FUTU vs. QQQ
Compare and contrast key facts about Futu Holdings Limited (FUTU) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FUTU or QQQ.
Performance
FUTU vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, FUTU achieves a 62.90% return, which is significantly higher than QQQ's 23.40% return.
FUTU
62.90%
-3.62%
16.19%
47.41%
53.07%
N/A
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| FUTU | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.70 | 1.71 |
| Sortino Ratio | 1.37 | 2.29 |
| Omega Ratio | 1.17 | 1.31 |
| Calmar Ratio | 0.55 | 2.19 |
| Martin Ratio | 2.35 | 7.95 |
| Ulcer Index | 17.97% | 3.73% |
| Daily Std Dev | 60.78% | 17.38% |
| Max Drawdown | -87.23% | -82.98% |
| Current Drawdown | -53.41% | -2.13% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between FUTU and QQQ is 0.37, 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. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Invesco QQQ (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.
Dividends
FUTU vs. QQQ - Dividend Comparison
FUTU has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| 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% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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 -82.98%. Use the drawdown chart below to compare losses from any high point for FUTU and QQQ. For additional features, visit the drawdowns tool.
Volatility
FUTU vs. QQQ - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 25.61% compared to Invesco QQQ (QQQ) at 5.66%. 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.