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FTFT vs. MSFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FTFTMSFT
YTD Return-82.51%13.75%
1Y Return-59.83%18.01%
3Y Return (Ann)-68.61%9.02%
5Y Return (Ann)-37.15%25.07%
10Y Return (Ann)-38.29%26.17%
Sharpe Ratio-0.590.96
Sortino Ratio-0.631.33
Omega Ratio0.931.18
Calmar Ratio-0.581.22
Martin Ratio-0.923.03
Ulcer Index62.98%6.23%
Daily Std Dev97.55%19.69%
Max Drawdown-99.90%-69.41%
Current Drawdown-99.89%-8.85%

Fundamentals


FTFTMSFT
Market Cap$6.43M$3.12T
EPS-$2.36$12.35
PEG Ratio0.002.22
Total Revenue (TTM)$13.23M$254.19B
Gross Profit (TTM)$4.41M$176.28B
EBITDA (TTM)-$4.08M$139.70B

Correlation

-0.50.00.51.00.1

The correlation between FTFT and MSFT is 0.11, 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.

Performance

FTFT vs. MSFT - Performance Comparison

In the year-to-date period, FTFT achieves a -82.51% return, which is significantly lower than MSFT's 13.75% return. Over the past 10 years, FTFT has underperformed MSFT with an annualized return of -38.29%, while MSFT has yielded a comparatively higher 26.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-59.46%
2.95%
FTFT
MSFT

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Risk-Adjusted Performance

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.


FTFT
Sharpe ratio
The chart of Sharpe ratio for FTFT, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.59
Sortino ratio
The chart of Sortino ratio for FTFT, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.006.00-0.63
Omega ratio
The chart of Omega ratio for FTFT, currently valued at 0.93, compared to the broader market0.501.001.502.000.93
Calmar ratio
The chart of Calmar ratio for FTFT, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.58
Martin ratio
The chart of Martin ratio for FTFT, currently valued at -0.92, compared to the broader market-10.000.0010.0020.0030.00-0.92
MSFT
Sharpe ratio
The chart of Sharpe ratio for MSFT, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96
Sortino ratio
The chart of Sortino ratio for MSFT, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.006.001.33
Omega ratio
The chart of Omega ratio for MSFT, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for MSFT, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Martin ratio
The chart of Martin ratio for MSFT, currently valued at 3.03, compared to the broader market-10.000.0010.0020.0030.003.03

FTFT vs. MSFT - Sharpe Ratio Comparison

The current FTFT Sharpe Ratio is -0.59, which is lower than the MSFT Sharpe Ratio of 0.96. 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.59
0.96
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 0.71%.


TTM20232022202120202019201820172016201520142013
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
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

FTFT vs. MSFT - Drawdown Comparison

The maximum FTFT drawdown since its inception was -99.90%, which is greater than MSFT's maximum drawdown of -69.41%. 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%JuneJulyAugustSeptemberOctoberNovember
-99.89%
-8.85%
FTFT
MSFT

Volatility

FTFT vs. MSFT - Volatility Comparison

Future FinTech Group Inc. (FTFT) has a higher volatility of 14.29% compared to Microsoft Corporation (MSFT) at 7.58%. 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
14.29%
7.58%
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