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SSRM vs. FLKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSRM vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SSR Mining Inc. (SSRM) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSRM achieves a 33.49% return, which is significantly lower than FLKR's 97.22% return.


SSRM

1D
-4.75%
1M
-1.55%
YTD
33.49%
6M
26.45%
1Y
124.56%
3Y*
28.74%
5Y*
14.06%
10Y*
9.84%

FLKR

1D
-12.51%
1M
7.54%
YTD
97.22%
6M
107.52%
1Y
178.78%
3Y*
48.47%
5Y*
17.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSRM vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSRM
SSR Mining Inc.
33.49%214.94%-35.32%-29.94%-10.02%-10.90%4.41%59.31%37.54%-8.44%
FLKR
Franklin FTSE South Korea ETF
97.22%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%3.00%

Correlation

The correlation between SSRM and FLKR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.29

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

0.31

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

0.21

The correlation between SSRM and FLKR shifts across timeframes, from 0.21 (all time) to 0.31 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SSRM vs. FLKR — Risk / Return Rank

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

SSRM
SSRM Risk / Return Rank: 8686
Overall Rank
SSRM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSRM Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSRM Omega Ratio Rank: 8282
Omega Ratio Rank
SSRM Calmar Ratio Rank: 8989
Calmar Ratio Rank
SSRM Martin Ratio Rank: 8888
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9292
Overall Rank
FLKR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLKR Omega Ratio Rank: 8989
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9595
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9494
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.

SSRM vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSR Mining Inc. (SSRM) 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.


SSRMFLKRDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.31

1.54

-0.23

Calmar ratioReturn relative to maximum drawdown

4.01

7.81

-3.81

Martin ratioReturn relative to average drawdown

10.18

26.91

-16.73

SSRM vs. FLKR - Sharpe Ratio Comparison

The current SSRM Sharpe Ratio is 1.85, which is lower than the FLKR Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of SSRM and FLKR, 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

SSRM vs. FLKR - Drawdown Comparison

The maximum SSRM drawdown since its inception was -91.68%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for SSRM and FLKR.


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Drawdown Indicators


SSRMFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-91.68%

-50.06%

-41.62%

Max Drawdown (1Y)

Largest decline over 1 year

-31.28%

-23.03%

-8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-73.41%

-26.39%

-47.02%

Max Drawdown (5Y)

Largest decline over 5 years

-83.16%

-49.51%

-33.65%

Max Drawdown (10Y)

Largest decline over 10 years

-83.16%

Current Drawdown

Current decline from peak

-32.78%

-12.51%

-20.27%

Average Drawdown

Average peak-to-trough decline

-57.13%

-21.98%

-35.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

6.67%

+5.63%

Volatility

SSRM vs. FLKR - Volatility Comparison

The current volatility for SSR Mining Inc. (SSRM) is 21.21%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 30.00%. This indicates that SSRM 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


SSRMFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.21%

30.00%

-8.79%

Volatility (6M)

Calculated over the trailing 6-month period

55.42%

45.17%

+10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

67.73%

48.46%

+19.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.16%

30.50%

+25.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.11%

28.88%

+24.23%

Dividends

SSRM vs. FLKR - Dividend Comparison

SSRM has not paid dividends to shareholders, while FLKR's dividend yield for the trailing twelve months is around 1.86%.


PositionTTM202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
1.86%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%
SSRM
SSR Mining Inc.
0.00%0.00%0.00%2.60%1.79%1.13%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SSRM and FLKR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLKR has higher volatility (30.00%) compared to SSRM (21.21%). In terms of maximum drawdown, SSRM dropped -91.68% vs FLKR's -50.06%.

FLKR currently has the higher Sharpe Ratio (3.71 vs 1.85), 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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