FUTU vs. IBKR
FUTU (Futu Holdings Limited) and IBKR (Interactive Brokers Group, Inc.) are both stocks. Both operate in the Capital Markets industry within the Financial Services sector. Over the past 5 years, FUTU returned -6.95%/yr vs 41.64%/yr for IBKR. At a 0.31 correlation, their price movements are largely independent.
Performance
FUTU vs. IBKR - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -39.65% return, which is significantly lower than IBKR's 41.50% return.
FUTU
- 1D
- 2.10%
- 1M
- -31.67%
- YTD
- -39.65%
- 6M
- -42.20%
- 1Y
- -13.16%
- 3Y*
- 34.68%
- 5Y*
- -6.95%
- 10Y*
- —
IBKR
- 1D
- 2.23%
- 1M
- 6.79%
- YTD
- 41.50%
- 6M
- 41.85%
- 1Y
- 78.02%
- 3Y*
- 67.33%
- 5Y*
- 41.64%
- 10Y*
- 26.54%
FUTU vs. IBKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.65% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
IBKR Interactive Brokers Group, Inc. | 41.50% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 31.71% | -12.50% |
Correlation
The correlation between FUTU and IBKR is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.31 |
The correlation between FUTU and IBKR shifts across timeframes, from 0.30 (3 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FUTU:
$13.82B
IBKR:
$40.72B
FUTU:
HK$71.05
IBKR:
$3.76
FUTU:
10.76
IBKR:
24.18
FUTU:
0.22
IBKR:
0.83
FUTU:
4.50
IBKR:
4.66
FUTU:
2.63
IBKR:
1.92
FUTU:
HK$24.01B
IBKR:
$8.69B
FUTU:
HK$21.07B
IBKR:
$7.75B
FUTU:
HK$14.81B
IBKR:
$7.07B
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Return for Risk
FUTU vs. IBKR — Risk / Return Rank
FUTU
IBKR
FUTU vs. IBKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Interactive Brokers Group, Inc. (IBKR). 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.
| FUTU | IBKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 4.20 | -4.44 |
| Martin ratioReturn relative to average drawdown | -0.64 | 10.65 | -11.29 |
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Drawdowns
FUTU vs. IBKR - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, which is greater than IBKR's maximum drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for FUTU and IBKR.
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Drawdown Indicators
| FUTU | IBKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -63.66% | -23.57% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -18.70% | -35.48% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -38.66% | -15.52% |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | -38.66% | -47.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.09% | — |
Current DrawdownCurrent decline from peak | -50.21% | 0.00% | -50.21% |
Average DrawdownAverage peak-to-trough decline | -47.53% | -24.85% | -22.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.61% | 7.35% | +13.26% |
Volatility
FUTU vs. IBKR - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 39.14% compared to Interactive Brokers Group, Inc. (IBKR) at 11.31%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTU | IBKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 39.14% | 11.31% | +27.83% |
Volatility (6M)Calculated over the trailing 6-month period | 51.00% | 27.82% | +23.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.08% | 37.67% | +25.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.75% | 34.50% | +38.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.16% | 33.37% | +41.79% |
Dividends
FUTU vs. IBKR - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.67%, more than IBKR's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBKR Interactive Brokers Group, Inc. | 0.36% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
Financials
FUTU vs. IBKR - Financials Comparison
This section allows you to compare key financial metrics between Futu Holdings Limited and Interactive Brokers Group, Inc.. 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
Frequently Asked Questions
FUTU and IBKR have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (39.14%) compared to IBKR (11.31%). In terms of maximum drawdown, FUTU dropped -87.23% vs IBKR's -63.66%.
IBKR currently has the higher Sharpe Ratio (2.08 vs -0.21), 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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