PortfoliosLab logoPortfoliosLab logo
FSI vs. FUTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSI vs. FUTU - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FSI achieves a -25.06% return, which is significantly higher than FUTU's -34.96% return.


FSI

1D
0.20%
1M
-19.36%
6M
-12.65%
YTD
-25.06%
1Y
-2.89%
3Y*
23.20%
5Y*
5.93%
10Y*
14.32%
ALL TIME*
11.74%

FUTU

1D
1.64%
1M
10.61%
6M
-34.30%
YTD
-34.96%
1Y
-24.61%
3Y*
22.22%
5Y*
1.31%
10Y*
ALL TIME*
31.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$161.94K$131.46K$126.47K
$151.80M$142.99M$375.99M

FSI vs. FUTU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSI
Flexible Solutions International Inc.
-25.06%90.62%98.05%-37.34%-20.31%56.22%-3.11%38.04%
FUTU
Futu Holdings Limited
-34.96%105.29%49.87%34.39%-6.12%-5.36%343.31%-30.08%

Correlation

The correlation between FSI and FUTU is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.11

Fundamentals

Market Cap

FSI:

$64.25M

FUTU:

$14.67B

EPS

FSI:

$0.14

FUTU:

HK$70.95

PE Ratio

FSI:

35.36

FUTU:

11.62

PEG Ratio

FSI:

2.08

FUTU:

0.24

PS Ratio

FSI:

1.77

FUTU:

4.86

Total Revenue (TTM)

FSI:

$38.56M

FUTU:

HK$24.01B

Gross Profit (TTM)

FSI:

$12.53M

FUTU:

HK$21.07B

EBITDA (TTM)

FSI:

$6.56M

FUTU:

HK$14.81B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FSI vs. FUTU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSI
FSI Risk / Return Rank: 4141
Overall Rank
FSI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FSI Sortino Ratio Rank: 4242
Sortino Ratio Rank
FSI Omega Ratio Rank: 4141
Omega Ratio Rank
FSI Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSI Martin Ratio Rank: 4242
Martin Ratio Rank

FUTU
FUTU Risk / Return Rank: 2222
Overall Rank
FUTU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FUTU Sortino Ratio Rank: 2525
Sortino Ratio Rank
FUTU Omega Ratio Rank: 2424
Omega Ratio Rank
FUTU Calmar Ratio Rank: 2424
Calmar Ratio Rank
FUTU Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSI vs. FUTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Flexible Solutions International Inc. (FSI) 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.

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.


FSIFUTUDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.04

0.95

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.56

+0.47

Martin ratioReturn relative to average drawdown

-0.14

-1.12

+0.98

FSI vs. FUTU - Sharpe Ratio Comparison

The current FSI Sharpe Ratio is -0.09, which is higher than the FUTU Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of FSI and FUTU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FSI vs. FUTU - Drawdown Comparison

The maximum FSI drawdown since its inception was -88.76%, roughly equal to the maximum FUTU drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for FSI and FUTU.


Loading charts...

Drawdown Indicators


FSIFUTUDifference

Max Drawdown

Largest peak-to-trough decline

-88.76%

-87.23%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-55.56%

-54.18%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-55.56%

-54.18%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-68.62%

-78.63%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-75.74%

Current Drawdown

Current decline from peak

-55.20%

-46.34%

-8.86%

Average Drawdown

Average peak-to-trough decline

-49.43%

-47.57%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.37%

27.27%

+12.10%

Volatility

FSI vs. FUTU - Volatility Comparison

Flexible Solutions International Inc. (FSI) and Futu Holdings Limited (FUTU) have volatilities of 14.65% and 14.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FSIFUTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.65%

14.49%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

33.85%

51.83%

-17.98%

Volatility (1Y)

Calculated over the trailing 1-year period

61.23%

61.48%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.87%

71.69%

-5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.87%

74.76%

-9.89%

Dividends

FSI vs. FUTU - Dividend Comparison

FSI has not paid dividends to shareholders, while FUTU's dividend yield for the trailing twelve months is around 2.47%.


PositionTTM2025202420232022202120202019
FSI
Flexible Solutions International Inc.
0.00%1.49%2.77%2.62%0.00%0.00%0.00%7.78%
FUTU
Futu Holdings Limited
2.47%0.00%2.50%0.00%0.00%0.00%0.00%0.00%

Financials

FSI vs. FUTU - Financials Comparison

This section allows you to compare key financial metrics between Flexible Solutions International 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

Frequently Asked Questions


FSI and FUTU have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSI has higher volatility (14.65%) compared to FUTU (14.49%). In terms of maximum drawdown, FSI dropped -88.76% vs FUTU's -87.23%.

FSI currently has the higher Sharpe Ratio (-0.09 vs -0.50), 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 FSI and FUTU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer