AAS.L vs. ^GSPC

In the year-to-date period, AAS.L achieves a 123.08% return, which is significantly higher than ^GSPC's -3.70% return. Over the past 10 years, AAS.L has outperformed ^GSPC with an annualized return of 35.94%, while ^GSPC has yielded a comparatively lower 10.43% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Abrdn Asia Focus plc (AAS.L) and S&P 500 (^GSPC). 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.

The current AAS.L Sharpe Ratio is 5.25, which is higher than the ^GSPC Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AAS.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AAS.L drawdown since its inception was -73.14%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AAS.L and ^GSPC. For additional features, visit the drawdowns tool.

The current volatility for Abrdn Asia Focus plc (AAS.L) is 6.74%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that AAS.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.