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FLIN vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

FLIN vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLIN achieves a -10.29% return, which is significantly higher than BTC-USD's -26.27% return.


FLIN

1D
1.11%
1M
-0.40%
YTD
-10.29%
6M
-8.41%
1Y
-10.13%
3Y*
5.77%
5Y*
3.89%
10Y*

BTC-USD

1D
1.71%
1M
-20.43%
YTD
-26.27%
6M
-28.52%
1Y
-39.20%
3Y*
36.94%
5Y*
9.74%
10Y*
57.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLIN vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLIN
Franklin FTSE India ETF
-10.29%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-7.13%
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-51.27%

Correlation

The correlation between FLIN and BTC-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.13

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

0.18

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

0.12

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Return for Risk

FLIN vs. BTC-USD — Risk / Return Rank

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

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 44
Sortino Ratio Rank
FLIN Omega Ratio Rank: 44
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 22
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

FLIN vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and Bitcoin (BTC-USD). 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.


FLINBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

0.88

0.87

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.61

-0.77

+0.16

Martin ratioReturn relative to average drawdown

-1.44

-1.33

-0.11

FLIN vs. BTC-USD - Sharpe Ratio Comparison

The current FLIN Sharpe Ratio is -0.76, which is comparable to the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of FLIN and BTC-USD, 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

FLIN vs. BTC-USD - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for FLIN and BTC-USD.


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Drawdown Indicators


FLINBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-85.30%

+43.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

-51.21%

+32.42%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-51.21%

+28.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-76.67%

+53.82%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-17.41%

-48.27%

+30.86%

Average Drawdown

Average peak-to-trough decline

-8.04%

-42.36%

+34.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

35.16%

-27.23%

Volatility

FLIN vs. BTC-USD - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 4.11%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLINBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

11.97%

-7.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

34.64%

-21.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

35.59%

-20.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

44.57%

-28.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.43%

56.61%

-36.18%

Frequently Asked Questions


FLIN and BTC-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.97%) compared to FLIN (4.11%). In terms of maximum drawdown, FLIN dropped -41.90% vs BTC-USD's -85.30%.

FLIN currently has the higher Sharpe Ratio (-0.76 vs -0.92), 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 FLIN and BTC-USD

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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