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OTF vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OTF vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Technology Finance Corp (OTF) 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, OTF achieves a -25.11% return, which is significantly lower than ASGI's 13.65% return.


OTF

1D
0.50%
1M
-1.10%
6M
-23.05%
YTD
-25.11%
1Y
-26.31%
3Y*
5Y*
10Y*
ALL TIME*
-28.82%

ASGI

1D
-2.04%
1M
9.23%
6M
15.82%
YTD
13.65%
1Y
27.78%
3Y*
22.76%
5Y*
13.70%
10Y*
ALL TIME*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OTF vs. ASGI - Yearly Performance Comparison


Correlation

The correlation between OTF and ASGI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.14

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Return for Risk

OTF vs. ASGI — Risk / Return Rank

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

OTF
OTF Risk / Return Rank: 99
Overall Rank
OTF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
OTF Sortino Ratio Rank: 1212
Sortino Ratio Rank
OTF Omega Ratio Rank: 1414
Omega Ratio Rank
OTF Calmar Ratio Rank: 55
Calmar Ratio Rank
OTF Martin Ratio Rank: 33
Martin Ratio Rank

ASGI
ASGI Risk / Return Rank: 3636
Overall Rank
ASGI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ASGI Omega Ratio Rank: 3939
Omega Ratio Rank
ASGI Calmar Ratio Rank: 3535
Calmar Ratio Rank
ASGI Martin Ratio Rank: 3131
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.

OTF vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Technology Finance Corp (OTF) 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.


OTFASGIDifference
Sharpe ratioReturn per unit of total volatility

-2.26

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

0.88

1.26

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.94

1.84

-2.79

Martin ratioReturn relative to average drawdown

-1.75

5.70

-7.45

OTF vs. ASGI - Sharpe Ratio Comparison

The current OTF Sharpe Ratio is -0.82, which is lower than the ASGI Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of OTF 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

OTF vs. ASGI - Drawdown Comparison

The maximum OTF drawdown since its inception was -33.06%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for OTF and ASGI.


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Drawdown Indicators


OTFASGIDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-23.71%

-9.35%

Max Drawdown (1Y)

Largest decline over 1 year

-27.99%

-15.15%

-12.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

Current Drawdown

Current decline from peak

-31.28%

-2.08%

-29.20%

Average Drawdown

Average peak-to-trough decline

-17.86%

-5.97%

-11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.31%

4.89%

+10.42%

Volatility

OTF vs. ASGI - Volatility Comparison

Blue Owl Technology Finance Corp (OTF) has a higher volatility of 6.99% compared to Abrdn Global Infrastructure Income Fund (ASGI) at 5.19%. This indicates that OTF'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


OTFASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

5.19%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

26.27%

16.81%

+9.46%

Volatility (1Y)

Calculated over the trailing 1-year period

32.37%

19.43%

+12.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.50%

16.85%

+14.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.50%

17.53%

+13.97%

Dividends

OTF vs. ASGI - Dividend Comparison

OTF's dividend yield for the trailing twelve months is around 15.76%, more than ASGI's 10.88% yield.


PositionTTM202520242023202220212020
ASGI
Abrdn Global Infrastructure Income Fund
10.88%10.96%12.84%8.03%8.25%6.33%1.76%
OTF
Blue Owl Technology Finance Corp
15.76%7.91%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OTF and ASGI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OTF has higher volatility (6.99%) compared to ASGI (5.19%). In terms of maximum drawdown, OTF dropped -33.06% vs ASGI's -23.71%.

ASGI currently has the higher Sharpe Ratio (1.44 vs -0.82), 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 OTF and ASGI

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

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