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FLCA vs. ABT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCA and ABT is 0.37, 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.


-0.50.00.51.00.4

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.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.21%
18.61%
FLCA
ABT

Key characteristics

Sharpe Ratio

FLCA:

1.27

ABT:

0.79

Sortino Ratio

FLCA:

1.76

ABT:

1.30

Omega Ratio

FLCA:

1.23

ABT:

1.15

Calmar Ratio

FLCA:

2.05

ABT:

0.59

Martin Ratio

FLCA:

6.85

ABT:

1.85

Ulcer Index

FLCA:

2.49%

ABT:

8.14%

Daily Std Dev

FLCA:

13.45%

ABT:

18.94%

Max Drawdown

FLCA:

-41.51%

ABT:

-45.66%

Current Drawdown

FLCA:

-2.73%

ABT:

-2.95%

Returns By Period

In the year-to-date period, FLCA achieves a 3.06% return, which is significantly lower than ABT's 14.74% return.


FLCA

YTD

3.06%

1M

2.33%

6M

14.25%

1Y

19.57%

5Y*

9.56%

10Y*

N/A

ABT

YTD

14.74%

1M

14.01%

6M

19.08%

1Y

17.99%

5Y*

9.56%

10Y*

13.17%

*Annualized

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Risk-Adjusted Performance

FLCA vs. ABT — Risk-Adjusted Performance Rank

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

FLCA
The Risk-Adjusted Performance Rank of FLCA is 5757
Overall Rank
The Sharpe Ratio Rank of FLCA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 6161
Martin Ratio Rank

ABT
The Risk-Adjusted Performance Rank of ABT is 6868
Overall Rank
The Sharpe Ratio Rank of ABT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ABT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ABT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ABT is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ABT is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCA vs. ABT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FLCA, currently valued at 1.27, compared to the broader market0.002.004.001.270.79
The chart of Sortino ratio for FLCA, currently valued at 1.76, compared to the broader market0.005.0010.001.761.30
The chart of Omega ratio for FLCA, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.15
The chart of Calmar ratio for FLCA, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.050.59
The chart of Martin ratio for FLCA, currently valued at 6.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.851.85
FLCA
ABT

The current FLCA Sharpe Ratio is 1.27, which is higher than the ABT Sharpe Ratio of 0.79. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.27
0.79
FLCA
ABT

Dividends

FLCA vs. ABT - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 2.42%, more than ABT's 1.74% yield.


TTM20242023202220212020201920182017201620152014
FLCA
Franklin FTSE Canada ETF
2.42%2.50%2.49%2.20%2.03%2.50%2.29%3.02%0.09%0.00%0.00%0.00%
ABT
Abbott Laboratories
1.74%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%

Drawdowns

FLCA vs. ABT - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum ABT drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for FLCA and ABT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.73%
-2.95%
FLCA
ABT

Volatility

FLCA vs. ABT - Volatility Comparison

The current volatility for Franklin FTSE Canada ETF (FLCA) is 4.31%, while Abbott Laboratories (ABT) has a volatility of 7.36%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than ABT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.31%
7.36%
FLCA
ABT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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