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FUTU vs. FRHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FUTU and FRHC is 0.27, 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.


-0.50.00.51.00.3

Performance

FUTU vs. FRHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Futu Holdings Limited (FUTU) and Freedom Holding Corp. (FRHC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
28.81%
67.58%
FUTU
FRHC

Key characteristics

Sharpe Ratio

FUTU:

1.07

FRHC:

2.21

Sortino Ratio

FUTU:

1.80

FRHC:

2.98

Omega Ratio

FUTU:

1.23

FRHC:

1.37

Calmar Ratio

FUTU:

0.90

FRHC:

1.84

Martin Ratio

FUTU:

3.58

FRHC:

6.67

Ulcer Index

FUTU:

19.24%

FRHC:

9.70%

Daily Std Dev

FUTU:

64.18%

FRHC:

29.33%

Max Drawdown

FUTU:

-87.23%

FRHC:

-45.93%

Current Drawdown

FUTU:

-54.45%

FRHC:

-2.04%

Fundamentals

Market Cap

FUTU:

$11.89B

FRHC:

$8.09B

EPS

FUTU:

$4.08

FRHC:

$5.70

PE Ratio

FUTU:

21.12

FRHC:

23.43

Total Revenue (TTM)

FUTU:

$10.88B

FRHC:

$1.82B

Gross Profit (TTM)

FUTU:

$9.59B

FRHC:

$1.24B

EBITDA (TTM)

FUTU:

$4.38B

FRHC:

$899.68M

Returns By Period

In the year-to-date period, FUTU achieves a 59.25% return, which is significantly lower than FRHC's 62.32% return.


FUTU

YTD

59.25%

1M

3.30%

6M

28.09%

1Y

68.93%

5Y*

54.48%

10Y*

N/A

FRHC

YTD

62.32%

1M

11.37%

6M

64.59%

1Y

64.71%

5Y*

54.81%

10Y*

N/A

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Risk-Adjusted Performance

FUTU vs. FRHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Freedom Holding Corp. (FRHC). 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 FUTU, currently valued at 1.07, compared to the broader market-4.00-2.000.002.001.072.21
The chart of Sortino ratio for FUTU, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.802.98
The chart of Omega ratio for FUTU, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.37
The chart of Calmar ratio for FUTU, currently valued at 0.90, compared to the broader market0.002.004.006.000.901.84
The chart of Martin ratio for FUTU, currently valued at 3.58, compared to the broader market0.0010.0020.003.586.67
FUTU
FRHC

The current FUTU Sharpe Ratio is 1.07, which is lower than the FRHC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FUTU and FRHC, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.07
2.21
FUTU
FRHC

Dividends

FUTU vs. FRHC - Dividend Comparison

Neither FUTU nor FRHC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FUTU vs. FRHC - Drawdown Comparison

The maximum FUTU drawdown since its inception was -87.23%, which is greater than FRHC's maximum drawdown of -45.93%. Use the drawdown chart below to compare losses from any high point for FUTU and FRHC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.45%
-2.04%
FUTU
FRHC

Volatility

FUTU vs. FRHC - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 23.56% compared to Freedom Holding Corp. (FRHC) at 7.51%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than FRHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.56%
7.51%
FUTU
FRHC

Financials

FUTU vs. FRHC - Financials Comparison

This section allows you to compare key financial metrics between Futu Holdings Limited and Freedom Holding Corp.. 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
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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.

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