FUTU vs SPY

Comparison between Futu Holdings Ltd (FUTU, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed FUTU, delivering a return of +13.3% compared to +3.0%

FUTU vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FUTU(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$23B	$652B
Expense Ratio	N/A	0.09%
Max Drawdown	87.23%	56.47%
Sharpe Ratio	0.89	2.07
5Y Beta	1.58	1.00
Industry	Capital Markets	N/A
P/E Ratio	16.06	28.24
Forward P/E	15.46	21.85
PEG Ratio	0.15	N/A
Dividend Yield	1.80%	N/A
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	51.30%	25.79%
Debt to Equity	0.00%	22.35%
Free Cash Flow Yield	22.40%	N/A
P/S Ratio	1.12	3.55
P/B Ratio	4.28	5.29

Market Cap / Net Assets

FUTU

$23B

Winner

SPY

$652B

Expense Ratio

FUTU

N/A

SPY

0.09%

Max Drawdown

FUTU

87.23%

Winner

SPY

56.47%

Sharpe Ratio

FUTU

0.89

Winner

SPY

2.07

5Y Beta

FUTU

1.58

Winner

SPY

1.00

Industry

FUTU

Capital Markets

SPY

N/A

P/E Ratio

Winner

FUTU

16.06

SPY

28.24

Forward P/E

Winner

FUTU

15.46

SPY

21.85

PEG Ratio

FUTU

0.15

SPY

N/A

Dividend Yield

FUTU

1.80%

SPY

N/A

5Y Dividends CAGR

FUTU

N/A

SPY

5.43%

5Y EPS CAGR

Winner

FUTU

51.30%

SPY

25.79%

Debt to Equity

Winner

FUTU

0.00%

SPY

22.35%

Free Cash Flow Yield

FUTU

22.40%

SPY

N/A

P/S Ratio

Winner

FUTU

1.12

SPY

3.55

P/B Ratio

Winner

FUTU

4.28

SPY

5.29

FUTU vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	FUTU	SPY
1 month	-6.54%	+9.11%
3 months	-5.96%	+6.59%
6 months	-20.76%	+10.56%
1 year	+41.86%	+32.04%
5 years(CAGR)	+2.96%	+13.35%
10 years(CAGR)	N/A	+15.49%
Max(CAGR)	+37.53%	+8.50%

FUTU

-6.54%

Winner

SPY

+9.11%

FUTU

-5.96%

Winner

SPY

+6.59%

FUTU

-20.76%

Winner

SPY

+10.56%

Winner

FUTU

+41.86%

SPY

+32.04%

5Y(CAGR)

FUTU

+2.96%

Winner

SPY

+13.35%

10Y(CAGR)

FUTU

N/A

SPY

+15.49%

Max(CAGR)

Winner

FUTU

+37.53%

SPY

+8.50%

FUTU vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FUTU	SPY
2026	-17.70%	+8.27%
2025	+106.66%	+18.00%
2024	+59.08%	+25.59%
2023	+44.37%	+26.72%
2022	-3.35%	-18.64%
2021	-11.52%	+30.52%
2020	+328.37%	+17.28%
2019	-32.64%	+31.09%
2018	N/A	-5.24%
2017	N/A	+20.78%
2016	N/A	+13.59%
2015	N/A	+1.31%
2014	N/A	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

FUTU vs SPY Drawdown Comparison

The maximum drawdown for FUTU was -87.23%, occurring on Mar 14, 2022. Recovery took 1135 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current FUTU drawdown is -26.21%.

Rank	FUTU	SPY
#1	-87.23% Feb 16, 2021 - Aug 22, 2025	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-55.21% Apr 1, 2019 - Jun 2, 2020	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-34.00% Oct 31, 2025 - Mar 30, 2026	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-31.71% Aug 5, 2020 - Nov 13, 2020	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-21.98% Nov 20, 2020 - Jan 4, 2021	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-20.61% Aug 25, 2025 - Oct 29, 2025	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-13.30% Jul 9, 2020 - Jul 29, 2020	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-10.69% Feb 10, 2021 - Feb 16, 2021	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-10.22% Jun 3, 2020 - Jun 15, 2020	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-9.15% Mar 18, 2019 - Apr 1, 2019	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-7.25% Jun 25, 2020 - Jul 2, 2020	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-6.72% Jan 26, 2021 - Feb 1, 2021	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-6.13% Mar 11, 2019 - Mar 14, 2019	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-5.61% Jan 5, 2021 - Jan 8, 2021	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-5.49% Nov 17, 2020 - Nov 19, 2020	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between FUTU and SPY is 0.78 which considered as a strong positive correlation - the stocks tend to move together.

0.78

-101

Dividend Comparison (1999 - 2026)

FUTU vs SPY dividend yield comparison.

Year	FUTU	SPY
2026	1.80%	0.24%
2025	0.00%	1.07%
2024	2.50%	1.21%
2023	0.00%	1.40%
2022	0.00%	1.65%
2021	0.00%	1.20%
2020	0.00%	1.52%
2019	0.00%	1.75%
2018	0.00%	2.04%
2017	0.00%	1.80%
2016	0.00%	2.03%
2015	0.00%	2.06%
2014	0.00%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%