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VGR vs. FLKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGR and FLKR is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

VGR vs. FLKR - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
103.87%
-16.56%
VGR
FLKR

Key characteristics

Returns By Period


VGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FLKR

YTD

-16.90%

1M

-6.36%

6M

-17.11%

1Y

-14.92%

5Y*

-0.97%

10Y*

N/A

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Risk-Adjusted Performance

VGR vs. FLKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vector Group Ltd. (VGR) 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.


Sharpe ratio
The chart of Sharpe ratio for VGR, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.35-0.60
The chart of Sortino ratio for VGR, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.002.19-0.73
The chart of Omega ratio for VGR, currently valued at 1.37, compared to the broader market0.501.001.502.001.370.91
The chart of Calmar ratio for VGR, currently valued at 1.39, compared to the broader market0.002.004.006.001.39-0.34
The chart of Martin ratio for VGR, currently valued at 7.20, compared to the broader market-5.000.005.0010.0015.0020.0025.007.20-1.58
VGR
FLKR


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.35
-0.60
VGR
FLKR

Dividends

VGR vs. FLKR - Dividend Comparison

VGR has not paid dividends to shareholders, while FLKR's dividend yield for the trailing twelve months is around 6.58%.


TTM20232022202120202019201820172016201520142013
VGR
Vector Group Ltd.
4.00%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%
FLKR
Franklin FTSE South Korea ETF
6.58%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%0.00%

Drawdowns

VGR vs. FLKR - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.13%
-40.45%
VGR
FLKR

Volatility

VGR vs. FLKR - Volatility Comparison

The current volatility for Vector Group Ltd. (VGR) is 0.00%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 5.99%. This indicates that VGR 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.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
5.99%
VGR
FLKR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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