M vs. FLKR
M (Macy's, Inc.) is a stock, while FLKR (Franklin FTSE South Korea ETF) is Asia Pacific Equities fund tracking the FTSE South Korea RIC Capped Index. Over the past 5 years, M returned 9.92%/yr vs 19.64%/yr for FLKR. At a 0.28 correlation, their price movements are largely independent.
Performance
M vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, M achieves a 14.05% return, which is significantly lower than FLKR's 112.26% return.
M
- 1D
- -1.98%
- 1M
- 35.08%
- YTD
- 14.05%
- 6M
- 5.49%
- 1Y
- 127.89%
- 3Y*
- 21.01%
- 5Y*
- 9.92%
- 10Y*
- 1.41%
FLKR
- 1D
- 7.15%
- 1M
- 17.17%
- YTD
- 112.26%
- 6M
- 128.12%
- 1Y
- 212.42%
- 3Y*
- 49.62%
- 5Y*
- 19.64%
- 10Y*
- —
M vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 14.05% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | 39.24% |
FLKR Franklin FTSE South Korea ETF | 112.26% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
Correlation
The correlation between M and FLKR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.28 |
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Return for Risk
M vs. FLKR — Risk / Return Rank
M
FLKR
M vs. FLKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) 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.
| M | FLKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.63 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 9.29 | -4.79 |
| Martin ratioReturn relative to average drawdown | 10.89 | 32.27 | -21.38 |
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Drawdowns
M vs. FLKR - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for M and FLKR.
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Drawdown Indicators
| M | FLKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.95% | -50.06% | -41.89% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -23.03% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -51.33% | -26.39% | -24.94% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -49.51% | -20.14% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | — | — |
Current DrawdownCurrent decline from peak | -45.61% | -2.76% | -42.85% |
Average DrawdownAverage peak-to-trough decline | -34.61% | -22.02% | -12.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.79% | 6.61% | +5.18% |
Volatility
M vs. FLKR - Volatility Comparison
The current volatility for Macy's, Inc. (M) is 14.88%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 26.71%. This indicates that M 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
| M | FLKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.88% | 26.71% | -11.83% |
Volatility (6M)Calculated over the trailing 6-month period | 29.42% | 42.52% | -13.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.25% | 46.33% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.14% | 29.77% | +24.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.19% | 28.47% | +27.72% |
Dividends
M vs. FLKR - Dividend Comparison
M's dividend yield for the trailing twelve months is around 3.03%, more than FLKR's 1.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 1.82% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% | 0.00% | 0.00% |
M Macy's, Inc. | 3.03% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
Frequently Asked Questions
M and FLKR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (26.71%) compared to M (14.88%). In terms of maximum drawdown, M dropped -91.95% vs FLKR's -50.06%.
FLKR currently has the higher Sharpe Ratio (4.63 vs 2.79), 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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