M vs. FLKR
M (Macy's, Inc.) 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, M returned 12.09%/yr vs 14.07%/yr for FLKR. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
M vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, M achieves a 14.70% return, which is significantly lower than FLKR's 61.37% return.
M
- 1D
- -0.44%
- 1M
- 6.75%
- 6M
- 26.33%
- YTD
- 14.70%
- 1Y
- 108.42%
- 3Y*
- 20.04%
- 5Y*
- 12.09%
- 10Y*
- 1.61%
- ALL TIME*
- 4.98%
FLKR
- 1D
- -2.28%
- 1M
- -12.85%
- 6M
- 29.07%
- YTD
- 61.37%
- 1Y
- 124.39%
- 3Y*
- 35.68%
- 5Y*
- 14.07%
- 10Y*
- —
- ALL TIME*
- 11.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.49M | $47.84M | $51.57M | |
| $119.78M | $113.95M | $138.29M |
M vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 14.70% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | 39.24% |
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 M and FLKR is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
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 | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.46 | +0.20 |
| Martin ratioReturn relative to average drawdown | 8.83 | 12.27 | -3.45 |
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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% | -34.17% | +5.56% |
Max Drawdown (3Y)Largest decline over 3 years | -51.33% | -34.17% | -17.16% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -47.97% | -21.68% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | — | — |
Current DrawdownCurrent decline from peak | -45.30% | -28.42% | -16.88% |
Average DrawdownAverage peak-to-trough decline | -34.66% | -21.96% | -12.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.84% | 9.61% | +2.23% |
Volatility
M vs. FLKR - Volatility Comparison
The current volatility for Macy's, Inc. (M) is 10.36%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 21.39%. 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 | 10.36% | 21.39% | -11.03% |
Volatility (6M)Calculated over the trailing 6-month period | 30.38% | 50.33% | -19.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.06% | 53.42% | -7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.00% | 32.16% | +21.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.29% | 29.79% | +26.50% |
Dividends
M vs. FLKR - Dividend Comparison
M's dividend yield for the trailing twelve months is around 3.01%, more than FLKR's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
M Macy's, Inc. | 3.01% | 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 (21.39%) compared to M (10.36%). In terms of maximum drawdown, M dropped -91.95% vs FLKR's -50.06%.
M currently has the higher Sharpe Ratio (2.28 vs 2.21), 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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