CGAU vs. FLKR
CGAU (Centerra Gold Inc) is a stock, while FLKR (Franklin FTSE South Korea ETF) is South Korea Equities fund tracking the FTSE South Korea RIC Capped Index. Over the past 5 years, CGAU returned 18.60%/yr vs 17.20%/yr for FLKR. At a 0.33 correlation, their price movements are largely independent.
Performance
CGAU vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, CGAU achieves a 13.53% return, which is significantly lower than FLKR's 88.17% return.
CGAU
- 1D
- 0.06%
- 1M
- 3.84%
- 6M
- 6.21%
- YTD
- 13.53%
- 1Y
- 125.65%
- 3Y*
- 41.80%
- 5Y*
- 18.60%
- 10Y*
- —
FLKR
- 1D
- -0.13%
- 1M
- -5.67%
- 6M
- 69.24%
- YTD
- 88.17%
- 1Y
- 153.09%
- 3Y*
- 45.44%
- 5Y*
- 17.20%
- 10Y*
- —
CGAU vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 13.53% | 159.49% | -1.45% | 19.37% | -32.55% | -14.48% |
FLKR Franklin FTSE South Korea ETF | 88.17% | 91.91% | -18.84% | 19.16% | -27.50% | -14.88% |
Correlation
The correlation between CGAU and FLKR is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.33 |
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Return for Risk
CGAU vs. FLKR — Risk / Return Rank
CGAU
FLKR
CGAU vs. FLKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centerra Gold Inc (CGAU) and Franklin FTSE South Korea ETF (FLKR). 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.
| CGAU | FLKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 6.61 | -2.19 |
| Martin ratioReturn relative to average drawdown | 11.31 | 20.76 | -9.46 |
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Drawdowns
CGAU vs. FLKR - Drawdown Comparison
The maximum CGAU drawdown since its inception was -63.47%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for CGAU and FLKR.
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Drawdown Indicators
| CGAU | FLKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.47% | -50.06% | -13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | -23.03% | -6.47% |
Max Drawdown (3Y)Largest decline over 3 years | -30.24% | -26.39% | -3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -63.47% | -48.14% | -15.33% |
Current DrawdownCurrent decline from peak | -22.42% | -16.53% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -29.49% | -21.93% | -7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.52% | 7.32% | +4.20% |
Volatility
CGAU vs. FLKR - Volatility Comparison
The current volatility for Centerra Gold Inc (CGAU) is 15.89%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 24.66%. This indicates that CGAU experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGAU | FLKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.89% | 24.66% | -8.77% |
Volatility (6M)Calculated over the trailing 6-month period | 43.07% | 46.71% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.55% | 49.65% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.18% | 30.98% | +16.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.83% | 29.12% | +19.71% |
Dividends
CGAU vs. FLKR - Dividend Comparison
CGAU's dividend yield for the trailing twelve months is around 1.25%, less than FLKR's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CGAU Centerra Gold Inc | 1.25% | 1.39% | 3.59% | 3.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLKR Franklin FTSE South Korea ETF | 2.45% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% |
Frequently Asked Questions
CGAU and FLKR have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (24.66%) compared to CGAU (15.89%). In terms of maximum drawdown, CGAU dropped -63.47% vs FLKR's -50.06%.
FLKR currently has the higher Sharpe Ratio (3.07 vs 2.48), 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.
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