PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FTFT vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTFT and MSFT is 0.10, 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.


-0.50.00.51.00.1

Performance

FTFT vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future FinTech Group Inc. (FTFT) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-33.33%
-3.22%
FTFT
MSFT

Key characteristics

Sharpe Ratio

FTFT:

-0.73

MSFT:

0.48

Sortino Ratio

FTFT:

-1.24

MSFT:

0.75

Omega Ratio

FTFT:

0.87

MSFT:

1.10

Calmar Ratio

FTFT:

-0.70

MSFT:

0.62

Martin Ratio

FTFT:

-1.19

MSFT:

1.35

Ulcer Index

FTFT:

58.67%

MSFT:

7.09%

Daily Std Dev

FTFT:

95.33%

MSFT:

20.04%

Max Drawdown

FTFT:

-99.91%

MSFT:

-69.39%

Current Drawdown

FTFT:

-99.90%

MSFT:

-8.85%

Fundamentals

Market Cap

FTFT:

$5.86M

MSFT:

$3.17T

EPS

FTFT:

-$2.44

MSFT:

$12.11

PEG Ratio

FTFT:

0.00

MSFT:

2.18

Total Revenue (TTM)

FTFT:

$14.50M

MSFT:

$192.17B

Gross Profit (TTM)

FTFT:

$4.98M

MSFT:

$133.88B

EBITDA (TTM)

FTFT:

-$10.74M

MSFT:

$106.15B

Returns By Period

In the year-to-date period, FTFT achieves a -6.00% return, which is significantly lower than MSFT's 0.73% return. Over the past 10 years, FTFT has underperformed MSFT with an annualized return of -39.60%, while MSFT has yielded a comparatively higher 26.80% annualized return.


FTFT

YTD

-6.00%

1M

0.17%

6M

-35.27%

1Y

-65.60%

5Y*

-41.79%

10Y*

-39.60%

MSFT

YTD

0.73%

1M

-6.57%

6M

-3.22%

1Y

9.83%

5Y*

21.66%

10Y*

26.80%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FTFT vs. MSFT — Risk-Adjusted Performance Rank

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

FTFT
The Risk-Adjusted Performance Rank of FTFT is 1111
Overall Rank
The Sharpe Ratio Rank of FTFT is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FTFT is 88
Sortino Ratio Rank
The Omega Ratio Rank of FTFT is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FTFT is 88
Calmar Ratio Rank
The Martin Ratio Rank of FTFT is 1717
Martin Ratio Rank

MSFT
The Risk-Adjusted Performance Rank of MSFT is 6161
Overall Rank
The Sharpe Ratio Rank of MSFT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of MSFT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of MSFT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of MSFT is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTFT vs. MSFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future FinTech Group Inc. (FTFT) and Microsoft Corporation (MSFT). 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 FTFT, currently valued at -0.73, compared to the broader market-2.000.002.004.00-0.730.48
The chart of Sortino ratio for FTFT, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.00-1.240.75
The chart of Omega ratio for FTFT, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.10
The chart of Calmar ratio for FTFT, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.700.62
The chart of Martin ratio for FTFT, currently valued at -1.19, compared to the broader market-10.000.0010.0020.0030.00-1.191.35
FTFT
MSFT

The current FTFT Sharpe Ratio is -0.73, which is lower than the MSFT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FTFT and MSFT, 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-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.73
0.48
FTFT
MSFT

Dividends

FTFT vs. MSFT - Dividend Comparison

FTFT has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.73%.


TTM20242023202220212020201920182017201620152014
FTFT
Future FinTech Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

Drawdowns

FTFT vs. MSFT - Drawdown Comparison

The maximum FTFT drawdown since its inception was -99.91%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for FTFT and MSFT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.90%
-8.85%
FTFT
MSFT

Volatility

FTFT vs. MSFT - Volatility Comparison

Future FinTech Group Inc. (FTFT) has a higher volatility of 31.37% compared to Microsoft Corporation (MSFT) at 6.03%. This indicates that FTFT's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
31.37%
6.03%
FTFT
MSFT

Financials

FTFT vs. MSFT - Financials Comparison

This section allows you to compare key financial metrics between Future FinTech Group Inc. and Microsoft Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab