FUTU vs. WMT
FUTU (Futu Holdings Limited) and WMT (Walmart Inc.) are both stocks. FUTU operates in Capital Markets (Financial Services), while WMT operates in Discount Stores (Consumer Defensive). Over the past 5 years, FUTU returned -6.95%/yr vs 22.42%/yr for WMT. At a 0.07 correlation, their price movements are largely independent.
Performance
FUTU vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -39.65% return, which is significantly lower than WMT's 9.07% return.
FUTU
- 1D
- 2.10%
- 1M
- -31.67%
- YTD
- -39.65%
- 6M
- -42.20%
- 1Y
- -13.16%
- 3Y*
- 34.68%
- 5Y*
- -6.95%
- 10Y*
- —
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
FUTU vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | -39.65% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 24.42% |
Correlation
The correlation between FUTU and WMT is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.07 |
The correlation between FUTU and WMT shifts across timeframes, from -0.18 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FUTU:
$13.82B
WMT:
$968.20B
FUTU:
HK$71.05
WMT:
$2.88
FUTU:
10.76
WMT:
42.04
FUTU:
0.22
WMT:
2.75
FUTU:
4.50
WMT:
1.34
FUTU:
2.63
WMT:
10.26
FUTU:
HK$24.01B
WMT:
$725.31B
FUTU:
HK$21.07B
WMT:
$181.16B
FUTU:
HK$14.81B
WMT:
$44.32B
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Return for Risk
FUTU vs. WMT — Risk / Return Rank
FUTU
WMT
FUTU vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.83 | -2.07 |
| Martin ratioReturn relative to average drawdown | -0.64 | 5.82 | -6.46 |
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Drawdowns
FUTU vs. WMT - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for FUTU and WMT.
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Drawdown Indicators
| FUTU | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -77.14% | -10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -15.75% | -38.43% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | -21.93% | -32.25% |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | -25.74% | -60.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -50.21% | -9.81% | -40.40% |
Average DrawdownAverage peak-to-trough decline | -47.53% | -14.63% | -32.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.61% | 4.94% | +15.67% |
Volatility
FUTU vs. WMT - Volatility Comparison
Futu Holdings Limited (FUTU) has a higher volatility of 39.14% compared to Walmart Inc. (WMT) at 9.86%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FUTU | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 39.14% | 9.86% | +29.28% |
Volatility (6M)Calculated over the trailing 6-month period | 51.00% | 18.49% | +32.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.08% | 23.67% | +39.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.75% | 21.68% | +51.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.16% | 21.73% | +53.43% |
Dividends
FUTU vs. WMT - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.67%, more than WMT's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.67% | 0.00% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
FUTU vs. WMT - Financials Comparison
This section allows you to compare key financial metrics between Futu Holdings Limited and Walmart Inc.. 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
FUTU vs. WMT - Profitability Comparison
FUTU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported a gross profit of 5.11B and revenue of 5.86B. Therefore, the gross margin over that period was 87.2%.
WMT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a gross profit of 44.69B and revenue of 177.75B. Therefore, the gross margin over that period was 25.1%.
FUTU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported an operating income of 3.53B and revenue of 5.86B, resulting in an operating margin of 60.3%.
WMT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported an operating income of 7.49B and revenue of 177.75B, resulting in an operating margin of 4.2%.
FUTU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Futu Holdings Limited reported a net income of 850.55M and revenue of 5.86B, resulting in a net margin of 14.5%.
WMT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Walmart Inc. reported a net income of 5.65B and revenue of 177.75B, resulting in a net margin of 3.2%.
Frequently Asked Questions
FUTU and WMT have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (39.14%) compared to WMT (9.86%). In terms of maximum drawdown, FUTU dropped -87.23% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.22 vs -0.21), 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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