OWL vs. ASGI
OWL (Blue Owl Capital Inc.) is a stock, while ASGI (Abrdn Global Infrastructure Income Fund) is Industrials Equities fund managed by Aberdeen. Over the past 5 years, OWL returned -3.88%/yr vs 11.95%/yr for ASGI. At a 0.28 correlation, their price movements are largely independent.
Performance
OWL vs. ASGI - Performance Comparison
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Returns By Period
In the year-to-date period, OWL achieves a -40.47% return, which is significantly lower than ASGI's 9.15% return.
OWL
- 1D
- -0.58%
- 1M
- -17.12%
- YTD
- -40.47%
- 6M
- -41.68%
- 1Y
- -53.07%
- 3Y*
- -5.39%
- 5Y*
- -3.88%
- 10Y*
- —
ASGI
- 1D
- 1.14%
- 1M
- -3.45%
- YTD
- 9.15%
- 6M
- 7.32%
- 1Y
- 28.25%
- 3Y*
- 22.22%
- 5Y*
- 11.95%
- 10Y*
- —
OWL vs. ASGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | -40.47% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
ASGI Abrdn Global Infrastructure Income Fund | 9.15% | 44.20% | 10.26% | 14.48% | -10.50% | 18.17% | -1.28% |
Correlation
The correlation between OWL and ASGI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.28 |
The correlation between OWL and ASGI shifts across timeframes, from 0.16 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OWL vs. ASGI — Risk / Return Rank
OWL
ASGI
OWL vs. ASGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) 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.
| OWL | ASGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -4.00 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.27 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 1.87 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.52 | 5.90 | -7.42 |
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Drawdowns
OWL vs. ASGI - Drawdown Comparison
The maximum OWL drawdown since its inception was -67.10%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for OWL and ASGI.
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Drawdown Indicators
| OWL | ASGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.10% | -23.71% | -43.39% |
Max Drawdown (1Y)Largest decline over 1 year | -58.59% | -15.15% | -43.44% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -16.24% | -50.86% |
Max Drawdown (5Y)Largest decline over 5 years | -67.10% | -22.49% | -44.61% |
Current DrawdownCurrent decline from peak | -65.14% | -5.69% | -59.45% |
Average DrawdownAverage peak-to-trough decline | -24.41% | -5.99% | -18.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.05% | 4.80% | +30.25% |
Volatility
OWL vs. ASGI - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 13.41% compared to Abrdn Global Infrastructure Income Fund (ASGI) at 7.53%. This indicates that OWL'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
| OWL | ASGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 7.53% | +5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 34.97% | 17.09% | +17.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.46% | 19.26% | +25.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.07% | 16.81% | +25.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.76% | 17.52% | +25.24% |
Dividends
OWL vs. ASGI - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 10.62%, less than ASGI's 11.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ASGI Abrdn Global Infrastructure Income Fund | 11.33% | 10.96% | 12.84% | 8.03% | 8.25% | 6.33% | 1.76% |
OWL Blue Owl Capital Inc. | 10.62% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% |
Frequently Asked Questions
OWL and ASGI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OWL has higher volatility (13.41%) compared to ASGI (7.53%). In terms of maximum drawdown, OWL dropped -67.10% vs ASGI's -23.71%.
ASGI currently has the higher Sharpe Ratio (1.48 vs -1.20), 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.
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