QFIN vs. FUTU
QFIN (360 DigiTech, Inc.) and FUTU (Futu Holdings Limited) are both stocks. Both are in the Financial Services sector — QFIN in Credit Services, FUTU in Capital Markets. Over the past 5 years, QFIN returned -13.41%/yr vs -9.54%/yr for FUTU. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
QFIN vs. FUTU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QFIN achieves a -16.80% return, which is significantly higher than FUTU's -39.43% return.
QFIN
- 1D
- -0.07%
- 1M
- 29.87%
- YTD
- -16.80%
- 6M
- -18.74%
- 1Y
- -61.86%
- 3Y*
- 6.00%
- 5Y*
- -13.41%
- 10Y*
- —
FUTU
- 1D
- -2.07%
- 1M
- 9.07%
- YTD
- -39.43%
- 6M
- -39.76%
- 1Y
- -11.78%
- 3Y*
- 37.71%
- 5Y*
- -9.54%
- 10Y*
- —
QFIN vs. FUTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QFIN 360 DigiTech, Inc. | -16.80% | -47.46% | 162.76% | -16.28% | -6.54% | 97.15% | 20.68% | -38.01% |
FUTU Futu Holdings Limited | -39.43% | 105.29% | 49.87% | 34.39% | -6.12% | -5.36% | 343.31% | -30.08% |
Correlation
The correlation between QFIN and FUTU is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.52 |
The correlation between QFIN and FUTU shifts across timeframes, from 0.41 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
QFIN:
$932.26M
FUTU:
$13.87B
QFIN:
CN¥51.00
FUTU:
HK$71.05
QFIN:
2.01
FUTU:
10.80
QFIN:
0.06
FUTU:
0.22
QFIN:
0.58
FUTU:
4.52
QFIN:
0.26
FUTU:
2.64
QFIN:
CN¥17.46B
FUTU:
HK$24.01B
QFIN:
CN¥12.90B
FUTU:
HK$21.07B
QFIN:
CN¥6.93B
FUTU:
HK$14.81B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QFIN vs. FUTU — Risk / Return Rank
QFIN
FUTU
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.
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.
| QFIN | FUTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.02 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.22 | -0.64 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.54 | -0.61 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| QFIN | FUTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -87.23% | +10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -72.31% | -54.18% | -18.13% |
Max Drawdown (3Y)Largest decline over 3 years | -73.15% | -54.18% | -18.97% |
Max Drawdown (5Y)Largest decline over 5 years | -75.92% | -86.42% | +10.50% |
Current DrawdownCurrent decline from peak | -65.13% | -50.03% | -15.10% |
Average DrawdownAverage peak-to-trough decline | -45.61% | -47.54% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.92% | 21.99% | +31.93% |
Volatility
QFIN vs. FUTU - Volatility Comparison
The current volatility for 360 DigiTech, Inc. (QFIN) is 28.48%, while Futu Holdings Limited (FUTU) has a volatility of 39.42%. 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.
Loading charts...
Volatility by Period
| QFIN | FUTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.48% | 39.42% | -10.94% |
Volatility (6M)Calculated over the trailing 6-month period | 38.69% | 51.03% | -12.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.15% | 62.08% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.23% | 72.58% | -6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.94% | 75.07% | -3.13% |
Dividends
QFIN vs. FUTU - Dividend Comparison
QFIN's dividend yield for the trailing twelve months is around 10.18%, more than FUTU's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FUTU Futu Holdings Limited | 2.66% | 0.00% | 2.50% | 0.00% | 0.00% | 0.00% |
QFIN 360 DigiTech, Inc. | 10.18% | 7.58% | 4.56% | 7.27% | 4.03% | 1.22% |
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.
Total Revenue: Total amount of money received from sales and other business activities
QFIN vs. FUTU - Profitability Comparison
QFIN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a gross profit of 2.95B and revenue of 3.89B. Therefore, the gross margin over that period was 75.8%.
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%.
QFIN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported an operating income of 928.25M and revenue of 3.89B, resulting in an operating margin of 23.9%.
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%.
QFIN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, 360 DigiTech, Inc. reported a net income of 877.98M and revenue of 3.89B, resulting in a net margin of 22.6%.
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%.
Frequently Asked Questions
QFIN and FUTU have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUTU has higher volatility (39.42%) compared to QFIN (28.48%). In terms of maximum drawdown, QFIN dropped -76.74% vs FUTU's -87.23%.
FUTU currently has the higher Sharpe Ratio (-0.19 vs -1.12), 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.
Find the right allocation for QFIN and FUTU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer