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QFIN vs. SEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QFIN and SEIX is 0.06, 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.


-0.50.00.51.00.1

Performance

QFIN vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 360 DigiTech, Inc. (QFIN) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
106.01%
4.39%
QFIN
SEIX

Key characteristics

Sharpe Ratio

QFIN:

4.29

SEIX:

3.76

Sortino Ratio

QFIN:

4.79

SEIX:

5.23

Omega Ratio

QFIN:

1.57

SEIX:

2.26

Calmar Ratio

QFIN:

2.97

SEIX:

6.53

Martin Ratio

QFIN:

35.68

SEIX:

23.01

Ulcer Index

QFIN:

5.43%

SEIX:

0.35%

Daily Std Dev

QFIN:

45.13%

SEIX:

2.15%

Max Drawdown

QFIN:

-76.74%

SEIX:

-17.50%

Current Drawdown

QFIN:

-1.40%

SEIX:

0.00%

Returns By Period

In the year-to-date period, QFIN achieves a 6.72% return, which is significantly higher than SEIX's 0.50% return.


QFIN

YTD

6.72%

1M

8.59%

6M

106.02%

1Y

207.80%

5Y*

39.52%

10Y*

N/A

SEIX

YTD

0.50%

1M

0.58%

6M

4.39%

1Y

7.93%

5Y*

5.51%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

QFIN vs. SEIX — 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 9898
Overall Rank
The Sharpe Ratio Rank of QFIN is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of QFIN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of QFIN is 9696
Omega Ratio Rank
The Calmar Ratio Rank of QFIN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of QFIN is 9999
Martin Ratio Rank

SEIX
The Risk-Adjusted Performance Rank of SEIX is 9898
Overall Rank
The Sharpe Ratio Rank of SEIX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SEIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SEIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SEIX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SEIX is 9696
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. SEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 360 DigiTech, Inc. (QFIN) and Virtus Seix Senior Loan ETF (SEIX). 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 4.29, compared to the broader market-2.000.002.004.293.76
The chart of Sortino ratio for QFIN, currently valued at 4.79, compared to the broader market-4.00-2.000.002.004.004.795.23
The chart of Omega ratio for QFIN, currently valued at 1.57, compared to the broader market0.501.001.502.001.572.26
The chart of Calmar ratio for QFIN, currently valued at 2.97, compared to the broader market0.002.004.006.002.976.53
The chart of Martin ratio for QFIN, currently valued at 35.68, compared to the broader market0.0010.0020.0035.6823.01
QFIN
SEIX

The current QFIN Sharpe Ratio is 4.29, which is comparable to the SEIX Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of QFIN and SEIX, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.29
3.76
QFIN
SEIX

Dividends

QFIN vs. SEIX - Dividend Comparison

QFIN's dividend yield for the trailing twelve months is around 2.88%, less than SEIX's 7.98% yield.


TTM202420232022202120202019
QFIN
360 DigiTech, Inc.
2.88%3.07%4.17%4.03%1.22%0.00%0.00%
SEIX
Virtus Seix Senior Loan ETF
7.98%8.09%8.75%5.75%4.16%3.76%3.82%

Drawdowns

QFIN vs. SEIX - Drawdown Comparison

The maximum QFIN drawdown since its inception was -76.74%, which is greater than SEIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for QFIN and SEIX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.40%
0
QFIN
SEIX

Volatility

QFIN vs. SEIX - Volatility Comparison

360 DigiTech, Inc. (QFIN) has a higher volatility of 11.46% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.28%. This indicates that QFIN's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.46%
0.28%
QFIN
SEIX
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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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