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FLKR vs. SSUN.F
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. SSUN.F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and Samsung Electronics Co., Ltd. (SSUN.F). The values are adjusted to include any dividend payments, if applicable.

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FLKR vs. SSUN.F - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%
SSUN.F
Samsung Electronics Co., Ltd.
41.43%105.87%-33.87%20.69%-31.32%-8.94%79.55%44.71%-25.24%-3.88%
Different Trading Currencies

FLKR is traded in USD, while SSUN.F is traded in EUR. To make them comparable, the SSUN.F values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FLKR achieves a 27.39% return, which is significantly lower than SSUN.F's 41.43% return.


FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*

SSUN.F

1D
7.82%
1M
-7.22%
YTD
41.43%
6M
78.68%
1Y
174.99%
3Y*
31.42%
5Y*
7.84%
10Y*
20.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FLKR vs. SSUN.F — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
Martin Ratio Rank

SSUN.F
SSUN.F Risk / Return Rank: 9595
Overall Rank
SSUN.F Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SSUN.F Sortino Ratio Rank: 9393
Sortino Ratio Rank
SSUN.F Omega Ratio Rank: 9393
Omega Ratio Rank
SSUN.F Calmar Ratio Rank: 9696
Calmar Ratio Rank
SSUN.F Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLKR vs. SSUN.F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Samsung Electronics Co., Ltd. (SSUN.F). 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.


FLKRSSUN.FDifference

Sharpe ratio

Return per unit of total volatility

3.66

3.56

+0.10

Sortino ratio

Return per unit of downside risk

3.85

3.48

+0.37

Omega ratio

Gain probability vs. loss probability

1.55

1.48

+0.07

Calmar ratio

Return relative to maximum drawdown

5.74

7.18

-1.45

Martin ratio

Return relative to average drawdown

22.99

23.01

-0.02

FLKR vs. SSUN.F - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.66, which is comparable to the SSUN.F Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of FLKR and SSUN.F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLKRSSUN.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

3.56

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.22

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.40

-0.08

Correlation

The correlation between FLKR and SSUN.F is 0.59, 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.


Dividends

FLKR vs. SSUN.F - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, more than SSUN.F's 0.59% yield.


TTM20252024202320222021202020192018201720162015
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%
SSUN.F
Samsung Electronics Co., Ltd.
0.59%1.28%3.08%2.16%2.54%1.99%4.16%3.67%4.41%2.04%1.94%1.86%

Drawdowns

FLKR vs. SSUN.F - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum SSUN.F drawdown of -71.08%. Use the drawdown chart below to compare losses from any high point for FLKR and SSUN.F.


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Drawdown Indicators


FLKRSSUN.FDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-86.06%

+36.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-22.15%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-49.11%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-51.09%

Current Drawdown

Current decline from peak

-16.79%

-15.70%

-1.09%

Average Drawdown

Average peak-to-trough decline

-22.44%

-25.92%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

7.52%

-1.77%

Volatility

FLKR vs. SSUN.F - Volatility Comparison

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 19.74%, while Samsung Electronics Co., Ltd. (SSUN.F) has a volatility of 23.90%. This indicates that FLKR experiences smaller price fluctuations and is considered to be less risky than SSUN.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRSSUN.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

23.90%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

43.26%

-13.01%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

48.80%

-13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

35.30%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

33.99%

-7.59%