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AOD vs. ASG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AOD and ASG is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

AOD vs. ASG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and Liberty All-Star Growth (ASG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AOD:

0.87

ASG:

0.32

Sortino Ratio

AOD:

1.14

ASG:

0.54

Omega Ratio

AOD:

1.17

ASG:

1.07

Calmar Ratio

AOD:

1.00

ASG:

0.16

Martin Ratio

AOD:

4.66

ASG:

0.72

Ulcer Index

AOD:

3.08%

ASG:

8.46%

Daily Std Dev

AOD:

18.84%

ASG:

23.68%

Max Drawdown

AOD:

-72.26%

ASG:

-63.67%

Current Drawdown

AOD:

-0.93%

ASG:

-27.17%

Fundamentals

Returns By Period

In the year-to-date period, AOD achieves a 6.18% return, which is significantly higher than ASG's -4.22% return. Over the past 10 years, AOD has underperformed ASG with an annualized return of 8.51%, while ASG has yielded a comparatively higher 10.31% annualized return.


AOD

YTD

6.18%

1M

4.28%

6M

3.26%

1Y

15.34%

3Y*

11.12%

5Y*

13.18%

10Y*

8.51%

ASG

YTD

-4.22%

1M

7.45%

6M

-7.49%

1Y

6.93%

3Y*

5.76%

5Y*

7.08%

10Y*

10.31%

*Annualized

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Abrdn Total Dynamic Dividend Fund

Liberty All-Star Growth

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AOD vs. ASG — Risk-Adjusted Performance Rank

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

AOD
The Risk-Adjusted Performance Rank of AOD is 7878
Overall Rank
The Sharpe Ratio Rank of AOD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AOD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AOD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of AOD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AOD is 8585
Martin Ratio Rank

ASG
The Risk-Adjusted Performance Rank of ASG is 5959
Overall Rank
The Sharpe Ratio Rank of ASG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ASG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ASG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ASG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ASG is 6262
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.

AOD vs. ASG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and Liberty All-Star Growth (ASG). 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 AOD Sharpe Ratio is 0.87, which is higher than the ASG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of AOD and ASG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AOD vs. ASG - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 12.99%, more than ASG's 8.86% yield.


TTM20242023202220212020201920182017201620152014
AOD
Abrdn Total Dynamic Dividend Fund
12.99%10.77%8.64%8.92%6.81%7.86%7.78%9.65%7.35%9.18%9.01%8.06%
ASG
Liberty All-Star Growth
8.86%8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%

Drawdowns

AOD vs. ASG - Drawdown Comparison

The maximum AOD drawdown since its inception was -72.26%, which is greater than ASG's maximum drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for AOD and ASG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AOD vs. ASG - Volatility Comparison

The current volatility for Abrdn Total Dynamic Dividend Fund (AOD) is 3.18%, while Liberty All-Star Growth (ASG) has a volatility of 5.76%. This indicates that AOD experiences smaller price fluctuations and is considered to be less risky than ASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

AOD vs. ASG - Financials Comparison

This section allows you to compare key financial metrics between Abrdn Total Dynamic Dividend Fund and Liberty All-Star Growth. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


(AOD) Total Revenue
(ASG) Total Revenue
Values in USD except per share items