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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 88.17% return, which is significantly higher than AMSC's 24.95% return.


FLKR

1D
-0.13%
1M
-5.67%
6M
69.24%
YTD
88.17%
1Y
153.09%
3Y*
45.44%
5Y*
17.20%
10Y*

AMSC

1D
-3.26%
1M
-8.99%
6M
17.25%
YTD
24.95%
1Y
-8.20%
3Y*
75.08%
5Y*
17.38%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLKR vs. AMSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
88.17%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%3.00%
AMSC
American Superconductor Corporation
24.95%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 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.37

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

0.38

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

0.34

The correlation between FLKR and AMSC shifts across timeframes, from 0.34 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLKR vs. AMSC — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9292
Overall Rank
FLKR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9090
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9494
Martin Ratio Rank

AMSC
AMSC Risk / Return Rank: 4343
Overall Rank
AMSC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMSC Sortino Ratio Rank: 4646
Sortino Ratio Rank
AMSC Omega Ratio Rank: 4646
Omega Ratio Rank
AMSC Calmar Ratio Rank: 4040
Calmar Ratio Rank
AMSC Martin Ratio Rank: 4141
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.

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

+3.18

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.47

1.06

+0.40

Calmar ratioReturn relative to maximum drawdown

6.61

-0.16

+6.77

Martin ratioReturn relative to average drawdown

20.76

-0.25

+21.01

FLKR vs. AMSC - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.07, which is higher than the AMSC Sharpe Ratio of -0.11. 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

-23.03%

-61.08%

+38.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-63.86%

+37.47%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

-82.94%

+34.80%

Max Drawdown (10Y)

Largest decline over 10 years

-89.06%

Current Drawdown

Current decline from peak

-16.53%

-94.81%

+78.28%

Average Drawdown

Average peak-to-trough decline

-21.93%

-75.80%

+53.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

38.03%

-30.71%

Volatility

FLKR vs. AMSC - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 24.66% compared to American Superconductor Corporation (AMSC) at 22.33%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than AMSC based on this measure. 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

24.66%

22.33%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

46.71%

54.94%

-8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

49.65%

85.50%

-35.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.98%

87.45%

-56.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.12%

79.28%

-50.16%

Dividends

FLKR vs. AMSC - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 2.45%, 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
2.45%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 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLKR has higher volatility (24.66%) compared to AMSC (22.33%). In terms of maximum drawdown, FLKR dropped -50.06% vs AMSC's -99.57%.

FLKR currently has the higher Sharpe Ratio (3.07 vs -0.11), 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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