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ATH.TO vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATH.TO vs. ASGI - Performance Comparison

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

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Different Trading Currencies

ATH.TO is traded in CAD, while ASGI is traded in USD. To make them comparable, the ASGI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ATH.TO achieves a 44.95% return, which is significantly higher than ASGI's 13.09% return.


ATH.TO

1D
0.10%
1M
-6.60%
YTD
44.95%
6M
45.36%
1Y
81.64%
3Y*
52.56%
5Y*
59.73%
10Y*
21.70%

ASGI

1D
1.06%
1M
-0.60%
YTD
13.09%
6M
11.41%
1Y
33.39%
3Y*
25.04%
5Y*
15.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATH.TO vs. ASGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ATH.TO
Athabasca Oil Corporation
44.95%31.89%27.82%73.03%102.52%600.00%-5.56%
ASGI
Abrdn Global Infrastructure Income Fund
13.09%37.62%19.59%11.75%-4.83%18.11%-9.22%

Correlation

The correlation between ATH.TO and ASGI is 0.07, 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

0.07

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

0.12

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

0.17

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

0.17

The correlation between ATH.TO and ASGI shifts across timeframes, from 0.07 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ATH.TO vs. ASGI — Risk / Return Rank

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

ATH.TO
ATH.TO Risk / Return Rank: 8989
Overall Rank
ATH.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ATH.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ATH.TO Omega Ratio Rank: 8787
Omega Ratio Rank
ATH.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
ATH.TO Martin Ratio Rank: 9292
Martin Ratio Rank

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
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.

ATH.TO vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Athabasca Oil Corporation (ATH.TO) and Abrdn Global Infrastructure Income Fund (ASGI). 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.


ATH.TOASGIDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

4.00

2.43

+1.57

Martin ratioReturn relative to average drawdown

12.30

8.02

+4.29

ATH.TO vs. ASGI - Sharpe Ratio Comparison

The current ATH.TO Sharpe Ratio is 2.18, which is comparable to the ASGI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ATH.TO and ASGI, 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

ATH.TO vs. ASGI - Drawdown Comparison

The maximum ATH.TO drawdown since its inception was -99.41%, which is greater than ASGI's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for ATH.TO and ASGI.


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Drawdown Indicators


ATH.TOASGIDifference

Max Drawdown

Largest peak-to-trough decline

-99.41%

-18.09%

-81.32%

Max Drawdown (1Y)

Largest decline over 1 year

-20.50%

-13.81%

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-25.62%

-13.81%

-11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-43.37%

-15.14%

-28.23%

Max Drawdown (10Y)

Largest decline over 10 years

-94.63%

Current Drawdown

Current decline from peak

-45.24%

-1.74%

-43.50%

Average Drawdown

Average peak-to-trough decline

-73.56%

-3.91%

-69.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

4.18%

+2.48%

Volatility

ATH.TO vs. ASGI - Volatility Comparison

Athabasca Oil Corporation (ATH.TO) has a higher volatility of 12.89% compared to Abrdn Global Infrastructure Income Fund (ASGI) at 7.77%. This indicates that ATH.TO's price experiences larger fluctuations and is considered to be riskier than ASGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATH.TOASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

7.77%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

32.02%

17.51%

+14.51%

Volatility (1Y)

Calculated over the trailing 1-year period

37.70%

19.84%

+17.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.58%

17.60%

+31.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.54%

18.36%

+43.18%

Dividends

ATH.TO vs. ASGI - Dividend Comparison

ATH.TO has not paid dividends to shareholders, while ASGI's dividend yield for the trailing twelve months is around 11.33%.


PositionTTM202520242023202220212020
ASGI
Abrdn Global Infrastructure Income Fund
11.33%10.96%12.84%8.03%8.25%6.33%1.76%
ATH.TO
Athabasca Oil Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ATH.TO and ASGI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ATH.TO and ASGI

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