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

Correlation

The correlation between FLKR and PFE is 0.23, 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.


-0.50.00.51.00.2

Performance

FLKR vs. PFE - Performance Comparison

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

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-18.81%
-4.85%
FLKR
PFE

Key characteristics

Sharpe Ratio

FLKR:

-0.44

PFE:

-0.15

Sortino Ratio

FLKR:

-0.49

PFE:

-0.06

Omega Ratio

FLKR:

0.94

PFE:

0.99

Calmar Ratio

FLKR:

-0.24

PFE:

-0.06

Martin Ratio

FLKR:

-1.07

PFE:

-0.41

Ulcer Index

FLKR:

9.36%

PFE:

8.63%

Daily Std Dev

FLKR:

22.58%

PFE:

23.05%

Max Drawdown

FLKR:

-50.06%

PFE:

-54.82%

Current Drawdown

FLKR:

-38.73%

PFE:

-50.04%

Returns By Period

In the year-to-date period, FLKR achieves a 5.34% return, which is significantly higher than PFE's 0.72% return.


FLKR

YTD

5.34%

1M

-1.20%

6M

-18.81%

1Y

-9.60%

5Y*

-0.45%

10Y*

N/A

PFE

YTD

0.72%

1M

5.91%

6M

-4.85%

1Y

-0.16%

5Y*

-2.42%

10Y*

2.58%

*Annualized

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Risk-Adjusted Performance

FLKR vs. PFE — 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 44
Overall Rank
The Sharpe Ratio Rank of FLKR is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 44
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 44
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 44
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 44
Martin Ratio Rank

PFE
The Risk-Adjusted Performance Rank of PFE is 3939
Overall Rank
The Sharpe Ratio Rank of PFE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of PFE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PFE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PFE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PFE is 4141
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. PFE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Pfizer Inc. (PFE). 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 -0.44, compared to the broader market0.002.004.00-0.44-0.15
The chart of Sortino ratio for FLKR, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.0010.00-0.49-0.06
The chart of Omega ratio for FLKR, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.000.940.99
The chart of Calmar ratio for FLKR, currently valued at -0.24, compared to the broader market0.005.0010.0015.00-0.24-0.06
The chart of Martin ratio for FLKR, currently valued at -1.07, compared to the broader market0.0020.0040.0060.0080.00100.00-1.07-0.41
FLKR
PFE

The current FLKR Sharpe Ratio is -0.44, which is lower than the PFE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of FLKR and PFE, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.44
-0.15
FLKR
PFE

Dividends

FLKR vs. PFE - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 6.72%, more than PFE's 6.29% yield.


TTM20242023202220212020201920182017201620152014
FLKR
Franklin FTSE South Korea ETF
6.72%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%
PFE
Pfizer Inc.
6.29%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%

Drawdowns

FLKR vs. PFE - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum PFE drawdown of -54.82%. Use the drawdown chart below to compare losses from any high point for FLKR and PFE. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%AugustSeptemberOctoberNovemberDecember2025
-38.73%
-50.04%
FLKR
PFE

Volatility

FLKR vs. PFE - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) and Pfizer Inc. (PFE) have volatilities of 6.80% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.80%
6.90%
FLKR
PFE