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INRL.L vs. FLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


INRL.LFLIN
YTD Return17.39%19.42%
1Y Return25.45%30.55%
3Y Return (Ann)10.58%9.36%
5Y Return (Ann)13.06%14.74%
Sharpe Ratio1.692.07
Daily Std Dev14.83%14.59%
Max Drawdown-37.58%-41.90%
Current Drawdown-2.16%-0.94%

Correlation

-0.50.00.51.00.8

The correlation between INRL.L and FLIN is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

INRL.L vs. FLIN - Performance Comparison

In the year-to-date period, INRL.L achieves a 17.39% return, which is significantly lower than FLIN's 19.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
17.52%
15.48%
INRL.L
FLIN

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INRL.L vs. FLIN - Expense Ratio Comparison

INRL.L has a 0.85% expense ratio, which is higher than FLIN's 0.19% expense ratio.


INRL.L
Lyxor MSCI India UCITS ETF - Acc (USD)
Expense ratio chart for INRL.L: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

INRL.L vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) and Franklin FTSE India ETF (FLIN). 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.


INRL.L
Sharpe ratio
The chart of Sharpe ratio for INRL.L, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for INRL.L, currently valued at 2.91, compared to the broader market-2.000.002.004.006.008.0010.0012.002.91
Omega ratio
The chart of Omega ratio for INRL.L, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for INRL.L, currently valued at 2.98, compared to the broader market0.005.0010.0015.002.98
Martin ratio
The chart of Martin ratio for INRL.L, currently valued at 20.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.30
FLIN
Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for FLIN, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.0012.002.76
Omega ratio
The chart of Omega ratio for FLIN, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for FLIN, currently valued at 3.64, compared to the broader market0.005.0010.0015.003.64
Martin ratio
The chart of Martin ratio for FLIN, currently valued at 19.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.97

INRL.L vs. FLIN - Sharpe Ratio Comparison

The current INRL.L Sharpe Ratio is 1.69, which roughly equals the FLIN Sharpe Ratio of 2.07. The chart below compares the 12-month rolling Sharpe Ratio of INRL.L and FLIN.


Rolling 12-month Sharpe Ratio1.802.002.202.402.602.803.00AprilMayJuneJulyAugustSeptember
2.30
2.24
INRL.L
FLIN

Dividends

INRL.L vs. FLIN - Dividend Comparison

INRL.L has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 1.48%.


TTM202320222021202020192018
INRL.L
Lyxor MSCI India UCITS ETF - Acc (USD)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
1.48%0.73%0.73%2.26%0.68%0.90%0.92%

Drawdowns

INRL.L vs. FLIN - Drawdown Comparison

The maximum INRL.L drawdown since its inception was -37.58%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INRL.L and FLIN. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-1.25%
-0.94%
INRL.L
FLIN

Volatility

INRL.L vs. FLIN - Volatility Comparison

Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) has a higher volatility of 3.41% compared to Franklin FTSE India ETF (FLIN) at 2.85%. This indicates that INRL.L's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
3.41%
2.85%
INRL.L
FLIN