HQH vs. USA
Compare and contrast key facts about Tekla Healthcare Investors (HQH) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HQH or USA.
Key characteristics
| HQH | USA | |
|---|---|---|
| YTD Return | 22.47% | 26.35% |
| 1Y Return | 39.75% | 34.06% |
| 3Y Return (Ann) | -0.61% | 4.59% |
| 5Y Return (Ann) | 8.33% | 13.31% |
| 10Y Return (Ann) | 4.15% | 12.98% |
| Sharpe Ratio | 2.72 | 2.45 |
| Sortino Ratio | 3.83 | 3.28 |
| Omega Ratio | 1.48 | 1.43 |
| Calmar Ratio | 1.13 | 1.91 |
| Martin Ratio | 14.65 | 16.36 |
| Ulcer Index | 2.71% | 2.10% |
| Daily Std Dev | 14.59% | 13.99% |
| Max Drawdown | -56.17% | -69.38% |
| Current Drawdown | -9.25% | 0.00% |
Fundamentals
| HQH | USA |
|---|
Correlation
The correlation between HQH and USA is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HQH vs. USA - Performance Comparison
In the year-to-date period, HQH achieves a 22.47% return, which is significantly lower than USA's 26.35% return. Over the past 10 years, HQH has underperformed USA with an annualized return of 4.15%, while USA has yielded a comparatively higher 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HQH vs. USA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tekla Healthcare Investors (HQH) 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.
Dividends
HQH vs. USA - Dividend Comparison
HQH's dividend yield for the trailing twelve months is around 11.04%, more than USA's 9.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQH Tekla Healthcare Investors | 11.04% | 9.66% | 9.50% | 8.59% | 7.96% | 8.22% | 10.73% | 8.76% | 9.78% | 11.96% | 7.05% | 6.41% |
USA Liberty All-Star Equity Fund | 9.13% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Drawdowns
HQH vs. USA - Drawdown Comparison
The maximum HQH drawdown since its inception was -56.17%, smaller than the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for HQH and USA. For additional features, visit the drawdowns tool.
Volatility
HQH vs. USA - Volatility Comparison
The current volatility for Tekla Healthcare Investors (HQH) is 3.27%, while Liberty All-Star Equity Fund (USA) has a volatility of 4.91%. This indicates that HQH 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.
Financials
HQH vs. USA - Financials Comparison
This section allows you to compare key financial metrics between Tekla Healthcare Investors 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.
Total Revenue: Total amount of money received from sales and other business activities