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FLRK.L vs. SSUN.F
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLRK.L vs. SSUN.F - Performance Comparison

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

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FLRK.L vs. SSUN.F - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLRK.L
Franklin FTSE Korea UCITS ETF
33.25%82.09%-20.56%14.16%-19.37%-5.90%42.60%-14.15%
SSUN.F
Samsung Electronics Co., Ltd.
43.71%91.85%-32.91%14.66%-23.33%-8.11%72.80%31.68%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with FLRK.L having a 33.25% return and SSUN.F slightly higher at 33.61%.


FLRK.L

1D
9.23%
1M
-10.91%
YTD
33.25%
6M
64.38%
1Y
132.77%
3Y*
28.16%
5Y*
10.26%
10Y*

SSUN.F

1D
0.00%
1M
-12.77%
YTD
33.61%
6M
68.92%
1Y
149.25%
3Y*
25.22%
5Y*
7.19%
10Y*
20.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FLRK.L vs. SSUN.F — Risk / Return Rank

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

FLRK.L
FLRK.L Risk / Return Rank: 9898
Overall Rank
FLRK.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRK.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLRK.L Omega Ratio Rank: 9797
Omega Ratio Rank
FLRK.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLRK.L 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.

FLRK.L vs. SSUN.F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Korea UCITS ETF (FLRK.L) 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.


FLRK.LSSUN.FDifference

Sharpe ratio

Return per unit of total volatility

4.25

3.14

+1.10

Sortino ratio

Return per unit of downside risk

4.56

3.26

+1.30

Omega ratio

Gain probability vs. loss probability

1.65

1.44

+0.20

Calmar ratio

Return relative to maximum drawdown

6.31

6.66

-0.35

Martin ratio

Return relative to average drawdown

24.10

19.75

+4.35

FLRK.L vs. SSUN.F - Sharpe Ratio Comparison

The current FLRK.L Sharpe Ratio is 4.25, which is higher than the SSUN.F Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of FLRK.L 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


FLRK.LSSUN.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.25

3.14

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.21

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.05

Correlation

The correlation between FLRK.L and SSUN.F is 0.65, 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

FLRK.L vs. SSUN.F - Dividend Comparison

FLRK.L has not paid dividends to shareholders, while SSUN.F's dividend yield for the trailing twelve months is around 0.59%.


TTM20252024202320222021202020192018201720162015
FLRK.L
Franklin FTSE Korea UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

FLRK.L vs. SSUN.F - Drawdown Comparison

The maximum FLRK.L drawdown since its inception was -41.57%, smaller than the maximum SSUN.F drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for FLRK.L and SSUN.F.


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Drawdown Indicators


FLRK.LSSUN.FDifference

Max Drawdown

Largest peak-to-trough decline

-41.57%

-86.06%

+44.49%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-22.15%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

-49.11%

+10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-51.09%

Current Drawdown

Current decline from peak

-13.91%

-15.70%

+1.79%

Average Drawdown

Average peak-to-trough decline

-20.35%

-25.92%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

7.52%

-1.97%

Volatility

FLRK.L vs. SSUN.F - Volatility Comparison

The current volatility for Franklin FTSE Korea UCITS ETF (FLRK.L) is 16.59%, while Samsung Electronics Co., Ltd. (SSUN.F) has a volatility of 21.49%. This indicates that FLRK.L 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


FLRK.LSSUN.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.59%

21.49%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

27.15%

41.53%

-14.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

47.20%

-16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

33.90%

-10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.13%

33.18%

-7.05%