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

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
54.51%
14.76%
FRHC
FUTU

Returns By Period

In the year-to-date period, FRHC achieves a 45.53% return, which is significantly lower than FUTU's 55.02% return.


FRHC

YTD

45.53%

1M

9.48%

6M

54.50%

1Y

40.56%

5Y (annualized)

51.81%

10Y (annualized)

N/A

FUTU

YTD

55.02%

1M

-8.31%

6M

14.76%

1Y

42.62%

5Y (annualized)

51.51%

10Y (annualized)

N/A

Fundamentals


FRHCFUTU
Market Cap$7.09B$12.27B
EPS$5.70$4.08
PE Ratio20.5321.81
Total Revenue (TTM)$1.82B$10.88B
Gross Profit (TTM)$1.24B$9.59B
EBITDA (TTM)$649.09M$4.38B

Key characteristics


FRHCFUTU
Sharpe Ratio1.370.66
Sortino Ratio2.081.33
Omega Ratio1.251.17
Calmar Ratio1.120.53
Martin Ratio4.052.27
Ulcer Index9.76%17.78%
Daily Std Dev28.79%60.87%
Max Drawdown-45.93%-87.23%
Current Drawdown-4.41%-55.66%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between FRHC and FUTU is 0.28, 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.

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 1.37, compared to the broader market-4.00-2.000.002.004.001.370.66
The chart of Sortino ratio for FRHC, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.081.33
The chart of Omega ratio for FRHC, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.17
The chart of Calmar ratio for FRHC, currently valued at 1.12, compared to the broader market0.002.004.006.001.120.53
The chart of Martin ratio for FRHC, currently valued at 4.04, compared to the broader market0.0010.0020.0030.004.052.27
FRHC
FUTU

The current FRHC Sharpe Ratio is 1.37, which is higher than the FUTU Sharpe Ratio of 0.66. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.37
0.66
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%JuneJulyAugustSeptemberOctoberNovember
-4.41%
-55.66%
FRHC
FUTU

Volatility

FRHC vs. FUTU - Volatility Comparison

The current volatility for Freedom Holding Corp. (FRHC) is 10.37%, while Futu Holdings Limited (FUTU) has a volatility of 25.78%. 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%JuneJulyAugustSeptemberOctoberNovember
10.37%
25.78%
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