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RITM vs. ASG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RITM vs. ASG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rithm Capital Corp. (RITM) and Liberty All-Star Growth (ASG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RITM achieves a -12.31% return, which is significantly lower than ASG's 4.45% return. Over the past 10 years, RITM has underperformed ASG with an annualized return of 7.00%, while ASG has yielded a comparatively higher 11.85% annualized return.


RITM

1D
0.76%
1M
1.97%
YTD
-12.31%
6M
-11.98%
1Y
-9.45%
3Y*
10.36%
5Y*
6.69%
10Y*
7.00%

ASG

1D
-0.19%
1M
2.51%
YTD
4.45%
6M
4.45%
1Y
9.56%
3Y*
8.78%
5Y*
-1.22%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RITM vs. ASG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RITM
Rithm Capital Corp.
-12.31%10.06%11.07%45.60%-14.44%17.07%-34.36%28.46%-10.35%27.83%
ASG
Liberty All-Star Growth
4.45%2.21%16.78%16.23%-40.91%22.60%37.99%60.54%-14.35%44.64%

Correlation

The correlation between RITM and ASG is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.53

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

0.55

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 2, 2013

0.41

The correlation between RITM and ASG shifts across timeframes, from 0.41 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

RITM:

$5.27B

ASG:

$333.17M

EPS

RITM:

$1.31

ASG:

$1.04

PE Ratio

RITM:

7.10

ASG:

5.11

PS Ratio

RITM:

0.92

ASG:

4.90

PB Ratio

RITM:

0.70

ASG:

0.90

Total Revenue (TTM)

RITM:

$5.61B

ASG:

$67.50M

Gross Profit (TTM)

RITM:

$4.84B

ASG:

$57.76M

EBITDA (TTM)

RITM:

$1.91B

ASG:

$61.00M

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Return for Risk

RITM vs. ASG — Risk / Return Rank

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

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2121
Omega Ratio Rank
RITM Calmar Ratio Rank: 3030
Calmar Ratio Rank
RITM Martin Ratio Rank: 2626
Martin Ratio Rank

ASG
ASG Risk / Return Rank: 5555
Overall Rank
ASG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ASG Sortino Ratio Rank: 5050
Sortino Ratio Rank
ASG Omega Ratio Rank: 4949
Omega Ratio Rank
ASG Calmar Ratio Rank: 5555
Calmar Ratio Rank
ASG Martin Ratio Rank: 6262
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.

RITM vs. ASG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) and Liberty All-Star Growth (ASG). 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.


RITMASGDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

0.93

1.09

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.39

0.52

-0.91

Martin ratioReturn relative to average drawdown

-0.85

1.92

-2.78

RITM vs. ASG - Sharpe Ratio Comparison

The current RITM Sharpe Ratio is -0.48, which is lower than the ASG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of RITM and ASG, 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

RITM vs. ASG - Drawdown Comparison

The maximum RITM drawdown since its inception was -81.11%, which is greater than ASG's maximum drawdown of -66.77%. Use the drawdown chart below to compare losses from any high point for RITM and ASG.


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Drawdown Indicators


RITMASGDifference

Max Drawdown

Largest peak-to-trough decline

-81.11%

-66.77%

-14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-27.31%

-15.77%

-11.54%

Max Drawdown (3Y)

Largest decline over 3 years

-27.31%

-25.25%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

-45.91%

+9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

-45.91%

-35.20%

Current Drawdown

Current decline from peak

-20.77%

-18.82%

-1.95%

Average Drawdown

Average peak-to-trough decline

-15.96%

-17.61%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.58%

4.24%

+8.34%

Volatility

RITM vs. ASG - Volatility Comparison

Rithm Capital Corp. (RITM) has a higher volatility of 7.23% compared to Liberty All-Star Growth (ASG) at 5.91%. This indicates that RITM's price experiences larger fluctuations and is considered to be riskier than ASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RITMASGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

5.91%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.11%

14.01%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

17.80%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.49%

22.85%

+4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.17%

25.08%

+15.09%

Dividends

RITM vs. ASG - Dividend Comparison

RITM's dividend yield for the trailing twelve months is around 10.74%, more than ASG's 8.87% yield.


PositionTTM20252024202320222021202020192018201720162015
ASG
Liberty All-Star Growth
8.87%8.68%8.32%8.14%10.14%11.33%7.68%7.08%10.48%7.58%8.61%16.81%
RITM
Rithm Capital Corp.
10.74%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Financials

RITM vs. ASG - Financials Comparison

This section allows you to compare key financial metrics between Rithm Capital Corp. and Liberty All-Star Growth. 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


0.00500.00M1.00B1.50B20222023202420252026
1.38B
7.29M
(RITM) Total Revenue
(ASG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RITM and ASG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RITM has higher volatility (7.23%) compared to ASG (5.91%). In terms of maximum drawdown, RITM dropped -81.11% vs ASG's -66.77%.

ASG currently has the higher Sharpe Ratio (0.46 vs -0.48), 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 RITM and ASG

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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