PortfoliosLab logoPortfoliosLab logo
GAM vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GAM vs. USA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GAM achieves a 10.68% return, which is significantly higher than USA's 0.57% return. Over the past 10 years, GAM has outperformed USA with an annualized return of 15.40%, while USA has yielded a comparatively lower 12.11% annualized return.


GAM

1D
0.42%
1M
1.66%
6M
6.96%
YTD
10.68%
1Y
28.16%
3Y*
25.77%
5Y*
15.37%
10Y*
15.40%
ALL TIME*
9.19%

USA

1D
0.00%
1M
3.10%
6M
1.24%
YTD
0.57%
1Y
0.97%
3Y*
5.91%
5Y*
2.63%
10Y*
12.11%
ALL TIME*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.10M$1.38M$1.77M
$8.20M$9.40M$8.31M

GAM vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAM
General American Investors Company, Inc.
10.68%28.63%29.55%26.84%-14.84%20.56%5.85%41.76%-10.25%21.32%
USA
Liberty All-Star Equity Fund
0.57%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%

Correlation

The correlation between GAM and USA is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 5, 1987

0.53

The correlation between GAM and USA shifts across timeframes, from 0.53 (all time) to 0.73 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GAM:

$1.56B

USA:

$1.79B

Total Revenue (TTM)

GAM:

$27.65M

USA:

$355.74M

Gross Profit (TTM)

GAM:

$27.65M

USA:

$329.90M

EBITDA (TTM)

GAM:

$7.71M

USA:

$305.11M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GAM vs. USA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAM
GAM Risk / Return Rank: 9393
Overall Rank
GAM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 9494
Sortino Ratio Rank
GAM Omega Ratio Rank: 9393
Omega Ratio Rank
GAM Calmar Ratio Rank: 8787
Calmar Ratio Rank
GAM Martin Ratio Rank: 9595
Martin Ratio Rank

USA
USA Risk / Return Rank: 4040
Overall Rank
USA Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
USA Sortino Ratio Rank: 3434
Sortino Ratio Rank
USA Omega Ratio Rank: 3434
Omega Ratio Rank
USA Calmar Ratio Rank: 4444
Calmar Ratio Rank
USA Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAM vs. USA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General American Investors Company, Inc. (GAM) 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.

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.


GAMUSADifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.16

Omega ratioGain probability vs. loss probability

1.41

1.01

+0.41

Calmar ratioReturn relative to maximum drawdown

3.06

-0.03

+3.09

Martin ratioReturn relative to average drawdown

13.47

-0.08

+13.56

GAM vs. USA - Sharpe Ratio Comparison

The current GAM Sharpe Ratio is 2.31, which is higher than the USA Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GAM and USA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GAM vs. USA - Drawdown Comparison

The maximum GAM drawdown since its inception was -66.63%, roughly equal to the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for GAM and USA.


Loading charts...

Drawdown Indicators


GAMUSADifference

Max Drawdown

Largest peak-to-trough decline

-66.63%

-69.15%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-13.65%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-14.90%

-17.69%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-34.05%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-47.07%

+5.29%

Current Drawdown

Current decline from peak

-0.34%

-4.83%

+4.49%

Average Drawdown

Average peak-to-trough decline

-11.54%

-11.50%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

5.16%

-3.19%

Volatility

GAM vs. USA - Volatility Comparison

The current volatility for General American Investors Company, Inc. (GAM) is 2.77%, while Liberty All-Star Equity Fund (USA) has a volatility of 3.74%. This indicates that GAM experiences smaller price fluctuations and is considered to be less risky than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GAMUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

3.74%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

10.80%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

14.11%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

20.11%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

22.56%

-4.97%

Dividends

GAM vs. USA - Dividend Comparison

GAM's dividend yield for the trailing twelve months is around 9.85%, less than USA's 11.53% yield.


PositionTTM20252024202320222021202020192018201720162015
GAM
General American Investors Company, Inc.
9.85%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%
USA
Liberty All-Star Equity Fund
11.53%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Financials

GAM vs. USA - Financials Comparison

This section allows you to compare key financial metrics between General American Investors Company, Inc. 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

Frequently Asked Questions


GAM and USA have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USA has higher volatility (3.74%) compared to GAM (2.77%). In terms of maximum drawdown, GAM dropped -66.63% vs USA's -69.15%.

GAM currently has the higher Sharpe Ratio (2.31 vs -0.03), 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 GAM and USA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer