GMAB vs. FLTW
GMAB (Genmab A/S) is a stock, while FLTW (Franklin FTSE Taiwan ETF) is Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index. Over the past 5 years, GMAB returned -9.17%/yr vs 21.46%/yr for FLTW. At a 0.26 correlation, their price movements are largely independent.
Performance
GMAB vs. FLTW - Performance Comparison
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Returns By Period
In the year-to-date period, GMAB achieves a -15.78% return, which is significantly lower than FLTW's 69.07% return.
GMAB
- 1D
- 1.29%
- 1M
- -3.46%
- YTD
- -15.78%
- 6M
- -22.91%
- 1Y
- 25.44%
- 3Y*
- -12.24%
- 5Y*
- -9.17%
- 10Y*
- 4.58%
FLTW
- 1D
- -5.93%
- 1M
- 8.95%
- YTD
- 69.07%
- 6M
- 72.09%
- 1Y
- 109.94%
- 3Y*
- 41.99%
- 5Y*
- 21.46%
- 10Y*
- —
GMAB vs. FLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMAB Genmab A/S | -15.78% | 47.58% | -34.45% | -24.87% | 7.13% | -2.71% | 82.09% | 35.54% | -0.61% | -11.66% |
FLTW Franklin FTSE Taiwan ETF | 69.07% | 32.00% | 16.68% | 30.05% | -27.51% | 29.46% | 29.77% | 31.23% | -9.32% | -1.28% |
Correlation
The correlation between GMAB and FLTW is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.26 |
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Return for Risk
GMAB vs. FLTW — Risk / Return Rank
GMAB
FLTW
GMAB vs. FLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genmab A/S (GMAB) and Franklin FTSE Taiwan ETF (FLTW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GMAB | FLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.60 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 10.17 | -9.38 |
| Martin ratioReturn relative to average drawdown | 1.67 | 30.39 | -28.72 |
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Drawdowns
GMAB vs. FLTW - Drawdown Comparison
The maximum GMAB drawdown since its inception was -84.20%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for GMAB and FLTW.
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Drawdown Indicators
| GMAB | FLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.20% | -38.00% | -46.20% |
Max Drawdown (1Y)Largest decline over 1 year | -32.51% | -10.87% | -21.64% |
Max Drawdown (3Y)Largest decline over 3 years | -57.44% | -26.45% | -30.99% |
Max Drawdown (5Y)Largest decline over 5 years | -63.10% | -38.00% | -25.10% |
Max Drawdown (10Y)Largest decline over 10 years | -63.10% | — | — |
Current DrawdownCurrent decline from peak | -46.76% | -5.93% | -40.83% |
Average DrawdownAverage peak-to-trough decline | -31.11% | -8.41% | -22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.28% | 3.63% | +11.65% |
Volatility
GMAB vs. FLTW - Volatility Comparison
The current volatility for Genmab A/S (GMAB) is 10.81%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 16.14%. This indicates that GMAB experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMAB | FLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.81% | 16.14% | -5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 25.42% | 25.07% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.26% | 29.07% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.47% | 23.23% | +10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.02% | 22.20% | +12.82% |
Dividends
GMAB vs. FLTW - Dividend Comparison
GMAB has not paid dividends to shareholders, while FLTW's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FLTW Franklin FTSE Taiwan ETF | 1.42% | 2.51% | 1.89% | 2.85% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% |
GMAB Genmab A/S | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GMAB and FLTW have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLTW has higher volatility (16.14%) compared to GMAB (10.81%). In terms of maximum drawdown, GMAB dropped -84.20% vs FLTW's -38.00%.
FLTW currently has the higher Sharpe Ratio (3.80 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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