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LTC vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTC vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LTC Properties, Inc. (LTC) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTC achieves a 14.13% return, which is significantly lower than FLTW's 67.52% return.


LTC

1D
2.20%
1M
-0.55%
YTD
14.13%
6M
14.56%
1Y
15.19%
3Y*
12.76%
5Y*
6.11%
10Y*
3.20%

FLTW

1D
-0.91%
1M
7.95%
YTD
67.52%
6M
70.15%
1Y
101.76%
3Y*
41.56%
5Y*
21.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTC vs. FLTW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTC
LTC Properties, Inc.
14.13%6.17%14.94%-3.25%10.52%-6.77%-7.56%12.79%1.12%-5.97%
FLTW
Franklin FTSE Taiwan ETF
67.52%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.28%

Correlation

The correlation between LTC and FLTW is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

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

0.17

The correlation between LTC and FLTW shifts across timeframes, from -0.08 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LTC vs. FLTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LTC
LTC Risk / Return Rank: 6666
Overall Rank
LTC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LTC Sortino Ratio Rank: 6161
Sortino Ratio Rank
LTC Omega Ratio Rank: 6060
Omega Ratio Rank
LTC Calmar Ratio Rank: 6767
Calmar Ratio Rank
LTC Martin Ratio Rank: 7171
Martin Ratio Rank

FLTW
FLTW Risk / Return Rank: 9494
Overall Rank
FLTW Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9393
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LTC vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LTC Properties, Inc. (LTC) 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.


LTCFLTWDifference
Sharpe ratioReturn per unit of total volatility

-2.71

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

1.15

1.57

-0.42

Calmar ratioReturn relative to maximum drawdown

1.24

9.41

-8.17

Martin ratioReturn relative to average drawdown

3.68

27.93

-24.25

LTC vs. FLTW - Sharpe Ratio Comparison

The current LTC Sharpe Ratio is 0.82, which is lower than the FLTW Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of LTC and FLTW, 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

LTC vs. FLTW - Drawdown Comparison

The maximum LTC drawdown since its inception was -80.13%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for LTC and FLTW.


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Drawdown Indicators


LTCFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-80.13%

-38.00%

-42.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-10.87%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.50%

-26.45%

+11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.80%

-38.00%

+10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-51.41%

Current Drawdown

Current decline from peak

-3.74%

-6.79%

+3.05%

Average Drawdown

Average peak-to-trough decline

-15.96%

-8.40%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.66%

+0.48%

Volatility

LTC vs. FLTW - Volatility Comparison

The current volatility for LTC Properties, Inc. (LTC) is 8.20%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 15.99%. This indicates that LTC 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


LTCFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.20%

15.99%

-7.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.15%

25.08%

-9.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

29.10%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.95%

23.23%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.14%

22.19%

+4.95%

Dividends

LTC vs. FLTW - Dividend Comparison

LTC's dividend yield for the trailing twelve months is around 5.99%, more than FLTW's 1.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTW
Franklin FTSE Taiwan ETF
1.43%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%
LTC
LTC Properties, Inc.
5.99%6.63%6.60%7.10%6.42%6.68%5.86%5.09%5.47%5.24%4.66%4.80%

Frequently Asked Questions


LTC and FLTW have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (15.99%) compared to LTC (8.20%). In terms of maximum drawdown, LTC dropped -80.13% vs FLTW's -38.00%.

FLTW currently has the higher Sharpe Ratio (3.53 vs 0.82), 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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