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

Correlation

The correlation between QFIN and FUTU is 0.53, 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.


-0.50.00.51.00.5

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.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%SeptemberOctoberNovemberDecember2025February
223.35%
629.53%
QFIN
FUTU

Key characteristics

Sharpe Ratio

QFIN:

3.65

FUTU:

1.64

Sortino Ratio

QFIN:

4.21

FUTU:

2.33

Omega Ratio

QFIN:

1.50

FUTU:

1.29

Calmar Ratio

QFIN:

2.72

FUTU:

1.53

Martin Ratio

QFIN:

29.60

FUTU:

5.17

Ulcer Index

QFIN:

5.66%

FUTU:

21.50%

Daily Std Dev

QFIN:

45.94%

FUTU:

67.76%

Max Drawdown

QFIN:

-76.74%

FUTU:

-87.23%

Current Drawdown

QFIN:

-11.50%

FUTU:

-41.48%

Fundamentals

Market Cap

QFIN:

$6.43B

FUTU:

$15.37B

EPS

QFIN:

$4.84

FUTU:

$4.08

PE Ratio

QFIN:

8.55

FUTU:

27.31

Total Revenue (TTM)

QFIN:

$11.11B

FUTU:

$8.78B

Gross Profit (TTM)

QFIN:

$7.51B

FUTU:

$7.49B

EBITDA (TTM)

QFIN:

$4.16B

FUTU:

$4.40B

Returns By Period

In the year-to-date period, QFIN achieves a 4.43% return, which is significantly lower than FUTU's 36.50% return.


QFIN

YTD

4.43%

1M

-5.00%

6M

54.56%

1Y

165.20%

5Y*

41.56%

10Y*

N/A

FUTU

YTD

36.50%

1M

8.98%

6M

75.84%

1Y

101.12%

5Y*

55.96%

10Y*

N/A

*Annualized

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

QFIN vs. FUTU — Risk-Adjusted Performance Rank

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

QFIN
The Risk-Adjusted Performance Rank of QFIN is 9797
Overall Rank
The Sharpe Ratio Rank of QFIN is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of QFIN is 9797
Sortino Ratio Rank
The Omega Ratio Rank of QFIN is 9595
Omega Ratio Rank
The Calmar Ratio Rank of QFIN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of QFIN is 9999
Martin Ratio Rank

FUTU
The Risk-Adjusted Performance Rank of FUTU is 8686
Overall Rank
The Sharpe Ratio Rank of FUTU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FUTU is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FUTU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FUTU is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FUTU is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QFIN vs. FUTU - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for QFIN, currently valued at 3.65, compared to the broader market-3.00-2.00-1.000.001.002.003.003.651.64
The chart of Sortino ratio for QFIN, currently valued at 4.21, compared to the broader market-4.00-2.000.002.004.004.212.33
The chart of Omega ratio for QFIN, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.29
The chart of Calmar ratio for QFIN, currently valued at 2.72, compared to the broader market0.001.002.003.004.005.006.002.721.53
The chart of Martin ratio for QFIN, currently valued at 29.60, compared to the broader market-5.000.005.0010.0015.0020.0025.0029.605.17
QFIN
FUTU

The current QFIN Sharpe Ratio is 3.65, which is higher than the FUTU Sharpe Ratio of 1.64. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
3.65
1.64
QFIN
FUTU

Dividends

QFIN vs. FUTU - Dividend Comparison

QFIN's dividend yield for the trailing twelve months is around 2.94%, more than FUTU's 1.83% yield.


TTM2024202320222021
QFIN
360 DigiTech, Inc.
2.94%3.07%4.17%4.03%1.22%
FUTU
Futu Holdings Limited
1.83%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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.50%
-41.48%
QFIN
FUTU

Volatility

QFIN vs. FUTU - Volatility Comparison

The current volatility for 360 DigiTech, Inc. (QFIN) is 14.97%, while Futu Holdings Limited (FUTU) has a volatility of 22.47%. 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.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
14.97%
22.47%
QFIN
FUTU

Financials

QFIN vs. FUTU - Financials Comparison

This section allows you to compare key financial metrics between 360 DigiTech, Inc. and Futu Holdings Limited. 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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