JFU vs. API

Last updated Apr 1, 2026

Compare and contrast key facts about 9F Inc. (JFU) and Agora, Inc. (API).

Performance

JFU vs. API - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 9F Inc. (JFU) and Agora, Inc. (API). The values are adjusted to include any dividend payments, if applicable.

JFU vs. API - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JFU 9F Inc.	-38.97%	323.18%	-55.98%	-2.00%	-84.09%	5.77%	-72.99%
API Agora, Inc.	-13.02%	-2.16%	58.17%	-32.74%	-75.88%	-59.02%	-21.66%

Fundamentals

Total Revenue (TTM) JFU : $309.97M API : $141.27M
Gross Profit (TTM) JFU : $202.13M API : $93.80M
EBITDA (TTM) JFU : -$28.96M API : $10.35M

Returns By Period

In the year-to-date period, JFU achieves a -38.97% return, which is significantly lower than API's -13.02% return.

JFU

• 1D: 22.64%
• 1M: -10.55%
• YTD: -38.97%
• 6M: 48.04%
• 1Y: 188.89%
• 3Y*: 35.43%
• 5Y*: -36.03%
• 10Y*: —

API

• 1D: 2.31%
• 1M: -24.20%
• YTD: -13.02%
• 6M: -7.33%
• 1Y: -11.94%
• 3Y*: -0.74%
• 5Y*: -41.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

JFU vs. API — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JFU

JFU Risk / Return Rank: 85
JFU Sharpe Ratio Rank: 85
JFU Sortino Ratio Rank: 88
JFU Omega Ratio Rank: 85
JFU Calmar Ratio Rank: 84
JFU Martin Ratio Rank: 84

API

API Risk / Return Rank: 26
API Sharpe Ratio Rank: 31
API Sortino Ratio Rank: 30
API Omega Ratio Rank: 31
API Calmar Ratio Rank: 25
API Martin Ratio Rank: 14

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JFU vs. API - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 9F Inc. (JFU) and Agora, Inc. (API). 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.

	JFU	API	Difference
Sharpe ratio Return per unit of total volatility	1.52	-0.23	+1.75
Sortino ratio Return per unit of downside risk	2.68	0.02	+2.66
Omega ratio Gain probability vs. loss probability	1.34	1.00	+0.33
Calmar ratio Return relative to maximum drawdown	2.82	-0.52	+3.34
Martin ratio Return relative to average drawdown	7.39	-1.37	+8.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JFU vs. API - Sharpe Ratio Comparison

The current JFU Sharpe Ratio is 1.52, which is higher than the API Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of JFU and API, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JFU	API	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	-0.23	+1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	-0.46	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	-0.40	+0.01

Correlation

The correlation between JFU and API is 0.11, 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.

Dividends

JFU vs. API - Dividend Comparison

Neither JFU nor API has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

JFU vs. API - Drawdown Comparison

The maximum JFU drawdown since its inception was -99.62%, roughly equal to the maximum API drawdown of -98.28%. Use the drawdown chart below to compare losses from any high point for JFU and API.

Drawdown Indicators

	JFU	API	Difference
Max Drawdown Largest peak-to-trough decline	-99.62%	-98.28%	-1.34%
Max Drawdown (1Y) Largest decline over 1 year	-62.54%	-35.40%	-27.14%
Max Drawdown (5Y) Largest decline over 5 years	-98.22%	-96.94%	-1.28%
Current Drawdown Current decline from peak	-98.54%	-96.66%	-1.88%
Average Drawdown Average peak-to-trough decline	-86.69%	-83.22%	-3.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.89%	13.48%	+10.41%

Volatility

JFU vs. API - Volatility Comparison

9F Inc. (JFU) has a higher volatility of 38.63% compared to Agora, Inc. (API) at 11.99%. This indicates that JFU's price experiences larger fluctuations and is considered to be riskier than API based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JFU	API	Difference
Volatility (1M) Calculated over the trailing 1-month period	38.63%	11.99%	+26.64%
Volatility (6M) Calculated over the trailing 6-month period	101.55%	32.96%	+68.59%
Volatility (1Y) Calculated over the trailing 1-year period	125.06%	52.61%	+72.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	114.38%	92.08%	+22.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.52%	93.32%	+22.20%

Financials