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FLCA vs. ABT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCA vs. ABT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Canada ETF (FLCA) and Abbott Laboratories (ABT). The values are adjusted to include any dividend payments, if applicable.

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FLCA vs. ABT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCA
Franklin FTSE Canada ETF
1.33%34.62%13.02%14.71%-11.93%28.67%6.31%28.42%-15.55%2.49%
ABT
Abbott Laboratories
-17.64%12.87%4.81%2.26%-20.68%30.53%28.04%22.08%29.06%3.74%

Returns By Period

In the year-to-date period, FLCA achieves a 1.33% return, which is significantly higher than ABT's -17.64% return.


FLCA

1D
2.58%
1M
-5.39%
YTD
1.33%
6M
8.99%
1Y
34.16%
3Y*
19.55%
5Y*
12.33%
10Y*

ABT

1D
0.78%
1M
-11.76%
YTD
-17.64%
6M
-22.62%
1Y
-21.15%
3Y*
2.45%
5Y*
-1.11%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FLCA vs. ABT — Risk / Return Rank

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

FLCA
FLCA Risk / Return Rank: 9393
Overall Rank
FLCA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLCA Omega Ratio Rank: 9191
Omega Ratio Rank
FLCA Calmar Ratio Rank: 9292
Calmar Ratio Rank
FLCA Martin Ratio Rank: 9595
Martin Ratio Rank

ABT
ABT Risk / Return Rank: 88
Overall Rank
ABT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ABT Sortino Ratio Rank: 1010
Sortino Ratio Rank
ABT Omega Ratio Rank: 99
Omega Ratio Rank
ABT Calmar Ratio Rank: 1313
Calmar Ratio Rank
ABT Martin Ratio Rank: 22
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.

FLCA vs. ABT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Abbott Laboratories (ABT). 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.


FLCAABTDifference

Sharpe ratio

Return per unit of total volatility

2.05

-0.92

+2.97

Sortino ratio

Return per unit of downside risk

2.73

-1.12

+3.85

Omega ratio

Gain probability vs. loss probability

1.39

0.84

+0.55

Calmar ratio

Return relative to maximum drawdown

3.27

-0.80

+4.07

Martin ratio

Return relative to average drawdown

15.36

-2.02

+17.37

FLCA vs. ABT - Sharpe Ratio Comparison

The current FLCA Sharpe Ratio is 2.05, which is higher than the ABT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of FLCA and ABT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLCAABTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

-0.92

+2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

-0.05

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Correlation

The correlation between FLCA and ABT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLCA vs. ABT - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 1.83%, less than ABT's 2.34% yield.


TTM20252024202320222021202020192018201720162015
FLCA
Franklin FTSE Canada ETF
1.83%1.85%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%0.00%0.00%
ABT
Abbott Laboratories
2.34%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%

Drawdowns

FLCA vs. ABT - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum ABT drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for FLCA and ABT.


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Drawdown Indicators


FLCAABTDifference

Max Drawdown

Largest peak-to-trough decline

-41.51%

-55.57%

+14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-25.18%

+14.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-33.88%

+9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.88%

Current Drawdown

Current decline from peak

-5.85%

-25.41%

+19.56%

Average Drawdown

Average peak-to-trough decline

-6.00%

-14.29%

+8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

9.94%

-7.67%

Volatility

FLCA vs. ABT - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) and Abbott Laboratories (ABT) have volatilities of 5.85% and 5.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCAABTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.95%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

16.83%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

23.14%

-6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

21.98%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

23.57%

-4.42%