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HQL vs. THQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HQL vs. THQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tekla Life Sciences Investors (HQL) and Abrdn Healthcare Opportunities Fund (THQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HQL achieves a 7.66% return, which is significantly higher than THQ's -2.61% return. Both investments have delivered pretty close results over the past 10 years, with HQL having a 9.04% annualized return and THQ not far ahead at 9.19%.


HQL

1D
-1.46%
1M
-1.33%
YTD
7.66%
6M
5.52%
1Y
52.68%
3Y*
21.87%
5Y*
8.03%
10Y*
9.04%

THQ

1D
-0.17%
1M
-1.63%
YTD
-2.61%
6M
-0.02%
1Y
9.03%
3Y*
9.04%
5Y*
3.43%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HQL vs. THQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HQL
Tekla Life Sciences Investors
7.66%45.48%11.03%4.23%-19.21%5.52%23.72%25.53%-16.18%25.41%
THQ
Abrdn Healthcare Opportunities Fund
-2.61%13.88%15.51%-1.62%-17.53%33.39%15.20%22.70%3.41%21.84%

Correlation

The correlation between HQL and THQ is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.60

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2014

0.66

The correlation between HQL and THQ shifts across timeframes, from 0.53 (1 year) to 0.67 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

HQL vs. THQ — Risk / Return Rank

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

HQL
HQL Risk / Return Rank: 9191
Overall Rank
HQL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HQL Sortino Ratio Rank: 9191
Sortino Ratio Rank
HQL Omega Ratio Rank: 8989
Omega Ratio Rank
HQL Calmar Ratio Rank: 9191
Calmar Ratio Rank
HQL Martin Ratio Rank: 9494
Martin Ratio Rank

THQ
THQ Risk / Return Rank: 66
Overall Rank
THQ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
THQ Sortino Ratio Rank: 66
Sortino Ratio Rank
THQ Omega Ratio Rank: 66
Omega Ratio Rank
THQ Calmar Ratio Rank: 55
Calmar Ratio Rank
THQ Martin Ratio Rank: 55
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.

HQL vs. THQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tekla Life Sciences Investors (HQL) and Abrdn Healthcare Opportunities Fund (THQ). 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.


HQLTHQDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.42

1.10

+0.32

Calmar ratioReturn relative to maximum drawdown

5.16

0.53

+4.64

Martin ratioReturn relative to average drawdown

17.13

1.44

+15.69

HQL vs. THQ - Sharpe Ratio Comparison

The current HQL Sharpe Ratio is 2.53, which is higher than the THQ Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of HQL and THQ, 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


HQLTHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.50

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.18

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.45

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.36

-0.05

Drawdowns

HQL vs. THQ - Drawdown Comparison

The maximum HQL drawdown since its inception was -62.65%, which is greater than THQ's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for HQL and THQ.


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Drawdown Indicators


HQLTHQDifference

Max Drawdown

Largest peak-to-trough decline

-62.65%

-39.35%

-23.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-17.25%

+7.00%

Max Drawdown (3Y)

Largest decline over 3 years

-25.10%

-25.86%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.86%

-32.20%

-6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-38.86%

-39.35%

+0.49%

Current Drawdown

Current decline from peak

-5.21%

-7.82%

+2.61%

Average Drawdown

Average peak-to-trough decline

-22.27%

-8.63%

-13.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

6.29%

-3.21%

Volatility

HQL vs. THQ - Volatility Comparison

Tekla Life Sciences Investors (HQL) has a higher volatility of 5.88% compared to Abrdn Healthcare Opportunities Fund (THQ) at 5.15%. This indicates that HQL's price experiences larger fluctuations and is considered to be riskier than THQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HQLTHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

5.15%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

12.84%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.05%

18.24%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

19.03%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

20.47%

+1.78%

Dividends

HQL vs. THQ - Dividend Comparison

HQL's dividend yield for the trailing twelve months is around 12.05%, which matches THQ's 12.17% yield.


PositionTTM20252024202320222021202020192018201720162015
HQL
Tekla Life Sciences Investors
12.05%10.85%14.18%9.44%9.57%8.79%7.90%8.03%10.72%8.25%12.18%11.84%
THQ
Abrdn Healthcare Opportunities Fund
12.17%11.29%11.09%7.45%6.81%5.27%6.62%7.08%8.05%7.71%8.70%9.50%

Frequently Asked Questions


HQL and THQ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HQL has higher volatility (5.88%) compared to THQ (5.15%). In terms of maximum drawdown, HQL dropped -62.65% vs THQ's -39.35%.

HQL currently has the higher Sharpe Ratio (2.53 vs 0.50), 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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