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FELE vs. DBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FELE vs. DBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Electric Co., Inc. (FELE) and Invesco DB Base Metals Fund (DBB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FELE achieves a 8.63% return, which is significantly higher than DBB's 6.71% return. Over the past 10 years, FELE has outperformed DBB with an annualized return of 11.64%, while DBB has yielded a comparatively lower 7.97% annualized return.


FELE

1D
-0.41%
1M
-0.34%
6M
3.89%
YTD
8.63%
1Y
13.93%
3Y*
0.85%
5Y*
6.21%
10Y*
11.64%

DBB

1D
0.12%
1M
-4.86%
6M
1.12%
YTD
6.71%
1Y
31.18%
3Y*
14.94%
5Y*
7.33%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELE vs. DBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELE
Franklin Electric Co., Inc.
8.63%-0.86%1.82%22.38%-14.85%37.80%22.08%35.26%-5.61%19.21%
DBB
Invesco DB Base Metals Fund
6.71%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-19.47%30.09%

Correlation

The correlation between FELE and DBB 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 (3Y)
Calculated over the trailing 3-year period

0.17

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.25

The correlation between FELE and DBB shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FELE vs. DBB — Risk / Return Rank

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

FELE
FELE Risk / Return Rank: 6060
Overall Rank
FELE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FELE Sortino Ratio Rank: 5555
Sortino Ratio Rank
FELE Omega Ratio Rank: 5757
Omega Ratio Rank
FELE Calmar Ratio Rank: 6262
Calmar Ratio Rank
FELE Martin Ratio Rank: 6464
Martin Ratio Rank

DBB
DBB Risk / Return Rank: 6363
Overall Rank
DBB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 6060
Sortino Ratio Rank
DBB Omega Ratio Rank: 5959
Omega Ratio Rank
DBB Calmar Ratio Rank: 7171
Calmar Ratio Rank
DBB Martin Ratio Rank: 6060
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.

FELE vs. DBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Electric Co., Inc. (FELE) and Invesco DB Base Metals Fund (DBB). 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.


FELEDBBDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.12

1.29

-0.17

Calmar ratioReturn relative to maximum drawdown

0.77

2.85

-2.08

Martin ratioReturn relative to average drawdown

1.90

8.42

-6.52

FELE vs. DBB - Sharpe Ratio Comparison

The current FELE Sharpe Ratio is 0.51, which is lower than the DBB Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FELE and DBB, 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

FELE vs. DBB - Drawdown Comparison

The maximum FELE drawdown since its inception was -71.12%, which is greater than DBB's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for FELE and DBB.


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Drawdown Indicators


FELEDBBDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-60.20%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-11.00%

-7.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.52%

-16.59%

-6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-35.00%

+5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.02%

-37.98%

+5.96%

Current Drawdown

Current decline from peak

-5.79%

-8.07%

+2.28%

Average Drawdown

Average peak-to-trough decline

-13.78%

-30.76%

+16.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.34%

3.71%

+3.63%

Volatility

FELE vs. DBB - Volatility Comparison

Franklin Electric Co., Inc. (FELE) has a higher volatility of 7.16% compared to Invesco DB Base Metals Fund (DBB) at 5.90%. This indicates that FELE's price experiences larger fluctuations and is considered to be riskier than DBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELEDBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

5.90%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.75%

15.47%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

18.86%

+8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.15%

20.30%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.04%

18.50%

+12.54%

Dividends

FELE vs. DBB - Dividend Comparison

FELE's dividend yield for the trailing twelve months is around 1.06%, less than DBB's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
DBB
Invesco DB Base Metals Fund
2.45%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%0.00%0.00%0.00%
FELE
Franklin Electric Co., Inc.
1.06%1.11%1.03%0.93%0.98%0.74%0.90%1.01%1.09%0.92%1.02%1.42%

Frequently Asked Questions


FELE and DBB 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.

FELE has higher volatility (7.16%) compared to DBB (5.90%). In terms of maximum drawdown, FELE dropped -71.12% vs DBB's -60.20%.

DBB currently has the higher Sharpe Ratio (1.66 vs 0.51), 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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