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HL vs. FLKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HL vs. FLKR - Performance Comparison

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

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Returns By Period

In the year-to-date period, HL achieves a -26.39% return, which is significantly lower than FLKR's 61.37% return.


HL

1D
-5.43%
1M
-9.43%
6M
-37.28%
YTD
-26.39%
1Y
146.28%
3Y*
37.43%
5Y*
16.67%
10Y*
8.43%
ALL TIME*
-0.08%

FLKR

1D
-2.28%
1M
-15.74%
6M
29.07%
YTD
61.37%
1Y
117.49%
3Y*
35.68%
5Y*
14.07%
10Y*
ALL TIME*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.49M$47.84M$51.57M
$675.62M$596.53M$453.27M

HL vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HL
Hecla Mining Company
-26.39%291.70%2.82%-12.93%6.99%-18.97%91.83%44.43%-40.37%-10.73%
FLKR
Franklin FTSE South Korea ETF
61.37%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%3.00%

Correlation

The correlation between HL and FLKR is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.32

The correlation between HL and FLKR shifts across timeframes, from 0.32 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HL vs. FLKR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HL
HL Risk / Return Rank: 8585
Overall Rank
HL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HL Sortino Ratio Rank: 8787
Sortino Ratio Rank
HL Omega Ratio Rank: 8585
Omega Ratio Rank
HL Calmar Ratio Rank: 8484
Calmar Ratio Rank
HL Martin Ratio Rank: 7878
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 8585
Overall Rank
FLKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 8080
Sortino Ratio Rank
FLKR Omega Ratio Rank: 8484
Omega Ratio Rank
FLKR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FLKR Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HL vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hecla Mining Company (HL) and Franklin FTSE South Korea ETF (FLKR). 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.


HLFLKRDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.30

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.64

3.46

-0.82

Martin ratioReturn relative to average drawdown

4.75

12.27

-7.52

HL vs. FLKR - Sharpe Ratio Comparison

The current HL Sharpe Ratio is 1.99, which is comparable to the FLKR Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of HL and FLKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HL vs. FLKR - Drawdown Comparison

The maximum HL drawdown since its inception was -97.92%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for HL and FLKR.


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Drawdown Indicators


HLFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-97.92%

-50.06%

-47.86%

Max Drawdown (1Y)

Largest decline over 1 year

-55.81%

-34.17%

-21.64%

Max Drawdown (3Y)

Largest decline over 3 years

-55.81%

-34.17%

-21.64%

Max Drawdown (5Y)

Largest decline over 5 years

-55.81%

-47.97%

-7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-82.45%

Current Drawdown

Current decline from peak

-55.59%

-28.42%

-27.17%

Average Drawdown

Average peak-to-trough decline

-69.88%

-21.96%

-47.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.92%

9.61%

+21.31%

Volatility

HL vs. FLKR - Volatility Comparison

The current volatility for Hecla Mining Company (HL) is 17.22%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 21.39%. This indicates that HL experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.22%

21.39%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

51.30%

50.33%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

73.85%

53.42%

+20.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.58%

32.16%

+27.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.79%

29.79%

+33.00%

Dividends

HL vs. FLKR - Dividend Comparison

HL's dividend yield for the trailing twelve months is around 0.11%, less than FLKR's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
FLKR
Franklin FTSE South Korea ETF
2.86%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%
HL
Hecla Mining Company
0.11%0.08%0.81%0.65%0.40%0.72%0.25%0.29%0.42%0.25%0.19%0.53%

Frequently Asked Questions


HL and FLKR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLKR has higher volatility (21.39%) compared to HL (17.22%). In terms of maximum drawdown, HL dropped -97.92% vs FLKR's -50.06%.

FLKR currently has the higher Sharpe Ratio (2.21 vs 1.99), 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.

Portfolio Optimizer

Find the right allocation for HL and FLKR

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