FUTU vs. QQQ
FUTU (Futu Holdings Limited) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, FUTU returned -9.56%/yr vs 15.94%/yr for QQQ. At a 0.39 correlation, their price movements are largely independent.
Performance
FUTU vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -39.18% return, which is significantly lower than QQQ's 15.95% return.
FUTU
- 1D
- 0.41%
- 1M
- 9.51%
- YTD
- -39.18%
- 6M
- -39.35%
- 1Y
- -14.85%
- 3Y*
- 37.89%
- 5Y*
- -9.56%
- 10Y*
- —
QQQ
- 1D
- -0.42%
- 1M
- -0.86%
- YTD
- 15.95%
- 6M
- 14.16%
- 1Y
- 32.28%
- 3Y*
- 25.87%
- 5Y*
- 15.94%
- 10Y*
- 22.01%
FUTU vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.18% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
QQQ Invesco QQQ ETF | 15.95% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 25.04% |
Correlation
The correlation between FUTU and QQQ is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.39 |
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Return for Risk
FUTU vs. QQQ — Risk / Return Rank
FUTU
QQQ
FUTU vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.71 | -2.99 |
| Martin ratioReturn relative to average drawdown | -0.67 | 10.01 | -10.68 |
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Drawdowns
FUTU vs. QQQ - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FUTU and QQQ.
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Drawdown Indicators
| FUTU | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -82.97% | -4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -11.96% | -42.22% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -22.77% | -31.41% |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | -35.12% | -51.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -49.82% | -4.66% | -45.16% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -32.72% | -14.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.22% | 3.23% | +18.99% |
Volatility
FUTU vs. QQQ - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 22.11% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTU | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.11% | 9.17% | +12.94% |
Volatility (6M)Calculated over the trailing 6-month period | 51.03% | 14.54% | +36.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.07% | 17.95% | +44.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.58% | 22.69% | +49.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.05% | 22.41% | +52.64% |
Dividends
FUTU vs. QQQ - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.64%, more than QQQ's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.64% | 0.00% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.43% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
FUTU and QQQ have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (22.11%) compared to QQQ (9.17%). In terms of maximum drawdown, FUTU dropped -87.23% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.81 vs -0.24), 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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