SFL vs. USA
Compare and contrast key facts about SFL Corporation Ltd. (SFL) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFL or USA.
Key characteristics
| SFL | USA | |
|---|---|---|
| YTD Return | -4.86% | 26.35% |
| 1Y Return | 0.15% | 34.06% |
| 3Y Return (Ann) | 13.26% | 4.59% |
| 5Y Return (Ann) | 2.15% | 13.31% |
| 10Y Return (Ann) | 5.04% | 12.98% |
| Sharpe Ratio | 0.03 | 2.45 |
| Sortino Ratio | 0.22 | 3.28 |
| Omega Ratio | 1.03 | 1.43 |
| Calmar Ratio | 0.03 | 1.91 |
| Martin Ratio | 0.08 | 16.36 |
| Ulcer Index | 11.58% | 2.10% |
| Daily Std Dev | 26.60% | 13.99% |
| Max Drawdown | -85.65% | -69.38% |
| Current Drawdown | -27.86% | 0.00% |
Fundamentals
| SFL | USA |
|---|
Correlation
The correlation between SFL and USA is 0.44, 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
SFL vs. USA - Performance Comparison
In the year-to-date period, SFL achieves a -4.86% return, which is significantly lower than USA's 26.35% return. Over the past 10 years, SFL has underperformed USA with an annualized return of 5.04%, 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.
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Risk-Adjusted Performance
SFL vs. USA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SFL Corporation Ltd. (SFL) 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.
Dividends
SFL vs. USA - Dividend Comparison
SFL's dividend yield for the trailing twelve months is around 10.43%, more than USA's 9.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFL SFL Corporation Ltd. | 10.43% | 8.60% | 9.54% | 7.73% | 15.92% | 9.63% | 13.30% | 10.32% | 12.12% | 10.50% | 11.54% | 7.14% |
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
SFL vs. USA - Drawdown Comparison
The maximum SFL drawdown since its inception was -85.65%, which is greater than USA's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for SFL and USA. For additional features, visit the drawdowns tool.
Volatility
SFL vs. USA - Volatility Comparison
SFL Corporation Ltd. (SFL) and Liberty All-Star Equity Fund (USA) have volatilities of 4.98% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SFL vs. USA - Financials Comparison
This section allows you to compare key financial metrics between SFL Corporation Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities