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AOD vs. XYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOD and XYLG is 0.76, 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.


-0.50.00.51.00.8

Performance

AOD vs. XYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.11%
10.32%
AOD
XYLG

Key characteristics

Sharpe Ratio

AOD:

1.44

XYLG:

2.54

Sortino Ratio

AOD:

1.97

XYLG:

3.44

Omega Ratio

AOD:

1.26

XYLG:

1.52

Calmar Ratio

AOD:

1.64

XYLG:

3.34

Martin Ratio

AOD:

9.37

XYLG:

17.37

Ulcer Index

AOD:

1.90%

XYLG:

1.38%

Daily Std Dev

AOD:

12.38%

XYLG:

9.41%

Max Drawdown

AOD:

-72.26%

XYLG:

-21.30%

Current Drawdown

AOD:

-4.66%

XYLG:

-0.69%

Returns By Period

In the year-to-date period, AOD achieves a 15.69% return, which is significantly lower than XYLG's 22.64% return.


AOD

YTD

15.69%

1M

-1.28%

6M

7.12%

1Y

17.10%

5Y*

7.91%

10Y*

8.59%

XYLG

YTD

22.64%

1M

1.65%

6M

10.26%

1Y

23.88%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

AOD vs. XYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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 AOD, currently valued at 1.44, compared to the broader market-4.00-2.000.002.001.442.54
The chart of Sortino ratio for AOD, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.001.973.44
The chart of Omega ratio for AOD, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.52
The chart of Calmar ratio for AOD, currently valued at 1.64, compared to the broader market0.002.004.006.001.643.34
The chart of Martin ratio for AOD, currently valued at 9.37, compared to the broader market-5.000.005.0010.0015.0020.0025.009.3717.37
AOD
XYLG

The current AOD Sharpe Ratio is 1.44, which is lower than the XYLG Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of AOD and XYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.44
2.54
AOD
XYLG

Dividends

AOD vs. XYLG - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 10.19%, more than XYLG's 4.40% yield.


TTM20232022202120202019201820172016201520142013
AOD
Abrdn Total Dynamic Dividend Fund
10.19%8.64%8.92%6.81%7.86%7.78%9.65%7.35%9.18%9.01%8.06%8.40%
XYLG
Global X S&P 500 Covered Call & Growth ETF
4.40%5.38%6.44%7.41%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AOD vs. XYLG - Drawdown Comparison

The maximum AOD drawdown since its inception was -72.26%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for AOD and XYLG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.66%
-0.69%
AOD
XYLG

Volatility

AOD vs. XYLG - Volatility Comparison

Abrdn Total Dynamic Dividend Fund (AOD) has a higher volatility of 3.62% compared to Global X S&P 500 Covered Call & Growth ETF (XYLG) at 2.61%. This indicates that AOD's price experiences larger fluctuations and is considered to be riskier than XYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
2.61%
AOD
XYLG
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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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