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FRHC vs. FTLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FRHC vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freedom Holding Corp. (FRHC) and FitLife Brands Inc. Common Stock (FTLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRHC achieves a 13.58% return, which is significantly higher than FTLF's -32.33% return.


FRHC

1D
-1.56%
1M
-2.60%
YTD
13.58%
6M
1.05%
1Y
-9.27%
3Y*
18.18%
5Y*
18.64%
10Y*

FTLF

1D
-4.92%
1M
15.53%
YTD
-32.33%
6M
-38.73%
1Y
-22.90%
3Y*
11.70%
5Y*
18.62%
10Y*
50.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRHC vs. FTLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRHC
Freedom Holding Corp.
13.58%-6.89%62.15%38.44%-16.02%35.12%252.89%76.03%29.87%236.51%
FTLF
FitLife Brands Inc. Common Stock
-32.33%-0.18%70.68%19.75%-0.31%196.30%53.19%3,182.89%78.96%-25.00%

Correlation

The correlation between FRHC and FTLF is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2017

0.04

Fundamentals

EPS

FRHC:

$0.04

FTLF:

$0.68

PE Ratio

FRHC:

3.17K

FTLF:

16.26

PEG Ratio

FRHC:

278.17

FTLF:

1.79

PS Ratio

FRHC:

3.99

FTLF:

1.56

Total Revenue (TTM)

FRHC:

$2.12B

FTLF:

$70.56M

Gross Profit (TTM)

FRHC:

$1.05B

FTLF:

$28.73M

EBITDA (TTM)

FRHC:

$542.59M

FTLF:

$11.02M

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Return for Risk

FRHC vs. FTLF — Risk / Return Rank

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

FRHC
FRHC Risk / Return Rank: 3333
Overall Rank
FRHC Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FRHC Sortino Ratio Rank: 3030
Sortino Ratio Rank
FRHC Omega Ratio Rank: 3030
Omega Ratio Rank
FRHC Calmar Ratio Rank: 3636
Calmar Ratio Rank
FRHC Martin Ratio Rank: 3636
Martin Ratio Rank

FTLF
FTLF Risk / Return Rank: 2626
Overall Rank
FTLF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 2424
Sortino Ratio Rank
FTLF Omega Ratio Rank: 2424
Omega Ratio Rank
FTLF Calmar Ratio Rank: 2929
Calmar Ratio Rank
FTLF Martin Ratio Rank: 2727
Martin Ratio Rank
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.

FRHC vs. FTLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) and FitLife Brands Inc. Common Stock (FTLF). 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.


FRHCFTLFDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

0.99

0.96

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.40

+0.18

Martin ratioReturn relative to average drawdown

-0.40

-0.81

+0.41

FRHC vs. FTLF - Sharpe Ratio Comparison

The current FRHC Sharpe Ratio is -0.24, which is higher than the FTLF Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of FRHC and FTLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FRHC vs. FTLF - Drawdown Comparison

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for FRHC and FTLF.


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Drawdown Indicators


FRHCFTLFDifference

Max Drawdown

Largest peak-to-trough decline

-45.93%

-99.68%

+53.75%

Max Drawdown (1Y)

Largest decline over 1 year

-41.08%

-57.23%

+16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-41.08%

-57.23%

+16.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.93%

-57.23%

+11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

Current Drawdown

Current decline from peak

-27.32%

-46.97%

+19.65%

Average Drawdown

Average peak-to-trough decline

-11.70%

-70.89%

+59.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.29%

28.39%

-5.10%

Volatility

FRHC vs. FTLF - Volatility Comparison

The current volatility for Freedom Holding Corp. (FRHC) is 13.08%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 19.36%. This indicates that FRHC experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRHCFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.08%

19.36%

-6.28%

Volatility (6M)

Calculated over the trailing 6-month period

28.16%

37.63%

-9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

38.90%

52.03%

-13.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.95%

45.37%

-7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.72%

305.80%

-258.08%

Dividends

FRHC vs. FTLF - Dividend Comparison

Neither FRHC nor FTLF has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FRHC vs. FTLF - Financials Comparison

This section allows you to compare key financial metrics between Freedom Holding Corp. and FitLife Brands Inc. Common Stock. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
615.57M
23.49M
(FRHC) Total Revenue
(FTLF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FRHC and FTLF have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTLF has higher volatility (19.36%) compared to FRHC (13.08%). In terms of maximum drawdown, FRHC dropped -45.93% vs FTLF's -99.68%.

FRHC currently has the higher Sharpe Ratio (-0.24 vs -0.44), 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.

Portfolio Optimizer

Find the right allocation for FRHC and FTLF

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