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ASGI vs. RWAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASGI vs. RWAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Global Infrastructure Income Fund (ASGI) and Runway Growth Finance Corp. (RWAY). 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 9.15% return, which is significantly higher than RWAY's -32.61% return.


ASGI

1D
1.14%
1M
-3.45%
YTD
9.15%
6M
7.32%
1Y
28.25%
3Y*
22.22%
5Y*
11.95%
10Y*

RWAY

1D
3.40%
1M
-15.30%
YTD
-32.61%
6M
-32.46%
1Y
-39.19%
3Y*
-11.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASGI vs. RWAY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASGI
Abrdn Global Infrastructure Income Fund
9.15%44.20%10.26%14.48%-10.50%-0.69%
RWAY
Runway Growth Finance Corp.
-32.61%-6.56%1.65%25.73%-0.61%1.77%

Correlation

The correlation between ASGI and RWAY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.20

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Return for Risk

ASGI vs. RWAY — Risk / Return Rank

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

ASGI
ASGI Risk / Return Rank: 3434
Overall Rank
ASGI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 3232
Sortino Ratio Rank
ASGI Omega Ratio Rank: 3636
Omega Ratio Rank
ASGI Calmar Ratio Rank: 3333
Calmar Ratio Rank
ASGI Martin Ratio Rank: 3030
Martin Ratio Rank

RWAY
RWAY Risk / Return Rank: 33
Overall Rank
RWAY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
RWAY Sortino Ratio Rank: 22
Sortino Ratio Rank
RWAY Omega Ratio Rank: 33
Omega Ratio Rank
RWAY Calmar Ratio Rank: 99
Calmar Ratio Rank
RWAY Martin Ratio Rank: 33
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. RWAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Global Infrastructure Income Fund (ASGI) and Runway Growth Finance Corp. (RWAY). 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.


ASGIRWAYDifference
Sharpe ratioReturn per unit of total volatility

+2.97

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.27

0.74

+0.53

Calmar ratioReturn relative to maximum drawdown

1.87

-0.87

+2.74

Martin ratioReturn relative to average drawdown

5.90

-1.80

+7.71

ASGI vs. RWAY - Sharpe Ratio Comparison

The current ASGI Sharpe Ratio is 1.48, which is higher than the RWAY Sharpe Ratio of -1.49. The chart below compares the historical Sharpe Ratios of ASGI and RWAY, 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. RWAY - Drawdown Comparison

The maximum ASGI drawdown since its inception was -23.71%, smaller than the maximum RWAY drawdown of -45.35%. Use the drawdown chart below to compare losses from any high point for ASGI and RWAY.


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Drawdown Indicators


ASGIRWAYDifference

Max Drawdown

Largest peak-to-trough decline

-23.71%

-45.35%

+21.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-45.35%

+30.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

-45.35%

+29.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

Current Drawdown

Current decline from peak

-5.69%

-43.06%

+37.37%

Average Drawdown

Average peak-to-trough decline

-5.99%

-11.04%

+5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

21.77%

-16.97%

Volatility

ASGI vs. RWAY - Volatility Comparison

The current volatility for Abrdn Global Infrastructure Income Fund (ASGI) is 7.53%, while Runway Growth Finance Corp. (RWAY) has a volatility of 11.71%. This indicates that ASGI experiences smaller price fluctuations and is considered to be less risky than RWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASGIRWAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

11.71%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

22.93%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

26.45%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

28.67%

-11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

28.67%

-11.15%

Dividends

ASGI vs. RWAY - Dividend Comparison

ASGI's dividend yield for the trailing twelve months is around 11.33%, less than RWAY's 24.64% yield.


PositionTTM202520242023202220212020
ASGI
Abrdn Global Infrastructure Income Fund
11.33%10.96%12.84%8.03%8.25%6.33%1.76%
RWAY
Runway Growth Finance Corp.
24.64%15.68%16.33%14.34%10.87%1.95%0.00%

Frequently Asked Questions


ASGI and RWAY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RWAY has higher volatility (11.71%) compared to ASGI (7.53%). In terms of maximum drawdown, ASGI dropped -23.71% vs RWAY's -45.35%.

ASGI currently has the higher Sharpe Ratio (1.48 vs -1.49), 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 ASGI and RWAY

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