VOL. XCIV, NO. 247

★ FINANCIAL TOOLS & SERVICES DIRECTORY ★

PRICE: 5 CENTS

Saturday, September 27, 2025

Investors comparing FT Markets (Markets data — Financial Times) and PortfoliosLab will find that Both FT Markets (Markets data — Financial Times) and PortfoliosLab concentrate on Portfolio, Watchlist, and Screeners workflows, making them natural alternatives for similar investment research jobs. FT Markets (Markets data — Financial Times) leans into Alerts, Compounding Calculator, and Insider Data, which can be decisive for teams that need depth over breadth. PortfoliosLab stands out with Backtesting, Correlation, and Stock Comparison that the competition lacks. Use the feature-by-feature table to inspect unique capabilities and confirm which roadmap best maps to your process.

Head-to-head

FT Markets (Markets data — Financial Times) vs PortfoliosLab

Compare pricing, supported platforms, categories, and standout capabilities to decide which tool fits your workflow.

Quick takeaways

  • FT Markets (Markets data — Financial Times) adds Alerts, Compounding Calculator, Insider Data, Fund Overview, Fund Performance, Fund Holdings, Fund Rating, and Data Visualizations coverage that PortfoliosLab skips.
  • PortfoliosLab includes Backtesting, Correlation, Stock Comparison, ETF Comparison, Risk Metrics (VaR/ES/Drawdown), Factor Exposure, Quant, and APIs & SDKs categories that FT Markets (Markets data — Financial Times) omits.
  • FT Markets (Markets data — Financial Times) highlights: Comprehensive tools hub including watchlists, portfolio tracking, alerts, equities and fund screeners, and a compound growth calculator (beta)., Free accounts allow users to build watchlists, track portfolios, and set price or news alerts directly from instrument pages., and Portfolio tool supports manual transaction entry, shows key fundamentals, and integrates related FT news..
  • PortfoliosLab is known for: Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin., Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date., and Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators..
  • FT Markets (Markets data — Financial Times) ships a mobile app. PortfoliosLab is web/desktop only.
FT Markets (Markets data — Financial Times) logo

FT Markets (Markets data — Financial Times)

markets.ft.com

Hands-on review

The Financial Times’ markets portal combines global market data with watchlists, portfolios, alerts, and screeners. Free registration unlocks basic tools, while an FT subscription is needed for deeper features like director dealings, detailed company financials and forecasts, and access to the Data Archive PDFs. Market data is delayed at least 15 minutes, with equity prices sourced from LSEG and fund data provided by Morningstar.

Platforms

Web
Mobile

Pricing

Free
Subscription

Quick highlights

  • Comprehensive tools hub including watchlists, portfolio tracking, alerts, equities and fund screeners, and a compound growth calculator (beta).
  • Free accounts allow users to build watchlists, track portfolios, and set price or news alerts directly from instrument pages.
  • Portfolio tool supports manual transaction entry, shows key fundamentals, and integrates related FT news.
  • Alerts can be managed on-site or via myFT email preferences.
  • World Markets and sector pages offer interactive charts, overlays, and performance comparisons.
PortfoliosLab logo

PortfoliosLab

portfolioslab.com

Portfolio analytics platform with screeners, optimizers, and backtesting. The free tier includes 10 years of data and basic calculations. Plus extends coverage to 40+ years and 200 calculations per month, while Pro unlocks unlimited calculations, 500 holdings per portfolio, CSV import/export, and screener exports. Enterprise offers an API, data-feed integration, and white-labeling. Broker sync is not supported; CSV imports are recommended.

Platforms

Web

Pricing

Free
Subscription

Quick highlights

  • Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin.
  • Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date.
  • Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators.
  • Comprehensive stock, ETF, and mutual fund screeners with sortable columns, filters, and risk-versus-return scatterplots. Screener results export is available on Pro.
  • Factor analysis tools for Alpha and Beta measurement.

Shared focus areas

Both platforms align on these research themes, so you can stay within one workflow when your use case involves them.

Where they differ

FT Markets (Markets data — Financial Times)

Distinct strengths include:

  • Comprehensive tools hub including watchlists, portfolio tracking, alerts, equities and fund screeners, and a compound growth calculator (beta).
  • Free accounts allow users to build watchlists, track portfolios, and set price or news alerts directly from instrument pages.
  • Portfolio tool supports manual transaction entry, shows key fundamentals, and integrates related FT news.
  • Alerts can be managed on-site or via myFT email preferences.

PortfoliosLab

Distinct strengths include:

  • Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin.
  • Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date.
  • Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators.
  • Comprehensive stock, ETF, and mutual fund screeners with sortable columns, filters, and risk-versus-return scatterplots. Screener results export is available on Pro.

Feature-by-feature breakdown

AttributeFT Markets (Markets data — Financial Times)PortfoliosLab
Categories

Which research workflows each platform targets

Shared: Portfolio, Watchlist, Screeners, ETF Screeners, Financials

Unique: Alerts, Compounding Calculator, Insider Data, Fund Overview, Fund Performance, Fund Holdings, Fund Rating, Data Visualizations

Shared: Portfolio, Watchlist, Screeners, ETF Screeners, Financials

Unique: Backtesting, Correlation, Stock Comparison, ETF Comparison, Risk Metrics (VaR/ES/Drawdown), Factor Exposure, Quant, APIs & SDKs

Asset types

Supported asset classes and universes

Stocks, ETFs, Mutual Funds, Bonds, Commodities, Currencies

Stocks, ETFs, Mutual Funds, Cryptos

Experience levels

Who each product is built for

Beginner, Intermediate, Advanced

Beginner, Intermediate, Advanced

Platforms

Where you can access the product

Web, Mobile

Web

Pricing

High-level pricing models

Free, Subscription

Free, Subscription

Key features

Core capabilities called out by each vendor

Unique

  • Comprehensive tools hub including watchlists, portfolio tracking, alerts, equities and fund screeners, and a compound growth calculator (beta).
  • Free accounts allow users to build watchlists, track portfolios, and set price or news alerts directly from instrument pages.
  • Portfolio tool supports manual transaction entry, shows key fundamentals, and integrates related FT news.
  • Alerts can be managed on-site or via myFT email preferences.
  • World Markets and sector pages offer interactive charts, overlays, and performance comparisons.
  • Subscriber-only features include insider transaction data (Director Dealings), detailed company financials, and analyst forecasts.

Unique

  • Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin.
  • Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date.
  • Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators.
  • Comprehensive stock, ETF, and mutual fund screeners with sortable columns, filters, and risk-versus-return scatterplots. Screener results export is available on Pro.
  • Factor analysis tools for Alpha and Beta measurement.
  • Support for both static and transactional portfolios with calendar- or threshold-based rebalancing options.
Tested

Verified by hands-on testing inside Find My Moat

Yes

Not yet

Editor pick

Featured inside curated shortlists

Standard listing

Standard listing

Frequently Asked Questions

Which workflows do FT Markets (Markets data — Financial Times) and PortfoliosLab both support?

Both platforms cover Portfolio, Watchlist, Screeners, ETF Screeners, and Financials workflows, so you can research those use cases in either tool before digging into the feature differences below.

Do FT Markets (Markets data — Financial Times) and PortfoliosLab require subscriptions?

Both FT Markets (Markets data — Financial Times) and PortfoliosLab keep freemium access with optional paid upgrades, so you can trial each platform before committing.

Which tool has mobile access?

FT Markets (Markets data — Financial Times) ships a dedicated mobile experience, while PortfoliosLab focuses on web or desktop access.

What unique strengths set the two platforms apart?

FT Markets (Markets data — Financial Times) differentiates itself with Comprehensive tools hub including watchlists, portfolio tracking, alerts, equities and fund screeners, and a compound growth calculator (beta)., Free accounts allow users to build watchlists, track portfolios, and set price or news alerts directly from instrument pages., and Portfolio tool supports manual transaction entry, shows key fundamentals, and integrates related FT news., whereas PortfoliosLab stands out for Portfolio analytics and backtesting with benchmarking, monthly returns, and risk-adjusted ratios such as Sharpe, Sortino, Omega, Calmar, and Martin., Optimization models include Mean–Variance (MVO), Risk Parity, and Hierarchical Risk Parity (HRP), with the ability to backtest from a chosen optimization date., and Risk analytics cover drawdowns, Value at Risk (VaR), Expected Shortfall (CVaR), and multiple volatility estimators..

Curation & Accuracy

This directory blends AI‑assisted discovery with human curation. Entries are reviewed, edited, and organized with the goal of expanding coverage and sharpening quality over time. Your feedback helps steer improvements (because no single human can capture everything all at once).

Details change. Pricing, features, and availability may be incomplete or out of date. Treat listings as a starting point and verify on the provider’s site before making decisions. If you spot an error or a gap, send a quick note and I’ll adjust.