FUTU vs. PDDDX
FUTU (Futu Holdings Limited) is a stock, while PDDDX (Prudential Day One 2020 Fund) is Target Retirement Date fund managed by PGIM. Over the past 5 years, FUTU returned -5.13%/yr vs 10.47%/yr for PDDDX. At a 0.34 correlation, their price movements are largely independent.
Performance
FUTU vs. PDDDX - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -40.38% return, which is significantly lower than PDDDX's 5.38% return.
FUTU
- 1D
- 0.02%
- 1M
- -1.22%
- 6M
- -47.96%
- YTD
- -40.38%
- 1Y
- -34.73%
- 3Y*
- 28.73%
- 5Y*
- -5.13%
- 10Y*
- —
PDDDX
- 1D
- 0.09%
- 1M
- 0.27%
- 6M
- 4.08%
- YTD
- 5.38%
- 1Y
- 10.48%
- 3Y*
- 12.15%
- 5Y*
- 10.47%
- 10Y*
- —
FUTU vs. PDDDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -40.38% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
PDDDX Prudential Day One 2020 Fund | 5.38% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 9.35% |
Correlation
The correlation between FUTU and PDDDX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
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 | 0.34 |
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Return for Risk
FUTU vs. PDDDX — Risk / Return Rank
FUTU
PDDDX
FUTU vs. PDDDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Prudential Day One 2020 Fund (PDDDX). 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 | PDDDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.37 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.62 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.40 | 11.75 | -13.15 |
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Drawdowns
FUTU vs. PDDDX - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for FUTU and PDDDX.
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Drawdown Indicators
| FUTU | PDDDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -18.88% | -68.35% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -3.90% | -50.28% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -6.09% | -48.09% |
Max Drawdown (5Y)Largest decline over 5 years | -83.23% | -16.64% | -66.59% |
Current DrawdownCurrent decline from peak | -50.82% | -0.36% | -50.46% |
Average DrawdownAverage peak-to-trough decline | -47.56% | -2.98% | -44.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.82% | 0.87% | +23.95% |
Volatility
FUTU vs. PDDDX - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 13.33% compared to Prudential Day One 2020 Fund (PDDDX) at 1.81%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTU | PDDDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.33% | 1.81% | +11.52% |
Volatility (6M)Calculated over the trailing 6-month period | 51.31% | 4.28% | +47.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.46% | 5.22% | +56.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.40% | 13.76% | +58.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.91% | 11.33% | +63.58% |
Dividends
FUTU vs. PDDDX - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.70%, less than PDDDX's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.70% | 0.00% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDDDX Prudential Day One 2020 Fund | 3.84% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% |
Frequently Asked Questions
FUTU and PDDDX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (13.33%) compared to PDDDX (1.81%). In terms of maximum drawdown, FUTU dropped -87.23% vs PDDDX's -18.88%.
PDDDX currently has the higher Sharpe Ratio (1.96 vs -0.57), 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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