ASG vs. USA
Compare and contrast key facts about Liberty All-Star Growth (ASG) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASG or USA.
Key characteristics
| ASG | USA | |
|---|---|---|
| YTD Return | 20.87% | 26.35% |
| 1Y Return | 30.74% | 34.06% |
| 3Y Return (Ann) | -7.81% | 4.59% |
| 5Y Return (Ann) | 8.54% | 13.31% |
| 10Y Return (Ann) | 11.52% | 12.98% |
| Sharpe Ratio | 2.19 | 2.45 |
| Sortino Ratio | 2.91 | 3.28 |
| Omega Ratio | 1.38 | 1.43 |
| Calmar Ratio | 0.85 | 1.91 |
| Martin Ratio | 13.32 | 16.36 |
| Ulcer Index | 2.55% | 2.10% |
| Daily Std Dev | 15.54% | 13.99% |
| Max Drawdown | -63.67% | -69.38% |
| Current Drawdown | -21.60% | 0.00% |
Fundamentals
| ASG | USA |
|---|
Correlation
The correlation between ASG and USA is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ASG vs. USA - Performance Comparison
In the year-to-date period, ASG achieves a 20.87% return, which is significantly lower than USA's 26.35% return. Over the past 10 years, ASG has underperformed USA with an annualized return of 11.52%, while USA has yielded a comparatively higher 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASG vs. USA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Growth (ASG) and Liberty All-Star Equity Fund (USA). 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.
Dividends
ASG vs. USA - Dividend Comparison
ASG's dividend yield for the trailing twelve months is around 7.54%, less than USA's 9.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASG Liberty All-Star Growth | 7.54% | 8.14% | 10.14% | 11.33% | 7.68% | 7.08% | 10.48% | 7.58% | 11.48% | 16.81% | 6.40% | 5.52% |
USA Liberty All-Star Equity Fund | 9.13% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Drawdowns
ASG vs. USA - Drawdown Comparison
The maximum ASG drawdown since its inception was -63.67%, smaller than the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ASG and USA. For additional features, visit the drawdowns tool.
Volatility
ASG vs. USA - Volatility Comparison
Liberty All-Star Growth (ASG) has a higher volatility of 6.12% compared to Liberty All-Star Equity Fund (USA) at 4.56%. This indicates that ASG's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ASG vs. USA - Financials Comparison
This section allows you to compare key financial metrics between Liberty All-Star Growth and Liberty All-Star Equity Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities