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

Correlation

The correlation between VGR and FLKR is 0.36, 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.


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.

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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

13.61%

1M

7.27%

6M

2.22%

1Y

-7.01%

5Y*

5.21%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VGR vs. FLKR — Risk-Adjusted Performance Rank

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

VGR
The Risk-Adjusted Performance Rank of VGR is 8484
Overall Rank
The Sharpe Ratio Rank of VGR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VGR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VGR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VGR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VGR is 8585
Martin Ratio Rank

FLKR
The Risk-Adjusted Performance Rank of FLKR is 99
Overall Rank
The Sharpe Ratio Rank of FLKR is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 88
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 88
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 99
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

VGR vs. FLKR - Dividend Comparison

Neither VGR nor FLKR has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VGR
Vector Group Ltd.
2.67%4.00%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%
FLKR
Franklin FTSE South Korea ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGR vs. FLKR - Drawdown Comparison


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Volatility

VGR vs. FLKR - Volatility Comparison


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