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ASGI vs. MPLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASGI vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Global Infrastructure Income Fund (ASGI) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASGI achieves a 4.04% return, which is significantly lower than MPLX's 10.71% return.


ASGI

1D
2.12%
1M
-7.85%
YTD
4.04%
6M
5.99%
1Y
22.98%
3Y*
20.51%
5Y*
11.30%
10Y*

MPLX

1D
1.66%
1M
0.66%
YTD
10.71%
6M
10.03%
1Y
19.67%
3Y*
28.75%
5Y*
24.50%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASGI vs. MPLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ASGI
Abrdn Global Infrastructure Income Fund
4.04%44.20%10.26%14.48%-10.50%18.17%-4.74%
MPLX
MPLX LP
10.71%20.54%41.72%22.46%21.09%53.92%29.53%

Correlation

The correlation between ASGI and MPLX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.30

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.35

The correlation between ASGI and MPLX shifts across timeframes, from 0.16 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ASGI vs. MPLX — Risk / Return Rank

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

ASGI
ASGI Risk / Return Rank: 2424
Overall Rank
ASGI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 2222
Sortino Ratio Rank
ASGI Omega Ratio Rank: 2525
Omega Ratio Rank
ASGI Calmar Ratio Rank: 2424
Calmar Ratio Rank
ASGI Martin Ratio Rank: 2525
Martin Ratio Rank

MPLX
MPLX Risk / Return Rank: 7676
Overall Rank
MPLX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MPLX Omega Ratio Rank: 7070
Omega Ratio Rank
MPLX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MPLX Martin Ratio Rank: 7979
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.

ASGI vs. MPLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Global Infrastructure Income Fund (ASGI) and MPLX LP (MPLX). 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.


ASGIMPLXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.62

2.55

-0.93

Martin ratioReturn relative to average drawdown

5.30

5.92

-0.62

ASGI vs. MPLX - Sharpe Ratio Comparison

The current ASGI Sharpe Ratio is 1.28, which is comparable to the MPLX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ASGI and MPLX, 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

ASGI vs. MPLX - Drawdown Comparison

The maximum ASGI drawdown since its inception was -23.71%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for ASGI and MPLX.


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Drawdown Indicators


ASGIMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-23.71%

-85.72%

+62.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-7.71%

-7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

-14.58%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

-18.46%

-4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-75.21%

Current Drawdown

Current decline from peak

-10.10%

-2.06%

-8.04%

Average Drawdown

Average peak-to-trough decline

-5.98%

-29.91%

+23.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

3.32%

+1.30%

Volatility

ASGI vs. MPLX - Volatility Comparison

Abrdn Global Infrastructure Income Fund (ASGI) has a higher volatility of 6.98% compared to MPLX LP (MPLX) at 4.72%. This indicates that ASGI's price experiences larger fluctuations and is considered to be riskier than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASGIMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

4.72%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

11.52%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

15.77%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

19.37%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

30.63%

-13.11%

Dividends

ASGI vs. MPLX - Dividend Comparison

ASGI's dividend yield for the trailing twelve months is around 11.68%, more than MPLX's 7.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ASGI
Abrdn Global Infrastructure Income Fund
11.68%10.96%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%0.00%
MPLX
MPLX LP
7.36%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%

Frequently Asked Questions


ASGI and MPLX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASGI has higher volatility (6.98%) compared to MPLX (4.72%). In terms of maximum drawdown, ASGI dropped -23.71% vs MPLX's -85.72%.

ASGI currently has the higher Sharpe Ratio (1.28 vs 1.25), 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.

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