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FLSA vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLSA and AAPL is 0.26, 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.


-0.50.00.51.00.3

Performance

FLSA vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
70.41%
386.10%
FLSA
AAPL

Key characteristics

Sharpe Ratio

FLSA:

0.04

AAPL:

1.21

Sortino Ratio

FLSA:

0.15

AAPL:

1.82

Omega Ratio

FLSA:

1.02

AAPL:

1.23

Calmar Ratio

FLSA:

0.03

AAPL:

1.64

Martin Ratio

FLSA:

0.10

AAPL:

4.00

Ulcer Index

FLSA:

5.78%

AAPL:

6.81%

Daily Std Dev

FLSA:

13.67%

AAPL:

22.53%

Max Drawdown

FLSA:

-38.32%

AAPL:

-81.80%

Current Drawdown

FLSA:

-14.68%

AAPL:

-2.14%

Returns By Period

In the year-to-date period, FLSA achieves a -1.40% return, which is significantly lower than AAPL's 29.47% return.


FLSA

YTD

-1.40%

1M

-0.90%

6M

0.63%

1Y

0.17%

5Y*

8.73%

10Y*

N/A

AAPL

YTD

29.47%

1M

8.78%

6M

16.02%

1Y

26.57%

5Y*

29.75%

10Y*

25.91%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FLSA vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for FLSA, currently valued at 0.04, compared to the broader market0.002.004.000.041.21
The chart of Sortino ratio for FLSA, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.000.151.82
The chart of Omega ratio for FLSA, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.23
The chart of Calmar ratio for FLSA, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.031.64
The chart of Martin ratio for FLSA, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.00100.000.104.00
FLSA
AAPL

The current FLSA Sharpe Ratio is 0.04, which is lower than the AAPL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FLSA and AAPL, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.04
1.21
FLSA
AAPL

Dividends

FLSA vs. AAPL - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 1.53%, more than AAPL's 0.40% yield.


TTM20232022202120202019201820172016201520142013
FLSA
Franklin FTSE Saudi Arabia ETF
1.53%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

FLSA vs. AAPL - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.32%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for FLSA and AAPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.68%
-2.14%
FLSA
AAPL

Volatility

FLSA vs. AAPL - Volatility Comparison

Franklin FTSE Saudi Arabia ETF (FLSA) has a higher volatility of 4.13% compared to Apple Inc (AAPL) at 3.78%. This indicates that FLSA's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.13%
3.78%
FLSA
AAPL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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