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FLKR vs. AMSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLKR vs. AMSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and American Superconductor Corporation (AMSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLKR achieves a 61.37% return, which is significantly higher than AMSC's 2.05% return.


FLKR

1D
-2.28%
1M
-15.74%
6M
29.07%
YTD
61.37%
1Y
117.49%
3Y*
35.68%
5Y*
14.07%
10Y*
ALL TIME*
11.21%

AMSC

1D
-0.27%
1M
-26.43%
6M
-1.84%
YTD
2.05%
1Y
-48.34%
3Y*
22.11%
5Y*
15.89%
10Y*
12.68%
ALL TIME*
-3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.27M$25.36M$48.11M
$43.49M$47.84M$51.57M

FLKR vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
61.37%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%3.00%
AMSC
American Superconductor Corporation
2.05%16.85%121.10%202.72%-66.18%-53.54%198.34%-29.60%207.16%-10.59%

Correlation

The correlation between FLKR and AMSC is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.35

The correlation between FLKR and AMSC shifts across timeframes, from 0.35 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLKR vs. AMSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLKR
FLKR Risk / Return Rank: 8585
Overall Rank
FLKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 8080
Sortino Ratio Rank
FLKR Omega Ratio Rank: 8484
Omega Ratio Rank
FLKR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FLKR Martin Ratio Rank: 8686
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 1818
Overall Rank
AMSC Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 2222
Sortino Ratio Rank
AMSC Omega Ratio Rank: 2222
Omega Ratio Rank
AMSC Calmar Ratio Rank: 1313
Calmar Ratio Rank
AMSC Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLKR vs. AMSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and American Superconductor Corporation (AMSC). 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.


FLKRAMSCDifference
Sharpe ratioReturn per unit of total volatility

+2.80

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.36

0.94

+0.42

Calmar ratioReturn relative to maximum drawdown

3.46

-0.79

+4.25

Martin ratioReturn relative to average drawdown

12.27

-1.21

+13.48

FLKR vs. AMSC - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 2.21, which is higher than the AMSC Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of FLKR and AMSC, 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

FLKR vs. AMSC - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum AMSC drawdown of -99.57%. Use the drawdown chart below to compare losses from any high point for FLKR and AMSC.


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Drawdown Indicators


FLKRAMSCDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-99.57%

+49.51%

Max Drawdown (1Y)

Largest decline over 1 year

-34.17%

-61.08%

+26.91%

Max Drawdown (3Y)

Largest decline over 3 years

-34.17%

-61.08%

+26.91%

Max Drawdown (5Y)

Largest decline over 5 years

-47.97%

-82.94%

+34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

Current Drawdown

Current decline from peak

-28.42%

-95.76%

+67.34%

Average Drawdown

Average peak-to-trough decline

-21.96%

-75.83%

+53.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

40.10%

-30.49%

Volatility

FLKR vs. AMSC - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) and American Superconductor Corporation (AMSC) have volatilities of 21.39% and 22.38%, 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


FLKRAMSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.39%

22.38%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

50.33%

57.61%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

53.42%

87.44%

-34.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.16%

87.66%

-55.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.79%

79.49%

-49.70%

Dividends

FLKR vs. AMSC - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 2.86%, while AMSC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AMSC
American Superconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLKR
Franklin FTSE South Korea ETF
2.86%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%

Frequently Asked Questions


FLKR and AMSC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMSC has higher volatility (22.38%) compared to FLKR (21.39%). In terms of maximum drawdown, FLKR dropped -50.06% vs AMSC's -99.57%.

FLKR currently has the higher Sharpe Ratio (2.21 vs -0.59), 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

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