FLKR vs. LLY
FLKR (Franklin FTSE South Korea ETF) is South Korea Equities fund tracking the FTSE South Korea RIC Capped Index, while LLY (Eli Lilly and Company) is a stock. Over the past 5 years, FLKR returned 15.43%/yr vs 34.66%/yr for LLY. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
FLKR vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FLKR achieves a 76.23% return, which is significantly higher than LLY's 4.17% return.
FLKR
- 1D
- 6.64%
- 1M
- -4.82%
- 6M
- 39.29%
- YTD
- 76.23%
- 1Y
- 139.26%
- 3Y*
- 41.63%
- 5Y*
- 15.43%
- 10Y*
- —
- ALL TIME*
- 12.32%
LLY
- 1D
- -0.51%
- 1M
- -8.09%
- 6M
- 11.56%
- YTD
- 4.17%
- 1Y
- 46.11%
- 3Y*
- 36.36%
- 5Y*
- 34.66%
- 10Y*
- 32.01%
- ALL TIME*
- 15.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $60.27M | $54.44M | $54.72M | |
| $2.85B | $2.89B | $3.36B |
FLKR vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 76.23% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
LLY Eli Lilly and Company | 4.17% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 1.78% |
Correlation
The correlation between FLKR and LLY is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.17 |
The correlation between FLKR and LLY shifts across timeframes, from 0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FLKR vs. LLY — Risk / Return Rank
FLKR
LLY
FLKR vs. LLY - Risk-Adjusted Trends 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.
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.
| FLKR | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.24 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 2.00 | +2.10 |
| Martin ratioReturn relative to average drawdown | 14.19 | 5.40 | +8.79 |
Loading charts...
Drawdowns
FLKR vs. LLY - Drawdown Comparison
The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for FLKR and LLY.
Loading charts...
Drawdown Indicators
| FLKR | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.06% | -68.24% | +18.18% |
Max Drawdown (1Y)Largest decline over 1 year | -34.17% | -23.18% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -34.17% | -34.48% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -47.45% | -34.48% | -12.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -21.83% | -9.70% | -12.13% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -19.17% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.85% | 8.60% | +1.25% |
Volatility
FLKR vs. LLY - Volatility Comparison
Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 21.75% compared to Eli Lilly and Company (LLY) at 8.85%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FLKR | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.75% | 8.85% | +12.90% |
Volatility (6M)Calculated over the trailing 6-month period | 50.70% | 27.78% | +22.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.70% | 38.26% | +15.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.31% | 32.61% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 30.39% | -0.52% |
Dividends
FLKR vs. LLY - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 2.62%, more than LLY's 0.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 2.62% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.58% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Frequently Asked Questions
FLKR and LLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (21.75%) compared to LLY (8.85%). In terms of maximum drawdown, FLKR dropped -50.06% vs LLY's -68.24%.
FLKR currently has the higher Sharpe Ratio (2.61 vs 1.21), 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.
Find the right allocation for FLKR and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer