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EVO vs. FLIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVO vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evotec SE ADR (EVO) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVO achieves a -14.94% return, which is significantly lower than FLIN's -6.84% return.


EVO

1D
2.34%
1M
-13.53%
YTD
-14.94%
6M
-12.37%
1Y
-30.32%
3Y*
-39.19%
5Y*
-34.55%
10Y*
2.48%

FLIN

1D
1.35%
1M
3.69%
YTD
-6.84%
6M
-7.18%
1Y
-6.39%
3Y*
7.12%
5Y*
5.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVO vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EVO
Evotec SE ADR
-14.94%-25.96%-64.54%44.99%-65.94%29.45%42.78%29.05%11.41%
FLIN
Franklin FTSE India ETF
-6.84%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-7.13%

Correlation

The correlation between EVO and FLIN is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2018

0.23

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Return for Risk

EVO vs. FLIN — Risk / Return Rank

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

EVO
EVO Risk / Return Rank: 1818
Overall Rank
EVO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EVO Sortino Ratio Rank: 2020
Sortino Ratio Rank
EVO Omega Ratio Rank: 2020
Omega Ratio Rank
EVO Calmar Ratio Rank: 1818
Calmar Ratio Rank
EVO Martin Ratio Rank: 1515
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 55
Overall Rank
FLIN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 55
Sortino Ratio Rank
FLIN Omega Ratio Rank: 55
Omega Ratio Rank
FLIN Calmar Ratio Rank: 66
Calmar Ratio Rank
FLIN Martin Ratio Rank: 55
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.

EVO vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evotec SE ADR (EVO) and Franklin FTSE India ETF (FLIN). 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.


EVOFLINDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

0.93

0.94

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.65

-0.34

-0.31

Martin ratioReturn relative to average drawdown

-1.21

-0.79

-0.42

EVO vs. FLIN - Sharpe Ratio Comparison

The current EVO Sharpe Ratio is -0.57, which is lower than the FLIN Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of EVO and FLIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EVO vs. FLIN - Drawdown Comparison

The maximum EVO drawdown since its inception was -91.29%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for EVO and FLIN.


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Drawdown Indicators


EVOFLINDifference

Max Drawdown

Largest peak-to-trough decline

-91.29%

-41.90%

-49.39%

Max Drawdown (1Y)

Largest decline over 1 year

-46.77%

-18.79%

-27.98%

Max Drawdown (3Y)

Largest decline over 3 years

-82.71%

-22.85%

-59.86%

Max Drawdown (5Y)

Largest decline over 5 years

-91.29%

-22.85%

-68.44%

Max Drawdown (10Y)

Largest decline over 10 years

-91.29%

Current Drawdown

Current decline from peak

-90.12%

-14.23%

-75.89%

Average Drawdown

Average peak-to-trough decline

-33.88%

-8.06%

-25.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.10%

8.07%

+17.03%

Volatility

EVO vs. FLIN - Volatility Comparison

Evotec SE ADR (EVO) has a higher volatility of 15.21% compared to Franklin FTSE India ETF (FLIN) at 4.22%. This indicates that EVO's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVOFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.21%

4.22%

+10.99%

Volatility (6M)

Calculated over the trailing 6-month period

41.39%

13.13%

+28.26%

Volatility (1Y)

Calculated over the trailing 1-year period

53.82%

15.12%

+38.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.77%

15.77%

+43.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.65%

20.42%

+31.23%

Dividends

EVO vs. FLIN - Dividend Comparison

EVO has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 0.42%.


PositionTTM20252024202320222021202020192018
EVO
Evotec SE ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
0.42%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%

Frequently Asked Questions


EVO and FLIN have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVO has higher volatility (15.21%) compared to FLIN (4.22%). In terms of maximum drawdown, EVO dropped -91.29% vs FLIN's -41.90%.

FLIN currently has the higher Sharpe Ratio (-0.43 vs -0.57), 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 EVO and FLIN

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

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