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FUTU vs. XOM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FUTU and XOM is 0.17, 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.


-0.50.00.51.00.2

Performance

FUTU vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Futu Holdings Limited (FUTU) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
24.09%
-5.27%
FUTU
XOM

Key characteristics

Sharpe Ratio

FUTU:

0.97

XOM:

0.42

Sortino Ratio

FUTU:

1.70

XOM:

0.72

Omega Ratio

FUTU:

1.22

XOM:

1.08

Calmar Ratio

FUTU:

0.82

XOM:

0.43

Martin Ratio

FUTU:

3.27

XOM:

1.65

Ulcer Index

FUTU:

19.13%

XOM:

4.90%

Daily Std Dev

FUTU:

64.30%

XOM:

19.26%

Max Drawdown

FUTU:

-87.23%

XOM:

-62.40%

Current Drawdown

FUTU:

-54.87%

XOM:

-14.51%

Fundamentals

Market Cap

FUTU:

$11.89B

XOM:

$474.71B

EPS

FUTU:

$4.08

XOM:

$8.03

PE Ratio

FUTU:

21.12

XOM:

13.45

PEG Ratio

FUTU:

0.00

XOM:

5.51

Total Revenue (TTM)

FUTU:

$10.88B

XOM:

$342.95B

Gross Profit (TTM)

FUTU:

$9.59B

XOM:

$85.46B

EBITDA (TTM)

FUTU:

$4.38B

XOM:

$75.25B

Returns By Period

In the year-to-date period, FUTU achieves a 57.77% return, which is significantly higher than XOM's 9.95% return.


FUTU

YTD

57.77%

1M

2.34%

6M

24.09%

1Y

67.36%

5Y*

54.07%

10Y*

N/A

XOM

YTD

9.95%

1M

-12.72%

6M

-5.27%

1Y

7.87%

5Y*

14.15%

10Y*

5.85%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FUTU vs. XOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) and Exxon Mobil Corporation (XOM). 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.


Sharpe ratio
The chart of Sharpe ratio for FUTU, currently valued at 0.97, compared to the broader market-4.00-2.000.002.000.970.42
The chart of Sortino ratio for FUTU, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.700.72
The chart of Omega ratio for FUTU, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.08
The chart of Calmar ratio for FUTU, currently valued at 0.82, compared to the broader market0.002.004.006.000.820.43
The chart of Martin ratio for FUTU, currently valued at 3.27, compared to the broader market-5.000.005.0010.0015.0020.0025.003.271.65
FUTU
XOM

The current FUTU Sharpe Ratio is 0.97, which is higher than the XOM Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FUTU and XOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.97
0.42
FUTU
XOM

Dividends

FUTU vs. XOM - Dividend Comparison

FUTU has not paid dividends to shareholders, while XOM's dividend yield for the trailing twelve months is around 3.61%.


TTM20232022202120202019201820172016201520142013
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%
XOM
Exxon Mobil Corporation
3.61%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

Drawdowns

FUTU vs. XOM - Drawdown Comparison

The maximum FUTU drawdown since its inception was -87.23%, which is greater than XOM's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FUTU and XOM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-54.87%
-14.51%
FUTU
XOM

Volatility

FUTU vs. XOM - Volatility Comparison

Futu Holdings Limited (FUTU) has a higher volatility of 23.56% compared to Exxon Mobil Corporation (XOM) at 4.08%. This indicates that FUTU's price experiences larger fluctuations and is considered to be riskier than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.56%
4.08%
FUTU
XOM

Financials

FUTU vs. XOM - Financials Comparison

This section allows you to compare key financial metrics between Futu Holdings Limited and Exxon Mobil 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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