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RVT vs. USA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RVTUSA
YTD Return22.01%26.35%
1Y Return46.10%34.06%
3Y Return (Ann)3.30%4.59%
5Y Return (Ann)11.97%13.31%
10Y Return (Ann)10.07%12.98%
Sharpe Ratio2.292.45
Sortino Ratio3.143.28
Omega Ratio1.401.43
Calmar Ratio1.741.91
Martin Ratio13.1016.36
Ulcer Index3.55%2.10%
Daily Std Dev20.34%13.99%
Max Drawdown-72.31%-69.38%
Current Drawdown-0.65%0.00%

Fundamentals


RVTUSA

Correlation

-0.50.00.51.00.5

The correlation between RVT and USA is 0.51, 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

RVT vs. USA - Performance Comparison

In the year-to-date period, RVT achieves a 22.01% return, which is significantly lower than USA's 26.35% return. Over the past 10 years, RVT has underperformed USA with an annualized return of 10.07%, 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.43%
12.45%
RVT
USA

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Risk-Adjusted Performance

RVT vs. USA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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.


RVT
Sharpe ratio
The chart of Sharpe ratio for RVT, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.29
Sortino ratio
The chart of Sortino ratio for RVT, currently valued at 3.14, compared to the broader market-4.00-2.000.002.004.006.003.14
Omega ratio
The chart of Omega ratio for RVT, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for RVT, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for RVT, currently valued at 13.10, compared to the broader market0.0010.0020.0030.0013.10
USA
Sharpe ratio
The chart of Sharpe ratio for USA, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.002.45
Sortino ratio
The chart of Sortino ratio for USA, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for USA, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for USA, currently valued at 1.91, compared to the broader market0.002.004.006.001.91
Martin ratio
The chart of Martin ratio for USA, currently valued at 16.36, compared to the broader market0.0010.0020.0030.0016.36

RVT vs. USA - Sharpe Ratio Comparison

The current RVT Sharpe Ratio is 2.29, which is comparable to the USA Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of RVT and USA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.29
2.45
RVT
USA

Dividends

RVT vs. USA - Dividend Comparison

RVT's dividend yield for the trailing twelve months is around 6.67%, less than USA's 9.13% yield.


TTM20232022202120202019201820172016201520142013
RVT
Royce Value Trust Inc.
6.67%7.35%9.95%8.52%6.44%7.45%10.68%7.17%7.62%10.54%12.70%4.65%
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

RVT vs. USA - Drawdown Comparison

The maximum RVT drawdown since its inception was -72.31%, roughly equal to the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for RVT and USA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.65%
0
RVT
USA

Volatility

RVT vs. USA - Volatility Comparison

Royce Value Trust Inc. (RVT) has a higher volatility of 6.81% compared to Liberty All-Star Equity Fund (USA) at 4.91%. This indicates that RVT's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.81%
4.91%
RVT
USA

Financials

RVT vs. USA - Financials Comparison

This section allows you to compare key financial metrics between Royce Value Trust Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items