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TDW vs. FLKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDW vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tidewater Inc. (TDW) 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, TDW achieves a 48.60% return, which is significantly lower than FLKR's 61.37% return.


TDW

1D
2.15%
1M
11.98%
6M
20.12%
YTD
48.60%
1Y
50.09%
3Y*
6.38%
5Y*
45.99%
10Y*
-4.85%
ALL TIME*
-0.63%

FLKR

1D
-2.28%
1M
-15.74%
6M
29.07%
YTD
61.37%
1Y
117.49%
3Y*
35.68%
5Y*
14.07%
10Y*
ALL TIME*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.49M$47.84M$51.57M
$41.43M$47.11M$55.89M

TDW vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TDW
Tidewater Inc.
48.60%-7.68%-24.13%95.69%244.07%23.96%-55.14%0.78%-21.60%-11.01%
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 TDW and FLKR is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

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

0.24

The correlation between TDW and FLKR shifts across timeframes, from 0.12 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDW vs. FLKR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TDW
TDW Risk / Return Rank: 7474
Overall Rank
TDW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TDW Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDW Omega Ratio Rank: 7272
Omega Ratio Rank
TDW Calmar Ratio Rank: 7777
Calmar Ratio Rank
TDW Martin Ratio Rank: 7474
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 8585
Overall Rank
FLKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 8080
Sortino Ratio Rank
FLKR Omega Ratio Rank: 8484
Omega Ratio Rank
FLKR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FLKR Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TDW vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidewater Inc. (TDW) 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.


TDWFLKRDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratioReturn relative to maximum drawdown

1.73

3.46

-1.73

Martin ratioReturn relative to average drawdown

3.60

12.27

-8.67

TDW vs. FLKR - Sharpe Ratio Comparison

The current TDW Sharpe Ratio is 0.93, which is lower than the FLKR Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TDW 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

TDW vs. FLKR - Drawdown Comparison

The maximum TDW drawdown since its inception was -99.80%, which is greater than FLKR's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for TDW and FLKR.


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Drawdown Indicators


TDWFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-50.06%

-49.74%

Max Drawdown (1Y)

Largest decline over 1 year

-29.10%

-34.17%

+5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-70.35%

-34.17%

-36.18%

Max Drawdown (5Y)

Largest decline over 5 years

-70.35%

-47.97%

-22.38%

Max Drawdown (10Y)

Largest decline over 10 years

-97.27%

Current Drawdown

Current decline from peak

-96.37%

-28.42%

-67.95%

Average Drawdown

Average peak-to-trough decline

-49.15%

-21.96%

-27.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.96%

9.61%

+4.35%

Volatility

TDW vs. FLKR - Volatility Comparison

The current volatility for Tidewater Inc. (TDW) is 11.22%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 21.39%. This indicates that TDW 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


TDWFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.22%

21.39%

-10.17%

Volatility (6M)

Calculated over the trailing 6-month period

30.87%

50.33%

-19.46%

Volatility (1Y)

Calculated over the trailing 1-year period

54.11%

53.42%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.29%

32.16%

+21.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.15%

29.79%

+36.36%

Dividends

TDW vs. FLKR - Dividend Comparison

TDW has not paid dividends to shareholders, while FLKR's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024202320222021202020192018201720162015
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%
TDW
Tidewater Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.12%0.00%0.00%0.04%0.00%14.37%

Frequently Asked Questions


TDW and FLKR have a correlation of 0.12, 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 TDW (11.22%). In terms of maximum drawdown, TDW dropped -99.80% vs FLKR's -50.06%.

FLKR currently has the higher Sharpe Ratio (2.21 vs 0.93), 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.

Portfolio Optimizer

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