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FLKR vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLKRLLY
YTD Return0.26%31.29%
1Y Return11.76%76.84%
3Y Return (Ann)-8.83%59.08%
5Y Return (Ann)5.43%47.78%
Sharpe Ratio0.632.58
Daily Std Dev21.09%29.80%
Max Drawdown-50.06%-68.27%
Current Drawdown-28.15%-3.57%

Correlation

-0.50.00.51.00.2

The correlation between FLKR and LLY is 0.20, 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.

Performance

FLKR vs. LLY - Performance Comparison

In the year-to-date period, FLKR achieves a 0.26% return, which is significantly lower than LLY's 31.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%December2024FebruaryMarchAprilMay
0.68%
931.57%
FLKR
LLY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE South Korea ETF

Eli Lilly and Company

Risk-Adjusted Performance

FLKR vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Eli Lilly and Company (LLY). 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.


FLKR
Sharpe ratio
The chart of Sharpe ratio for FLKR, currently valued at 0.56, compared to the broader market0.002.004.000.56
Sortino ratio
The chart of Sortino ratio for FLKR, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.000.93
Omega ratio
The chart of Omega ratio for FLKR, currently valued at 1.11, compared to the broader market0.501.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for FLKR, currently valued at 0.28, compared to the broader market0.005.0010.000.28
Martin ratio
The chart of Martin ratio for FLKR, currently valued at 1.57, compared to the broader market0.0020.0040.0060.0080.001.58
LLY
Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 2.58, compared to the broader market0.002.004.002.58
Sortino ratio
The chart of Sortino ratio for LLY, currently valued at 3.80, compared to the broader market-2.000.002.004.006.008.0010.003.80
Omega ratio
The chart of Omega ratio for LLY, currently valued at 1.49, compared to the broader market0.501.001.502.002.501.49
Calmar ratio
The chart of Calmar ratio for LLY, currently valued at 6.21, compared to the broader market0.005.0010.006.21
Martin ratio
The chart of Martin ratio for LLY, currently valued at 18.52, compared to the broader market0.0020.0040.0060.0080.0018.52

FLKR vs. LLY - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 0.63, which is lower than the LLY Sharpe Ratio of 2.58. The chart below compares the 12-month rolling Sharpe Ratio of FLKR and LLY.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
0.56
2.58
FLKR
LLY

Dividends

FLKR vs. LLY - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 2.28%, more than LLY's 0.64% yield.


TTM20232022202120202019201820172016201520142013
FLKR
Franklin FTSE South Korea ETF
2.28%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.64%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

Drawdowns

FLKR vs. LLY - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for FLKR and LLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-28.15%
-3.57%
FLKR
LLY

Volatility

FLKR vs. LLY - Volatility Comparison

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 4.31%, while Eli Lilly and Company (LLY) has a volatility of 9.73%. This indicates that FLKR experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
4.31%
9.73%
FLKR
LLY