FUTU vs. MSFT

Last updated Apr 1, 2026

Compare and contrast key facts about Futu Holdings Limited (FUTU) and Microsoft Corporation (MSFT).

Performance

FUTU vs. MSFT - Performance Comparison

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

FUTU vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FUTU Futu Holdings Limited	-16.72%	105.29%	49.87%	34.39%	-6.12%	-5.36%	343.31%	-32.64%
MSFT Microsoft Corporation	-23.28%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	44.20%

Fundamentals

Market Cap FUTU : $19.37B MSFT : $2.76T
EPS FUTU : $80.26 MSFT : $15.98
PE Ratio FUTU : 1.70 MSFT : 23.16
PEG Ratio FUTU : 0.04 MSFT : 1.62
PS Ratio FUTU : 0.85 MSFT : 9.04
PB Ratio FUTU : 0.48 MSFT : 7.06
Total Revenue (TTM) FUTU : $22.85B MSFT : $305.45B
Gross Profit (TTM) FUTU : $19.91B MSFT : $209.50B
EBITDA (TTM) FUTU : $13.96B MSFT : $191.39B

Returns By Period

In the year-to-date period, FUTU achieves a -16.72% return, which is significantly higher than MSFT's -23.28% return.

FUTU

• 1D: 4.10%
• 1M: -8.12%
• YTD: -16.72%
• 6M: -21.36%
• 1Y: 33.62%
• 3Y*: 39.24%
• 5Y*: -1.84%
• 10Y*: —

MSFT

• 1D: 3.12%
• 1M: -5.75%
• YTD: -23.28%
• 6M: -28.23%
• 1Y: -0.64%
• 3Y*: 9.54%
• 5Y*: 9.74%
• 10Y*: 22.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FUTU vs. MSFT — Risk / Return Rank

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

FUTU

FUTU Risk / Return Rank: 62
FUTU Sharpe Ratio Rank: 64
FUTU Sortino Ratio Rank: 61
FUTU Omega Ratio Rank: 59
FUTU Calmar Ratio Rank: 63
FUTU Martin Ratio Rank: 63

MSFT

MSFT Risk / Return Rank: 38
MSFT Sharpe Ratio Rank: 41
MSFT Sortino Ratio Rank: 34
MSFT Omega Ratio Rank: 35
MSFT Calmar Ratio Rank: 41
MSFT Martin Ratio Rank: 40

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. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) 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.

	FUTU	MSFT	Difference
Sharpe ratio Return per unit of total volatility	0.60	-0.02	+0.63
Sortino ratio Return per unit of downside risk	1.18	0.15	+1.02
Omega ratio Gain probability vs. loss probability	1.15	1.02	+0.12
Calmar ratio Return relative to maximum drawdown	0.94	-0.05	+0.99
Martin ratio Return relative to average drawdown	2.16	-0.12	+2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUTU vs. MSFT - Sharpe Ratio Comparison

The current FUTU Sharpe Ratio is 0.60, which is higher than the MSFT Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FUTU 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.

Sharpe Ratios by Period

	FUTU	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	-0.02	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.37	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.74	-0.24

Correlation

The correlation between FUTU and MSFT is 0.26, 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.

Dividends

FUTU vs. MSFT - Dividend Comparison

FUTU has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.94%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FUTU Futu Holdings Limited	0.00%	0.00%	2.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Drawdowns

FUTU vs. MSFT - Drawdown Comparison

The maximum FUTU drawdown since its inception was -87.23%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for FUTU and MSFT.

Drawdown Indicators

	FUTU	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-87.23%	-69.38%	-17.85%
Max Drawdown (1Y) Largest decline over 1 year	-34.00%	-33.91%	-0.09%
Max Drawdown (5Y) Largest decline over 5 years	-86.42%	-37.15%	-49.27%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-31.29%	-31.43%	+0.14%
Average Drawdown Average peak-to-trough decline	-48.02%	-21.77%	-26.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.80%	12.46%	+2.34%

Volatility

FUTU vs. MSFT - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 14.77% compared to Microsoft Corporation (MSFT) at 6.48%. This indicates that FUTU'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.

Volatility by Period

	FUTU	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.77%	6.48%	+8.29%
Volatility (6M) Calculated over the trailing 6-month period	35.73%	19.15%	+16.58%
Volatility (1Y) Calculated over the trailing 1-year period	56.08%	26.46%	+29.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.06%	26.19%	+46.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.54%	26.89%	+47.65%

Financials

FUTU vs. MSFT - Profitability Comparison

The chart below illustrates the profitability comparison between Futu Holdings Limited and Microsoft Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FUTU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Futu Holdings Limited reported a gross profit of 5.71B and revenue of 6.44B. Therefore, the gross margin over that period was 88.7%.

MSFT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a gross profit of 55.30B and revenue of 81.27B. Therefore, the gross margin over that period was 68.0%.

FUTU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Futu Holdings Limited reported an operating income of 4.15B and revenue of 6.44B, resulting in an operating margin of 64.4%.

MSFT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported an operating income of 38.28B and revenue of 81.27B, resulting in an operating margin of 47.1%.

FUTU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Futu Holdings Limited reported a net income of 3.39B and revenue of 6.44B, resulting in a net margin of 52.7%.

MSFT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Microsoft Corporation reported a net income of 38.46B and revenue of 81.27B, resulting in a net margin of 47.3%.