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

Correlation

The correlation between FRHC and FUTU is 0.27, 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

FRHC vs. FUTU - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,404.97%
448.56%
FRHC
FUTU

Key characteristics

Sharpe Ratio

FRHC:

2.08

FUTU:

1.01

Sortino Ratio

FRHC:

2.85

FUTU:

1.74

Omega Ratio

FRHC:

1.36

FUTU:

1.22

Calmar Ratio

FRHC:

1.73

FUTU:

0.85

Martin Ratio

FRHC:

6.31

FUTU:

3.41

Ulcer Index

FRHC:

9.69%

FUTU:

19.02%

Daily Std Dev

FRHC:

29.36%

FUTU:

64.31%

Max Drawdown

FRHC:

-45.93%

FUTU:

-87.23%

Current Drawdown

FRHC:

-4.78%

FUTU:

-56.00%

Fundamentals

Market Cap

FRHC:

$8.09B

FUTU:

$11.89B

EPS

FRHC:

$5.70

FUTU:

$4.08

PE Ratio

FRHC:

23.43

FUTU:

21.12

Total Revenue (TTM)

FRHC:

$1.82B

FUTU:

$10.88B

Gross Profit (TTM)

FRHC:

$1.24B

FUTU:

$9.59B

EBITDA (TTM)

FRHC:

$899.68M

FUTU:

$4.38B

Returns By Period

In the year-to-date period, FRHC achieves a 57.78% return, which is significantly higher than FUTU's 53.83% return.


FRHC

YTD

57.78%

1M

3.63%

6M

58.65%

1Y

58.19%

5Y*

54.17%

10Y*

N/A

FUTU

YTD

53.83%

1M

-5.56%

6M

23.70%

1Y

58.54%

5Y*

53.18%

10Y*

N/A

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Risk-Adjusted Performance

FRHC vs. FUTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) 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 FRHC, currently valued at 2.08, compared to the broader market-4.00-2.000.002.002.081.01
The chart of Sortino ratio for FRHC, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.851.74
The chart of Omega ratio for FRHC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.22
The chart of Calmar ratio for FRHC, currently valued at 1.73, compared to the broader market0.002.004.006.001.730.85
The chart of Martin ratio for FRHC, currently valued at 6.31, compared to the broader market-5.000.005.0010.0015.0020.0025.006.313.41
FRHC
FUTU

The current FRHC Sharpe Ratio is 2.08, which is higher than the FUTU Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FRHC 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.08
1.01
FRHC
FUTU

Dividends

FRHC vs. FUTU - Dividend Comparison

Neither FRHC nor FUTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRHC vs. FUTU - Drawdown Comparison

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum FUTU drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for FRHC and FUTU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.78%
-56.00%
FRHC
FUTU

Volatility

FRHC vs. FUTU - Volatility Comparison

The current volatility for Freedom Holding Corp. (FRHC) is 8.87%, while Futu Holdings Limited (FUTU) has a volatility of 23.93%. This indicates that FRHC experiences smaller price fluctuations and is considered to be less risky than FUTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.87%
23.93%
FRHC
FUTU

Financials

FRHC vs. FUTU - Financials Comparison

This section allows you to compare key financial metrics between Freedom Holding Corp. 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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