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EVGO vs. FUTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EVGO and FUTU is 0.33, 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.


-0.50.00.51.00.3

Performance

EVGO vs. FUTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evgo Inc (EVGO) and Futu Holdings Limited (FUTU). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
84.42%
26.90%
EVGO
FUTU

Key characteristics

Sharpe Ratio

EVGO:

0.23

FUTU:

0.97

Sortino Ratio

EVGO:

1.26

FUTU:

1.70

Omega Ratio

EVGO:

1.14

FUTU:

1.22

Calmar Ratio

EVGO:

0.26

FUTU:

0.82

Martin Ratio

EVGO:

0.78

FUTU:

3.27

Ulcer Index

EVGO:

30.96%

FUTU:

19.13%

Daily Std Dev

EVGO:

104.61%

FUTU:

64.30%

Max Drawdown

EVGO:

-92.25%

FUTU:

-87.23%

Current Drawdown

EVGO:

-80.74%

FUTU:

-54.87%

Fundamentals

Market Cap

EVGO:

$1.42B

FUTU:

$11.89B

EPS

EVGO:

-$0.42

FUTU:

$4.08

Total Revenue (TTM)

EVGO:

$239.31M

FUTU:

$10.88B

Gross Profit (TTM)

EVGO:

$12.60M

FUTU:

$9.59B

EBITDA (TTM)

EVGO:

-$70.76M

FUTU:

$4.38B

Returns By Period

In the year-to-date period, EVGO achieves a 18.72% return, which is significantly lower than FUTU's 57.77% return.


EVGO

YTD

18.72%

1M

-33.18%

6M

83.98%

1Y

20.74%

5Y*

N/A

10Y*

N/A

FUTU

YTD

57.77%

1M

2.34%

6M

24.09%

1Y

67.36%

5Y*

54.07%

10Y*

N/A

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Risk-Adjusted Performance

EVGO vs. FUTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evgo Inc (EVGO) and Futu Holdings Limited (FUTU). 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.


Sharpe ratio
The chart of Sharpe ratio for EVGO, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.230.97
The chart of Sortino ratio for EVGO, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.261.70
The chart of Omega ratio for EVGO, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.22
The chart of Calmar ratio for EVGO, currently valued at 0.26, compared to the broader market0.002.004.006.000.260.82
The chart of Martin ratio for EVGO, currently valued at 0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.000.783.27
EVGO
FUTU

The current EVGO Sharpe Ratio is 0.23, which is lower than the FUTU Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of EVGO and FUTU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.97
EVGO
FUTU

Dividends

EVGO vs. FUTU - Dividend Comparison

Neither EVGO nor FUTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EVGO vs. FUTU - Drawdown Comparison

The maximum EVGO drawdown since its inception was -92.25%, which is greater than FUTU's maximum drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for EVGO and FUTU. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-80.74%
-54.87%
EVGO
FUTU

Volatility

EVGO vs. FUTU - Volatility Comparison

Evgo Inc (EVGO) has a higher volatility of 32.01% compared to Futu Holdings Limited (FUTU) at 23.56%. This indicates that EVGO's price experiences larger fluctuations and is considered to be riskier than FUTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
32.01%
23.56%
EVGO
FUTU

Financials

EVGO vs. FUTU - Financials Comparison

This section allows you to compare key financial metrics between Evgo Inc and Futu Holdings Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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