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ASG vs. KMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ASG vs. KMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Growth (ASG) and Kinder Morgan, Inc. (KMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASG achieves a 4.45% return, which is significantly lower than KMI's 18.40% return. Both investments have delivered pretty close results over the past 10 years, with ASG having a 11.85% annualized return and KMI not far behind at 11.73%.


ASG

1D
-0.19%
1M
1.34%
YTD
4.45%
6M
4.45%
1Y
8.12%
3Y*
8.78%
5Y*
-1.22%
10Y*
11.85%

KMI

1D
1.85%
1M
-2.65%
YTD
18.40%
6M
21.76%
1Y
20.25%
3Y*
29.74%
5Y*
17.07%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASG vs. KMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASG
Liberty All-Star Growth
4.45%2.21%16.78%16.23%-40.91%22.60%37.99%60.54%-14.35%44.64%
KMI
Kinder Morgan, Inc.
18.40%4.74%64.42%4.10%21.23%23.75%-30.77%44.43%-11.18%-10.56%

Correlation

The correlation between ASG and KMI is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2011

0.35

The correlation between ASG and KMI shifts across timeframes, from -0.02 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ASG:

$333.17M

KMI:

$71.07B

EPS

ASG:

$1.04

KMI:

$1.53

PE Ratio

ASG:

5.11

KMI:

20.88

PS Ratio

ASG:

4.90

KMI:

4.05

PB Ratio

ASG:

0.90

KMI:

2.27

Total Revenue (TTM)

ASG:

$67.50M

KMI:

$17.52B

Gross Profit (TTM)

ASG:

$57.76M

KMI:

$5.86B

EBITDA (TTM)

ASG:

$61.00M

KMI:

$6.90B

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Return for Risk

ASG vs. KMI — Risk / Return Rank

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

ASG
ASG Risk / Return Rank: 5555
Overall Rank
ASG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ASG Sortino Ratio Rank: 5050
Sortino Ratio Rank
ASG Omega Ratio Rank: 4949
Omega Ratio Rank
ASG Calmar Ratio Rank: 5555
Calmar Ratio Rank
ASG Martin Ratio Rank: 6262
Martin Ratio Rank

KMI
KMI Risk / Return Rank: 7070
Overall Rank
KMI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KMI Sortino Ratio Rank: 6666
Sortino Ratio Rank
KMI Omega Ratio Rank: 6666
Omega Ratio Rank
KMI Calmar Ratio Rank: 7575
Calmar Ratio Rank
KMI Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASG vs. KMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) and Kinder Morgan, Inc. (KMI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASGKMIDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratioReturn relative to maximum drawdown

0.52

1.83

-1.31

Martin ratioReturn relative to average drawdown

1.92

3.62

-1.70

ASG vs. KMI - Sharpe Ratio Comparison

The current ASG Sharpe Ratio is 0.46, which is lower than the KMI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ASG and KMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASG vs. KMI - Drawdown Comparison

The maximum ASG drawdown since its inception was -66.77%, smaller than the maximum KMI drawdown of -72.70%. Use the drawdown chart below to compare losses from any high point for ASG and KMI.


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Drawdown Indicators


ASGKMIDifference

Max Drawdown

Largest peak-to-trough decline

-66.77%

-72.70%

+5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-11.11%

-4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-25.25%

-18.40%

-6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-45.91%

-20.31%

-25.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.91%

-55.13%

+9.22%

Current Drawdown

Current decline from peak

-18.82%

-6.91%

-11.91%

Average Drawdown

Average peak-to-trough decline

-17.61%

-32.06%

+14.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

5.60%

-1.36%

Volatility

ASG vs. KMI - Volatility Comparison

The current volatility for Liberty All-Star Growth (ASG) is 5.91%, while Kinder Morgan, Inc. (KMI) has a volatility of 6.93%. This indicates that ASG experiences smaller price fluctuations and is considered to be less risky than KMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASGKMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

6.93%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.01%

14.66%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

20.34%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.85%

22.61%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

27.71%

-2.63%

Dividends

ASG vs. KMI - Dividend Comparison

ASG's dividend yield for the trailing twelve months is around 8.87%, more than KMI's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
ASG
Liberty All-Star Growth
8.87%8.68%8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%8.61%16.81%
KMI
Kinder Morgan, Inc.
3.68%4.24%4.18%6.38%6.10%6.76%7.59%4.49%4.71%2.77%2.41%12.94%

Financials

ASG vs. KMI - Financials Comparison

This section allows you to compare key financial metrics between Liberty All-Star Growth and Kinder Morgan, Inc.. 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


0.001.00B2.00B3.00B4.00B5.00B6.00B202120222023202420252026
7.29M
4.83B
(ASG) Total Revenue
(KMI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ASG and KMI have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMI has higher volatility (6.93%) compared to ASG (5.91%). In terms of maximum drawdown, ASG dropped -66.77% vs KMI's -72.70%.

KMI currently has the higher Sharpe Ratio (1.00 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ASG and KMI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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