QFIN vs. FUTU

Last updated Apr 1, 2026

Compare and contrast key facts about 360 DigiTech, Inc. (QFIN) and Futu Holdings Limited (FUTU).

Performance

QFIN vs. FUTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 360 DigiTech, Inc. (QFIN) and Futu Holdings Limited (FUTU). The values are adjusted to include any dividend payments, if applicable.

QFIN vs. FUTU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QFIN 360 DigiTech, Inc.	-33.00%	-47.46%	162.76%	-16.28%	-6.54%	97.15%	20.68%	-32.67%
FUTU Futu Holdings Limited	-16.72%	105.29%	49.87%	34.39%	-6.12%	-5.36%	343.31%	-32.64%

Fundamentals

Market Cap QFIN : $842.61M FUTU : $19.37B
EPS QFIN : $53.57 FUTU : $80.26
PE Ratio QFIN : 0.24 FUTU : 1.70
PEG Ratio QFIN : 0.01 FUTU : 0.04
PS Ratio QFIN : 0.08 FUTU : 0.85
PB Ratio QFIN : 0.03 FUTU : 0.48
Total Revenue (TTM) QFIN : $17.63B FUTU : $22.85B
Gross Profit (TTM) QFIN : $13.12B FUTU : $19.91B
EBITDA (TTM) QFIN : $8.02B FUTU : $13.96B

Returns By Period

In the year-to-date period, QFIN achieves a -33.00% return, which is significantly lower than FUTU's -16.72% return.

QFIN

• 1D: 4.45%
• 1M: -11.33%
• YTD: -33.00%
• 6M: -55.14%
• 1Y: -69.92%
• 3Y*: -6.68%
• 5Y*: -8.07%
• 10Y*: —

FUTU

• 1D: 4.10%
• 1M: -8.12%
• YTD: -16.72%
• 6M: -21.36%
• 1Y: 33.62%
• 3Y*: 39.24%
• 5Y*: -1.84%
• 10Y*: —

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

Return for Risk

QFIN vs. FUTU — Risk / Return Rank

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

QFIN

QFIN Risk / Return Rank: 3
QFIN Sharpe Ratio Rank: 1
QFIN Sortino Ratio Rank: 0
QFIN Omega Ratio Rank: 1
QFIN Calmar Ratio Rank: 4
QFIN Martin Ratio Rank: 8

FUTU

FUTU Risk / Return Rank: 62
FUTU Sharpe Ratio Rank: 64
FUTU Sortino Ratio Rank: 61
FUTU Omega Ratio Rank: 59
FUTU Calmar Ratio Rank: 63
FUTU Martin Ratio Rank: 63

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.

QFIN vs. FUTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) and Futu Holdings Limited (FUTU). 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.

	QFIN	FUTU	Difference
Sharpe ratio Return per unit of total volatility	-1.42	0.60	-2.02
Sortino ratio Return per unit of downside risk	-2.77	1.18	-3.94
Omega ratio Gain probability vs. loss probability	0.67	1.15	-0.48
Calmar ratio Return relative to maximum drawdown	-0.97	0.94	-1.91
Martin ratio Return relative to average drawdown	-1.60	2.16	-3.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QFIN vs. FUTU - Sharpe Ratio Comparison

The current QFIN Sharpe Ratio is -1.42, which is lower than the FUTU Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of QFIN and FUTU, 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

	QFIN	FUTU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.42	0.60	-2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	-0.03	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.50	-0.49

Correlation

The correlation between QFIN and FUTU is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QFIN vs. FUTU - Dividend Comparison

QFIN's dividend yield for the trailing twelve months is around 11.31%, while FUTU has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
QFIN 360 DigiTech, Inc.	11.31%	7.58%	4.56%	7.27%	4.03%	1.22%
FUTU Futu Holdings Limited	0.00%	0.00%	2.50%	0.00%	0.00%	0.00%

Drawdowns

QFIN vs. FUTU - Drawdown Comparison

The maximum QFIN drawdown since its inception was -76.74%, smaller than the maximum FUTU drawdown of -87.23%. Use the drawdown chart below to compare losses from any high point for QFIN and FUTU.

Drawdown Indicators

	QFIN	FUTU	Difference
Max Drawdown Largest peak-to-trough decline	-76.74%	-87.23%	+10.49%
Max Drawdown (1Y) Largest decline over 1 year	-72.43%	-34.00%	-38.43%
Max Drawdown (5Y) Largest decline over 5 years	-76.74%	-86.42%	+9.68%
Current Drawdown Current decline from peak	-71.93%	-31.29%	-40.64%
Average Drawdown Average peak-to-trough decline	-44.88%	-48.02%	+3.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	43.87%	14.80%	+29.07%

Volatility

QFIN vs. FUTU - Volatility Comparison

The current volatility for 360 DigiTech, Inc. (QFIN) is 13.97%, while Futu Holdings Limited (FUTU) has a volatility of 14.77%. This indicates that QFIN experiences smaller price fluctuations and is considered to be less risky than FUTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QFIN	FUTU	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.97%	14.77%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	38.04%	35.73%	+2.31%
Volatility (1Y) Calculated over the trailing 1-year period	49.30%	56.08%	-6.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.94%	73.06%	-6.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.96%	74.54%	-2.58%

Financials

QFIN vs. FUTU - Profitability Comparison

The chart below illustrates the profitability comparison between 360 DigiTech, Inc. and Futu Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

QFIN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, 360 DigiTech, Inc. reported a gross profit of 3.16B and revenue of 4.04B. Therefore, the gross margin over that period was 78.3%.

FUTU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Futu Holdings Limited reported a gross profit of 5.71B and revenue of 6.44B. Therefore, the gross margin over that period was 88.7%.

QFIN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, 360 DigiTech, Inc. reported an operating income of 807.26M and revenue of 4.04B, resulting in an operating margin of 20.0%.

FUTU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Futu Holdings Limited reported an operating income of 4.15B and revenue of 6.44B, resulting in an operating margin of 64.4%.

QFIN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, 360 DigiTech, Inc. reported a net income of 998.68M and revenue of 4.04B, resulting in a net margin of 24.7%.

FUTU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Futu Holdings Limited reported a net income of 3.39B and revenue of 6.44B, resulting in a net margin of 52.7%.