ITRN vs. FLKR
ITRN (Ituran Location and Control Ltd.) is a stock, while FLKR (Franklin FTSE South Korea ETF) is South Korea Equities fund tracking the FTSE South Korea RIC Capped Index. Over the past 5 years, ITRN returned 21.07%/yr vs 17.20%/yr for FLKR. At a 0.29 correlation, their price movements are largely independent.
Performance
ITRN vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, ITRN achieves a 35.25% return, which is significantly lower than FLKR's 88.17% return.
ITRN
- 1D
- -0.50%
- 1M
- -14.61%
- 6M
- 33.88%
- YTD
- 35.25%
- 1Y
- 51.72%
- 3Y*
- 41.37%
- 5Y*
- 21.07%
- 10Y*
- 13.25%
FLKR
- 1D
- -0.13%
- 1M
- -5.67%
- 6M
- 69.24%
- YTD
- 88.17%
- 1Y
- 153.09%
- 3Y*
- 45.44%
- 5Y*
- 17.20%
- 10Y*
- —
ITRN vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITRN Ituran Location and Control Ltd. | 35.25% | 45.63% | 21.02% | 32.47% | -18.79% | 45.32% | -22.93% | -18.98% | -3.46% | -2.31% |
FLKR Franklin FTSE South Korea ETF | 88.17% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
Correlation
The correlation between ITRN and FLKR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.29 |
The correlation between ITRN and FLKR shifts across timeframes, from 0.29 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ITRN vs. FLKR — Risk / Return Rank
ITRN
FLKR
ITRN vs. FLKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ituran Location and Control Ltd. (ITRN) 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.
| ITRN | FLKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 6.61 | -4.47 |
| Martin ratioReturn relative to average drawdown | 6.04 | 20.76 | -14.73 |
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Drawdowns
ITRN vs. FLKR - Drawdown Comparison
The maximum ITRN drawdown since its inception was -68.39%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for ITRN and FLKR.
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Drawdown Indicators
| ITRN | FLKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.39% | -50.06% | -18.33% |
Max Drawdown (1Y)Largest decline over 1 year | -22.99% | -23.03% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.82% | -26.39% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -48.14% | +18.11% |
Max Drawdown (10Y)Largest decline over 10 years | -68.39% | — | — |
Current DrawdownCurrent decline from peak | -14.96% | -16.53% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -19.45% | -21.93% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.16% | 7.32% | +0.84% |
Volatility
ITRN vs. FLKR - Volatility Comparison
The current volatility for Ituran Location and Control Ltd. (ITRN) is 11.17%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 24.66%. This indicates that ITRN 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
| ITRN | FLKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.17% | 24.66% | -13.49% |
Volatility (6M)Calculated over the trailing 6-month period | 24.12% | 46.71% | -22.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.94% | 49.65% | -16.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.60% | 30.98% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.65% | 29.12% | +4.53% |
Dividends
ITRN vs. FLKR - Dividend Comparison
ITRN's dividend yield for the trailing twelve months is around 5.36%, more than FLKR's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 2.45% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% | 0.00% | 0.00% |
ITRN Ituran Location and Control Ltd. | 5.36% | 4.65% | 5.01% | 2.50% | 2.65% | 3.37% | 1.26% | 3.78% | 2.96% | 3.27% | 3.25% | 4.12% |
Frequently Asked Questions
ITRN and FLKR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (24.66%) compared to ITRN (11.17%). In terms of maximum drawdown, ITRN dropped -68.39% vs FLKR's -50.06%.
FLKR currently has the higher Sharpe Ratio (3.07 vs 1.50), 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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