PortfoliosLab logoPortfoliosLab logo
ECO vs. FLKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECO vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Okeanis Eco Tankers Corp (ECO) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ECO achieves a 50.53% return, which is significantly lower than FLKR's 114.41% return.


ECO

1D
-1.10%
1M
-10.64%
YTD
50.53%
6M
40.48%
1Y
139.41%
3Y*
5Y*
10Y*

FLKR

1D
-0.79%
1M
29.00%
YTD
114.41%
6M
130.14%
1Y
238.40%
3Y*
51.14%
5Y*
19.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECO vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023
ECO
Okeanis Eco Tankers Corp
50.53%71.94%-11.70%-1.51%
FLKR
Franklin FTSE South Korea ETF
114.41%91.91%-18.84%8.40%

Correlation

The correlation between ECO and FLKR 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 (All Time)
Calculated using the full available price history since Dec 11, 2023

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ECO vs. FLKR — Risk / Return Rank

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

ECO
ECO Risk / Return Rank: 9595
Overall Rank
ECO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ECO Sortino Ratio Rank: 9494
Sortino Ratio Rank
ECO Omega Ratio Rank: 9191
Omega Ratio Rank
ECO Calmar Ratio Rank: 9696
Calmar Ratio Rank
ECO Martin Ratio Rank: 9696
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9696
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9595
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9696
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.

ECO vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Okeanis Eco Tankers Corp (ECO) 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.


ECOFLKRDifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.46

1.73

-0.28

Calmar ratioReturn relative to maximum drawdown

7.94

10.42

-2.48

Martin ratioReturn relative to average drawdown

23.37

38.67

-15.30

ECO vs. FLKR - Sharpe Ratio Comparison

The current ECO Sharpe Ratio is 3.47, which is lower than the FLKR Sharpe Ratio of 5.83. The chart below compares the historical Sharpe Ratios of ECO and FLKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ECOFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

5.83

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.55

+0.38

Drawdowns

ECO vs. FLKR - Drawdown Comparison

The maximum ECO drawdown since its inception was -46.15%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for ECO and FLKR.


Loading charts...

Drawdown Indicators


ECOFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-46.15%

-50.06%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.66%

-23.03%

+5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

Current Drawdown

Current decline from peak

-13.05%

-1.77%

-11.28%

Average Drawdown

Average peak-to-trough decline

-15.22%

-22.07%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

6.20%

-0.21%

Volatility

ECO vs. FLKR - Volatility Comparison

The current volatility for Okeanis Eco Tankers Corp (ECO) is 12.23%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 20.21%. This indicates that ECO 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.


Loading charts...

Volatility by Period


ECOFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

20.21%

-7.98%

Volatility (6M)

Calculated over the trailing 6-month period

29.99%

36.52%

-6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

40.60%

41.18%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.99%

28.19%

+13.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.99%

27.56%

+14.43%

Dividends

ECO vs. FLKR - Dividend Comparison

ECO's dividend yield for the trailing twelve months is around 10.49%, more than FLKR's 1.80% yield.


PositionTTM202520242023202220212020201920182017
ECO
Okeanis Eco Tankers Corp
10.49%6.26%15.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLKR
Franklin FTSE South Korea ETF
1.80%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%

Frequently Asked Questions


ECO and FLKR 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.

FLKR has higher volatility (20.21%) compared to ECO (12.23%). In terms of maximum drawdown, ECO dropped -46.15% vs FLKR's -50.06%.

FLKR currently has the higher Sharpe Ratio (5.83 vs 3.47), 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 ECO and FLKR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer