SFL vs. USA

In the year-to-date period, SFL achieves a -13.40% return, which is significantly lower than USA's 0.54% return. Over the past 10 years, SFL has underperformed USA with an annualized return of 4.15%, while USA has yielded a comparatively higher 12.10% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current SFL Sharpe Ratio is -1.02, which is lower than the USA Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of SFL 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.

SFL's dividend yield for the trailing twelve months is around 12.60%, more than USA's 10.21% yield.

The maximum SFL drawdown since its inception was -85.65%, which is greater than USA's maximum drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for SFL and USA. For additional features, visit the drawdowns tool.

SFL Corporation Ltd. (SFL) has a higher volatility of 8.21% compared to Liberty All-Star Equity Fund (USA) at 6.36%. This indicates that SFL'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.

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.