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FUTU vs. 079550.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FUTU vs. 079550.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Futu Holdings Limited (FUTU) and LIG Nex1 Co Ltd (079550.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FUTU is traded in USD, while 079550.KS is traded in KRW. To make them comparable, the 079550.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUTU achieves a -39.65% return, which is significantly lower than 079550.KS's 74.52% return.


FUTU

1D
2.10%
1M
-31.67%
YTD
-39.65%
6M
-42.20%
1Y
-13.16%
3Y*
34.68%
5Y*
-6.95%
10Y*

079550.KS

1D
1.36%
1M
-13.16%
YTD
74.52%
6M
96.67%
1Y
50.98%
3Y*
101.31%
5Y*
69.42%
10Y*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTU vs. 079550.KS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FUTU
Futu Holdings Limited
-39.65%105.29%49.87%34.39%-6.12%-5.36%343.31%-30.08%
079550.KS
LIG Nex1 Co Ltd
74.52%95.17%49.85%40.41%28.92%108.88%6.04%-18.35%

Correlation

The correlation between FUTU and 079550.KS is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

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

0.10

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Return for Risk

FUTU vs. 079550.KS — Risk / Return Rank

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

FUTU
FUTU Risk / Return Rank: 3434
Overall Rank
FUTU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FUTU Sortino Ratio Rank: 3535
Sortino Ratio Rank
FUTU Omega Ratio Rank: 3535
Omega Ratio Rank
FUTU Calmar Ratio Rank: 3535
Calmar Ratio Rank
FUTU Martin Ratio Rank: 3131
Martin Ratio Rank

079550.KS
079550.KS Risk / Return Rank: 7171
Overall Rank
079550.KS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
079550.KS Sortino Ratio Rank: 7474
Sortino Ratio Rank
079550.KS Omega Ratio Rank: 7272
Omega Ratio Rank
079550.KS Calmar Ratio Rank: 7373
Calmar Ratio Rank
079550.KS Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUTU vs. 079550.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and LIG Nex1 Co Ltd (079550.KS). 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.


FUTU079550.KSDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.24

1.15

-1.40

Martin ratioReturn relative to average drawdown

-0.64

2.19

-2.83

FUTU vs. 079550.KS - Sharpe Ratio Comparison

The current FUTU Sharpe Ratio is -0.21, which is lower than the 079550.KS Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FUTU and 079550.KS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FUTU vs. 079550.KS - Drawdown Comparison

The maximum FUTU drawdown since its inception was -87.23%, roughly equal to the maximum 079550.KS drawdown of -87.21%. Use the drawdown chart below to compare losses from any high point for FUTU and 079550.KS.


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Drawdown Indicators


FUTU079550.KSDifference

Max Drawdown

Largest peak-to-trough decline

-87.23%

-87.21%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-54.18%

-45.97%

-8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-54.18%

-45.97%

-8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-86.42%

-45.97%

-40.45%

Max Drawdown (10Y)

Largest decline over 10 years

-85.80%

Current Drawdown

Current decline from peak

-50.21%

-26.56%

-23.65%

Average Drawdown

Average peak-to-trough decline

-47.53%

-40.55%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.61%

23.82%

-3.21%

Volatility

FUTU vs. 079550.KS - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 39.14% compared to LIG Nex1 Co Ltd (079550.KS) at 18.54%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than 079550.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUTU079550.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.14%

18.54%

+20.60%

Volatility (6M)

Calculated over the trailing 6-month period

51.00%

62.92%

-11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

63.08%

80.99%

-17.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.75%

60.06%

+12.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.16%

52.12%

+23.04%

Dividends

FUTU vs. 079550.KS - Dividend Comparison

FUTU's dividend yield for the trailing twelve months is around 2.67%, more than 079550.KS's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
079550.KS
LIG Nex1 Co Ltd
0.38%0.00%1.09%1.49%1.63%1.75%2.95%1.90%1.35%0.84%1.17%0.91%
FUTU
Futu Holdings Limited
2.67%0.00%2.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FUTU vs. 079550.KS - Financials Comparison

This section allows you to compare key financial metrics between Futu Holdings Limited and LIG Nex1 Co Ltd. 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


Please note, different currencies. FUTU values in HKD, 079550.KS values in KRW

Frequently Asked Questions


FUTU and 079550.KS have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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