CVX vs. FLKR
CVX (Chevron Corporation) 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, CVX returned 15.79%/yr vs 17.20%/yr for FLKR. At a 0.28 correlation, their price movements are largely independent.
Performance
CVX vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, CVX achieves a 17.94% return, which is significantly lower than FLKR's 88.17% return.
CVX
- 1D
- 1.35%
- 1M
- -5.07%
- 6M
- 10.89%
- YTD
- 17.94%
- 1Y
- 18.34%
- 3Y*
- 8.17%
- 5Y*
- 15.79%
- 10Y*
- 9.70%
FLKR
- 1D
- -0.13%
- 1M
- -5.67%
- 6M
- 69.24%
- YTD
- 88.17%
- 1Y
- 153.09%
- 3Y*
- 45.44%
- 5Y*
- 17.20%
- 10Y*
- —
CVX vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 17.94% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 9.89% |
FLKR Franklin FTSE South Korea ETF | 88.17% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
Correlation
The correlation between CVX and FLKR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.28 |
The correlation between CVX and FLKR shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CVX vs. FLKR — Risk / Return Rank
CVX
FLKR
CVX vs. FLKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chevron Corporation (CVX) 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.
| CVX | FLKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.47 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 6.61 | -5.69 |
| Martin ratioReturn relative to average drawdown | 2.63 | 20.76 | -18.13 |
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Drawdowns
CVX vs. FLKR - Drawdown Comparison
The maximum CVX drawdown since its inception was -55.77%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for CVX and FLKR.
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Drawdown Indicators
| CVX | FLKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.77% | -50.06% | -5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -20.81% | -23.03% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -20.81% | -26.39% | +5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.95% | -48.14% | +23.19% |
Max Drawdown (10Y)Largest decline over 10 years | -55.77% | — | — |
Current DrawdownCurrent decline from peak | -15.69% | -16.53% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -21.93% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 7.32% | 0.00% |
Volatility
CVX vs. FLKR - Volatility Comparison
The current volatility for Chevron Corporation (CVX) is 8.03%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 24.66%. This indicates that CVX 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
| CVX | FLKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 24.66% | -16.63% |
Volatility (6M)Calculated over the trailing 6-month period | 17.67% | 46.71% | -29.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.53% | 49.65% | -27.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 30.98% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.21% | 29.12% | +0.09% |
Dividends
CVX vs. FLKR - Dividend Comparison
CVX's dividend yield for the trailing twelve months is around 3.96%, more than FLKR's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 3.96% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
CVX and FLKR have a correlation of -0.09, 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 CVX (8.03%). In terms of maximum drawdown, CVX dropped -55.77% vs FLKR's -50.06%.
FLKR currently has the higher Sharpe Ratio (3.07 vs 0.86), 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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