FLKR vs. LLY

In the year-to-date period, FLKR achieves a 14.03% return, which is significantly higher than LLY's -3.19% return.

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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 current FLKR Sharpe Ratio is -0.29, which is lower than the LLY Sharpe Ratio of -0.02. 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.

FLKR's dividend yield for the trailing twelve months is around 6.21%, more than LLY's 0.72% yield.

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.

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 4.69%, while Eli Lilly and Company (LLY) has a volatility of 21.88%. 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.