FLKR vs. LLY
Compare and contrast key facts about Franklin FTSE South Korea ETF (FLKR) and Eli Lilly and Company (LLY).
FLKR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE South Korea RIC Capped Index. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLKR or LLY.
Key characteristics
| FLKR | LLY | |
|---|---|---|
| YTD Return | -12.07% | 41.16% |
| 1Y Return | -0.82% | 34.54% |
| 3Y Return (Ann) | -9.10% | 48.26% |
| 5Y Return (Ann) | 1.15% | 51.11% |
| Sharpe Ratio | -0.08 | 1.29 |
| Sortino Ratio | 0.04 | 1.90 |
| Omega Ratio | 1.01 | 1.26 |
| Calmar Ratio | -0.05 | 1.98 |
| Martin Ratio | -0.28 | 6.53 |
| Ulcer Index | 6.28% | 5.80% |
| Daily Std Dev | 22.14% | 29.34% |
| Max Drawdown | -50.06% | -68.27% |
| Current Drawdown | -36.99% | -14.70% |
Correlation
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 -12.07% return, which is significantly lower than LLY's 41.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
FLKR vs. LLY - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 8.08%, more than LLY's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 8.08% | 2.29% | 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 | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 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.
Volatility
FLKR vs. LLY - Volatility Comparison
The current volatility for Franklin FTSE South Korea ETF (FLKR) is 6.47%, while Eli Lilly and Company (LLY) has a volatility of 9.85%. 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.