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VIRT vs. FFC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VIRT vs. FFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtu Financial, Inc. (VIRT) and Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIRT achieves a 54.02% return, which is significantly higher than FFC's -0.76% return. Over the past 10 years, VIRT has outperformed FFC with an annualized return of 15.55%, while FFC has yielded a comparatively lower 4.65% annualized return.


VIRT

1D
2.57%
1M
2.98%
YTD
54.02%
6M
47.09%
1Y
29.03%
3Y*
45.97%
5Y*
14.00%
10Y*
15.55%

FFC

1D
-0.19%
1M
-0.85%
YTD
-0.76%
6M
-0.80%
1Y
8.82%
3Y*
12.74%
5Y*
0.37%
10Y*
4.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIRT vs. FFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIRT
Virtu Financial, Inc.
54.02%-4.24%83.03%4.61%-26.51%18.58%64.42%-34.86%45.96%21.52%
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
-0.76%14.30%20.06%-0.28%-25.21%-0.81%15.93%38.76%-11.89%16.63%

Correlation

The correlation between VIRT and FFC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2015

0.07

Fundamentals

Market Cap

VIRT:

$4.37B

FFC:

$765.06M

EPS

VIRT:

$13.54

FFC:

$4.65

PE Ratio

VIRT:

3.75

FFC:

3.42

PEG Ratio

VIRT:

0.15

FFC:

0.01

PS Ratio

VIRT:

1.12

FFC:

4.35

PB Ratio

VIRT:

1.99

FFC:

0.90

Total Revenue (TTM)

VIRT:

$3.89B

FFC:

$175.72M

Gross Profit (TTM)

VIRT:

$1.64B

FFC:

$167.87M

EBITDA (TTM)

VIRT:

$2.44B

FFC:

$163.11M

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Return for Risk

VIRT vs. FFC — Risk / Return Rank

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

VIRT
VIRT Risk / Return Rank: 6464
Overall Rank
VIRT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VIRT Sortino Ratio Rank: 6565
Sortino Ratio Rank
VIRT Omega Ratio Rank: 6262
Omega Ratio Rank
VIRT Calmar Ratio Rank: 6262
Calmar Ratio Rank
VIRT Martin Ratio Rank: 5959
Martin Ratio Rank

FFC
FFC Risk / Return Rank: 6464
Overall Rank
FFC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FFC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FFC Omega Ratio Rank: 6464
Omega Ratio Rank
FFC Calmar Ratio Rank: 5959
Calmar Ratio Rank
FFC Martin Ratio Rank: 6868
Martin Ratio Rank
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.

VIRT vs. FFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) and Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC). 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.


VIRTFFCDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.05

0.87

+0.17

Martin ratioReturn relative to average drawdown

1.93

3.40

-1.47

VIRT vs. FFC - Sharpe Ratio Comparison

The current VIRT Sharpe Ratio is 0.98, which is comparable to the FFC Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of VIRT and FFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIRTFFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.93

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.02

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.21

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.10

Drawdowns

VIRT vs. FFC - Drawdown Comparison

The maximum VIRT drawdown since its inception was -56.17%, smaller than the maximum FFC drawdown of -77.72%. Use the drawdown chart below to compare losses from any high point for VIRT and FFC.


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Drawdown Indicators


VIRTFFCDifference

Max Drawdown

Largest peak-to-trough decline

-56.17%

-77.72%

+21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-27.83%

-10.12%

-17.71%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-13.13%

-14.70%

Max Drawdown (5Y)

Largest decline over 5 years

-54.52%

-39.57%

-14.95%

Max Drawdown (10Y)

Largest decline over 10 years

-56.17%

-54.06%

-2.11%

Current Drawdown

Current decline from peak

-7.36%

-3.70%

-3.66%

Average Drawdown

Average peak-to-trough decline

-25.73%

-10.65%

-15.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.06%

2.60%

+12.46%

Volatility

VIRT vs. FFC - Volatility Comparison

Virtu Financial, Inc. (VIRT) has a higher volatility of 10.67% compared to Flaherty & Crumrine Preferred Securities Income Fund Inc. (FFC) at 2.67%. This indicates that VIRT's price experiences larger fluctuations and is considered to be riskier than FFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIRTFFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.67%

2.67%

+8.00%

Volatility (6M)

Calculated over the trailing 6-month period

24.21%

7.69%

+16.52%

Volatility (1Y)

Calculated over the trailing 1-year period

29.67%

9.55%

+20.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.36%

15.29%

+17.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.76%

22.75%

+13.01%

Dividends

VIRT vs. FFC - Dividend Comparison

VIRT's dividend yield for the trailing twelve months is around 1.89%, less than FFC's 7.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FFC
Flaherty & Crumrine Preferred Securities Income Fund Inc.
7.63%7.08%6.97%7.54%9.11%7.03%6.18%6.27%8.21%7.29%8.62%8.14%
VIRT
Virtu Financial, Inc.
1.89%2.88%2.69%4.74%4.70%3.33%3.81%6.00%3.73%5.25%6.02%2.12%

Financials

VIRT vs. FFC - Financials Comparison

This section allows you to compare key financial metrics between Virtu Financial, Inc. and Flaherty & Crumrine Preferred Securities Income Fund Inc.. 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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
1.10B
45.39M
(VIRT) Total Revenue
(FFC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VIRT and FFC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIRT has higher volatility (10.67%) compared to FFC (2.67%). In terms of maximum drawdown, VIRT dropped -56.17% vs FFC's -77.72%.

VIRT currently has the higher Sharpe Ratio (0.98 vs 0.93), 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.

Portfolio Optimizer

Find the right allocation for VIRT and FFC

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