown Current decline from peak	-96.66%	-98.54%	+1.88%
Average Drawdown Average peak-to-trough decline	-83.22%	-86.69%	+3.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.48%	23.89%	-10.41%

Volatility

API vs. JFU - Volatility Comparison

The current volatility for Agora, Inc. (API) is 11.99%, while 9F Inc. (JFU) has a volatility of 38.63%. This indicates that API experiences smaller price fluctuations and is considered to be less risky than JFU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	API	JFU	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.99%	38.63%	-26.64%
Volatility (6M) Calculated over the trailing 6-month period	32.96%	101.55%	-68.59%
Volatility (1Y) Calculated over the trailing 1-year period	52.61%	125.06%	-72.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.08%	114.38%	-22.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.32%	115.52%	-22.20%

Financials