STM vs. FLKR
STM (STMicroelectronics N.V.) 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, STM returned 14.33%/yr vs 17.20%/yr for FLKR. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
STM vs. FLKR - Performance Comparison
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Returns By Period
In the year-to-date period, STM achieves a 176.58% return, which is significantly higher than FLKR's 88.17% return.
STM
- 1D
- 0.10%
- 1M
- -8.42%
- 6M
- 148.77%
- YTD
- 176.58%
- 1Y
- 123.79%
- 3Y*
- 14.24%
- 5Y*
- 14.33%
- 10Y*
- 29.42%
FLKR
- 1D
- -0.13%
- 1M
- -5.67%
- 6M
- 69.24%
- YTD
- 88.17%
- 1Y
- 153.09%
- 3Y*
- 45.44%
- 5Y*
- 17.20%
- 10Y*
- —
STM vs. FLKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STM STMicroelectronics N.V. | 176.58% | 5.28% | -49.67% | 41.66% | -26.76% | 32.39% | 38.91% | 96.34% | -35.65% | -10.90% |
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 STM and FLKR is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.54 |
The correlation between STM and FLKR has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
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Return for Risk
STM vs. FLKR — Risk / Return Rank
STM
FLKR
STM vs. FLKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics N.V. (STM) 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.
| STM | FLKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 6.61 | -3.35 |
| Martin ratioReturn relative to average drawdown | 7.35 | 20.76 | -13.42 |
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Drawdowns
STM vs. FLKR - Drawdown Comparison
The maximum STM drawdown since its inception was -94.40%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for STM and FLKR.
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Drawdown Indicators
| STM | FLKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -50.06% | -44.34% |
Max Drawdown (1Y)Largest decline over 1 year | -36.35% | -23.03% | -13.32% |
Max Drawdown (3Y)Largest decline over 3 years | -66.66% | -26.39% | -40.27% |
Max Drawdown (5Y)Largest decline over 5 years | -66.66% | -48.14% | -18.52% |
Max Drawdown (10Y)Largest decline over 10 years | -66.66% | — | — |
Current DrawdownCurrent decline from peak | -10.47% | -16.53% | +6.06% |
Average DrawdownAverage peak-to-trough decline | -55.08% | -21.93% | -33.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.12% | 7.32% | +8.80% |
Volatility
STM vs. FLKR - Volatility Comparison
The current volatility for STMicroelectronics N.V. (STM) is 22.31%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 24.66%. This indicates that STM 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
| STM | FLKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.31% | 24.66% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 44.40% | 46.71% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.14% | 49.65% | +6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 30.98% | +14.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.53% | 29.12% | +15.41% |
Dividends
STM vs. FLKR - Dividend Comparison
STM's dividend yield for the trailing twelve months is around 0.50%, less 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% |
STM STMicroelectronics N.V. | 0.50% | 1.39% | 1.32% | 0.48% | 0.67% | 0.45% | 0.50% | 0.89% | 1.73% | 0.98% | 2.10% | 5.11% |
Frequently Asked Questions
STM and FLKR have a correlation of 0.55, 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 STM (22.31%). In terms of maximum drawdown, STM dropped -94.40% vs FLKR's -50.06%.
FLKR currently has the higher Sharpe Ratio (3.07 vs 2.12), 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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