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AWP vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AWP vs. ASGI - Performance Comparison

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

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Returns By Period

In the year-to-date period, AWP achieves a 3.18% return, which is significantly lower than ASGI's 5.26% return.


AWP

1D
-0.44%
1M
-3.34%
YTD
3.18%
6M
2.11%
1Y
7.44%
3Y*
12.51%
5Y*
-0.49%
10Y*
6.71%

ASGI

1D
-1.36%
1M
-5.52%
YTD
5.26%
6M
6.51%
1Y
28.21%
3Y*
21.99%
5Y*
10.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWP vs. ASGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AWP
abrdn Global Premier Properties Fund
3.18%12.43%12.23%12.58%-37.13%40.41%12.94%
ASGI
Abrdn Global Infrastructure Income Fund
5.26%44.20%10.26%14.48%-10.50%18.17%-0.47%

Correlation

The correlation between AWP and ASGI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.47

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.47

The correlation between AWP and ASGI shifts across timeframes, from 0.38 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AWP vs. ASGI — Risk / Return Rank

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

AWP
AWP Risk / Return Rank: 66
Overall Rank
AWP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
AWP Sortino Ratio Rank: 66
Sortino Ratio Rank
AWP Omega Ratio Rank: 66
Omega Ratio Rank
AWP Calmar Ratio Rank: 66
Calmar Ratio Rank
AWP Martin Ratio Rank: 77
Martin Ratio Rank

ASGI
ASGI Risk / Return Rank: 2727
Overall Rank
ASGI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASGI Omega Ratio Rank: 3030
Omega Ratio Rank
ASGI Calmar Ratio Rank: 2525
Calmar Ratio Rank
ASGI Martin Ratio Rank: 2828
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.

AWP vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Premier Properties Fund (AWP) 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.


AWPASGIDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.10

1.28

-0.18

Calmar ratioReturn relative to maximum drawdown

0.53

1.87

-1.34

Martin ratioReturn relative to average drawdown

2.15

6.76

-4.60

AWP vs. ASGI - Sharpe Ratio Comparison

The current AWP Sharpe Ratio is 0.53, which is lower than the ASGI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of AWP 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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Sharpe Ratios by Period


AWPASGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.53

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.64

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.74

-0.68

Drawdowns

AWP vs. ASGI - Drawdown Comparison

The maximum AWP drawdown since its inception was -85.93%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for AWP and ASGI.


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Drawdown Indicators


AWPASGIDifference

Max Drawdown

Largest peak-to-trough decline

-85.93%

-23.71%

-62.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-15.15%

+1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-16.24%

-6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-43.93%

-23.71%

-20.22%

Max Drawdown (10Y)

Largest decline over 10 years

-53.95%

Current Drawdown

Current decline from peak

-7.85%

-9.05%

+1.20%

Average Drawdown

Average peak-to-trough decline

-27.39%

-5.90%

-21.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.19%

-0.73%

Volatility

AWP vs. ASGI - Volatility Comparison

The current volatility for abrdn Global Premier Properties Fund (AWP) is 4.42%, while Abrdn Global Infrastructure Income Fund (ASGI) has a volatility of 5.15%. This indicates that AWP experiences smaller price fluctuations and is considered to be less risky 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


AWPASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

5.15%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

16.45%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

18.52%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

16.83%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

17.37%

+6.26%

AWP vs. ASGI - Expense Ratio Comparison

AWP has a 1.19% expense ratio, which is lower than ASGI's 1.65% expense ratio.


Dividends

AWP vs. ASGI - Dividend Comparison

AWP's dividend yield for the trailing twelve months is around 12.74%, more than ASGI's 11.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ASGI
Abrdn Global Infrastructure Income Fund
11.54%10.96%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%0.00%
AWP
abrdn Global Premier Properties Fund
12.74%12.50%12.44%12.37%12.31%7.02%9.13%8.49%12.05%8.90%11.70%10.40%

Frequently Asked Questions


AWP and ASGI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASGI has higher volatility (5.15%) compared to AWP (4.42%). In terms of maximum drawdown, AWP dropped -85.93% vs ASGI's -23.71%.

ASGI currently has the higher Sharpe Ratio (1.53 vs 0.53), 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

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