FUTU vs. BABA
FUTU (Futu Holdings Limited) and BABA (Alibaba Group Holding Limited) are both stocks. FUTU operates in Capital Markets (Financial Services), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 5 years, FUTU returned -8.34%/yr vs -9.37%/yr for BABA. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
FUTU vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -40.46% return, which is significantly lower than BABA's -13.21% return.
FUTU
- 1D
- -5.64%
- 1M
- -38.34%
- YTD
- -40.46%
- 6M
- -41.91%
- 1Y
- -6.78%
- 3Y*
- 36.93%
- 5Y*
- -8.34%
- 10Y*
- —
BABA
- 1D
- -2.76%
- 1M
- -4.55%
- YTD
- -13.21%
- 6M
- -19.53%
- 1Y
- 12.52%
- 3Y*
- 16.70%
- 5Y*
- -9.37%
- 10Y*
- 5.74%
FUTU vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -40.46% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -32.64% |
BABA Alibaba Group Holding Limited | -13.21% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 21.18% |
Correlation
The correlation between FUTU and BABA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2019 | 0.55 |
The correlation between FUTU and BABA shifts across timeframes, from 0.47 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
FUTU:
$13.63B
BABA:
$307.20B
FUTU:
$71.05
BABA:
$33.90
FUTU:
1.35
BABA:
3.75
FUTU:
0.03
BABA:
0.17
FUTU:
0.57
BABA:
0.38
FUTU:
0.33
BABA:
0.29
FUTU:
$24.01B
BABA:
$811.51B
FUTU:
$21.07B
BABA:
$332.88B
FUTU:
$14.81B
BABA:
$112.44B
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Return for Risk
FUTU vs. BABA — Risk / Return Rank
FUTU
BABA
FUTU vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Alibaba Group Holding Limited (BABA). 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.
| FUTU | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.09 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.34 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.36 | 0.67 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUTU | BABA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.29 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.18 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.07 | +0.32 |
Drawdowns
FUTU vs. BABA - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for FUTU and BABA.
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Drawdown Indicators
| FUTU | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -80.09% | -7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -36.77% | -17.41% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -36.77% | -17.41% |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | -72.48% | -13.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -50.88% | -57.76% | +6.88% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -37.51% | -10.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.70% | 18.62% | +0.08% |
Volatility
FUTU vs. BABA - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 42.02% compared to Alibaba Group Holding Limited (BABA) at 14.74%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTU | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 42.02% | 14.74% | +27.28% |
Volatility (6M)Calculated over the trailing 6-month period | 50.74% | 28.96% | +21.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.79% | 43.68% | +20.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.86% | 51.36% | +21.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.28% | 43.38% | +31.90% |
Dividends
FUTU vs. BABA - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.70%, more than BABA's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.57% | 1.36% | 1.96% | 1.29% |
FUTU Futu Holdings Limited | 2.70% | 0.00% | 2.50% | 0.00% |
Financials
FUTU vs. BABA - Financials Comparison
This section allows you to compare key financial metrics between Futu Holdings Limited and Alibaba Group Holding 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.
Total Revenue: Total amount of money received from sales and other business activities
FUTU vs. BABA - Profitability Comparison
FUTU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported a gross profit of 5.11B and revenue of 5.86B. Therefore, the gross margin over that period was 87.2%.
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
FUTU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported an operating income of 3.53B and revenue of 5.86B, resulting in an operating margin of 60.3%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
FUTU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported a net income of 850.55M and revenue of 5.86B, resulting in a net margin of 14.5%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
Frequently Asked Questions
FUTU and BABA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (42.02%) compared to BABA (14.74%). In terms of maximum drawdown, FUTU dropped -87.23% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (0.29 vs -0.11), 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.
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