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

Correlation

The correlation between ASG and USA is 0.51, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ASG vs. USA - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
1,794.12%
2,884.37%
ASG
USA

Key characteristics

Sharpe Ratio

ASG:

0.08

USA:

0.17

Sortino Ratio

ASG:

0.28

USA:

0.37

Omega Ratio

ASG:

1.04

USA:

1.05

Calmar Ratio

ASG:

0.05

USA:

0.18

Martin Ratio

ASG:

0.24

USA:

0.68

Ulcer Index

ASG:

7.76%

USA:

4.62%

Daily Std Dev

ASG:

23.18%

USA:

18.33%

Max Drawdown

ASG:

-63.67%

USA:

-69.05%

Current Drawdown

ASG:

-32.22%

USA:

-10.09%

Fundamentals

Returns By Period

In the year-to-date period, ASG achieves a -10.86% return, which is significantly lower than USA's -4.90% return. Over the past 10 years, ASG has underperformed USA with an annualized return of 9.42%, while USA has yielded a comparatively higher 11.49% annualized return.


ASG

YTD

-10.86%

1M

-1.87%

6M

-8.69%

1Y

3.23%

5Y*

7.91%

10Y*

9.42%

USA

YTD

-4.90%

1M

-3.21%

6M

-6.04%

1Y

4.56%

5Y*

14.97%

10Y*

11.49%

*Annualized

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Risk-Adjusted Performance

ASG vs. USA — Risk-Adjusted Performance Rank

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

ASG
The Risk-Adjusted Performance Rank of ASG is 5151
Overall Rank
The Sharpe Ratio Rank of ASG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ASG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ASG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ASG is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ASG is 5555
Martin Ratio Rank

USA
The Risk-Adjusted Performance Rank of USA is 5555
Overall Rank
The Sharpe Ratio Rank of USA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of USA is 4848
Sortino Ratio Rank
The Omega Ratio Rank of USA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of USA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of USA is 6161
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.

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.


The chart of Sharpe ratio for ASG, currently valued at 0.08, compared to the broader market-2.00-1.000.001.002.003.00
ASG: 0.08
USA: 0.17
The chart of Sortino ratio for ASG, currently valued at 0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
ASG: 0.28
USA: 0.37
The chart of Omega ratio for ASG, currently valued at 1.04, compared to the broader market0.501.001.502.00
ASG: 1.04
USA: 1.05
The chart of Calmar ratio for ASG, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
ASG: 0.05
USA: 0.18
The chart of Martin ratio for ASG, currently valued at 0.24, compared to the broader market-5.000.005.0010.0015.0020.00
ASG: 0.24
USA: 0.68

The current ASG Sharpe Ratio is 0.08, which is lower than the USA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ASG and USA, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.08
0.17
ASG
USA

Dividends

ASG vs. USA - Dividend Comparison

ASG's dividend yield for the trailing twelve months is around 9.52%, less than USA's 10.79% yield.


TTM20242023202220212020201920182017201620152014
ASG
Liberty All-Star Growth
9.52%8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%
USA
Liberty All-Star Equity Fund
10.79%10.22%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%

Drawdowns

ASG vs. USA - Drawdown Comparison

The maximum ASG drawdown since its inception was -63.67%, smaller than the maximum USA drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for ASG and USA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.22%
-10.09%
ASG
USA

Volatility

ASG vs. USA - Volatility Comparison

Liberty All-Star Growth (ASG) has a higher volatility of 16.18% compared to Liberty All-Star Equity Fund (USA) at 11.99%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.18%
11.99%
ASG
USA

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.


Quarterly
Annual

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


Values in USD except per share items