FUTU vs. MSFT
Compare and contrast key facts about Futu Holdings Limited (FUTU) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTU or MSFT.
Performance
FUTU vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, FUTU achieves a 55.02% return, which is significantly higher than MSFT's 10.62% return.
FUTU
55.02%
-8.31%
14.76%
42.62%
51.51%
N/A
MSFT
10.62%
-3.23%
-2.94%
10.09%
23.67%
26.08%
Fundamentals
| FUTU | MSFT | |
|---|---|---|
| Market Cap | $12.27B | $3.09T |
| EPS | $4.08 | $12.12 |
| PE Ratio | 21.81 | 34.28 |
| PEG Ratio | 0.00 | 2.20 |
| Total Revenue (TTM) | $10.88B | $254.19B |
| Gross Profit (TTM) | $9.59B | $176.28B |
| EBITDA (TTM) | $4.38B | $139.14B |
Key characteristics
| FUTU | MSFT | |
|---|---|---|
| Sharpe Ratio | 0.66 | 0.59 |
| Sortino Ratio | 1.33 | 0.88 |
| Omega Ratio | 1.17 | 1.12 |
| Calmar Ratio | 0.53 | 0.74 |
| Martin Ratio | 2.27 | 1.76 |
| Ulcer Index | 17.78% | 6.55% |
| Daily Std Dev | 60.87% | 19.50% |
| Max Drawdown | -87.23% | -69.39% |
| Current Drawdown | -55.66% | -11.36% |
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Correlation
The correlation between FUTU and MSFT is 0.25, 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.
Risk-Adjusted Performance
FUTU vs. MSFT - Risk-Adjusted Performance 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.
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 0.75%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 -69.39%. Use the drawdown chart below to compare losses from any high point for FUTU and MSFT. For additional features, visit the drawdowns tool.
Volatility
FUTU vs. MSFT - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 25.78% compared to Microsoft Corporation (MSFT) at 8.00%. 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.
Financials
FUTU vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Futu Holdings Limited and Microsoft Corporation. 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