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

Correlation

The correlation between FLKR and LLY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FLKR vs. LLY - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
-11.37%
1,102.14%
FLKR
LLY

Key characteristics

Sharpe Ratio

FLKR:

-0.34

LLY:

0.54

Sortino Ratio

FLKR:

-0.34

LLY:

1.01

Omega Ratio

FLKR:

0.96

LLY:

1.13

Calmar Ratio

FLKR:

-0.19

LLY:

0.79

Martin Ratio

FLKR:

-0.66

LLY:

1.61

Ulcer Index

FLKR:

12.91%

LLY:

12.05%

Daily Std Dev

FLKR:

24.85%

LLY:

36.25%

Max Drawdown

FLKR:

-50.06%

LLY:

-68.27%

Current Drawdown

FLKR:

-36.75%

LLY:

-7.55%

Returns By Period

In the year-to-date period, FLKR achieves a 8.74% return, which is significantly lower than LLY's 14.78% return.


FLKR

YTD

8.74%

1M

-1.86%

6M

-6.08%

1Y

-8.22%

5Y*

4.50%

10Y*

N/A

LLY

YTD

14.78%

1M

6.99%

6M

-0.58%

1Y

22.82%

5Y*

42.11%

10Y*

31.14%

*Annualized

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Risk-Adjusted Performance

FLKR vs. LLY — Risk-Adjusted Performance Rank

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

FLKR
The Risk-Adjusted Performance Rank of FLKR is 88
Overall Rank
The Sharpe Ratio Rank of FLKR is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 77
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 88
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 99
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 99
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7171
Overall Rank
The Sharpe Ratio Rank of LLY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FLKR, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.00
FLKR: -0.34
LLY: 0.54
The chart of Sortino ratio for FLKR, currently valued at -0.34, compared to the broader market-2.000.002.004.006.008.00
FLKR: -0.34
LLY: 1.01
The chart of Omega ratio for FLKR, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
FLKR: 0.96
LLY: 1.13
The chart of Calmar ratio for FLKR, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
FLKR: -0.19
LLY: 0.79
The chart of Martin ratio for FLKR, currently valued at -0.66, compared to the broader market0.0020.0040.0060.00
FLKR: -0.66
LLY: 1.61

The current FLKR Sharpe Ratio is -0.34, which is lower than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FLKR and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.34
0.54
FLKR
LLY

Dividends

FLKR vs. LLY - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 6.51%, more than LLY's 0.61% yield.


TTM20242023202220212020201920182017201620152014
FLKR
Franklin FTSE South Korea ETF
6.51%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

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%NovemberDecember2025FebruaryMarchApril
-36.75%
-7.55%
FLKR
LLY

Volatility

FLKR vs. LLY - Volatility Comparison

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 12.25%, while Eli Lilly and Company (LLY) has a volatility of 18.64%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.25%
18.64%
FLKR
LLY