SGU vs. AUSF
SGU (Star Group, L.P.) is a stock, while AUSF (Global X Adaptive U.S. Factor ETF) is Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. Over the past 5 years, SGU returned 8.61%/yr vs 14.61%/yr for AUSF. At a 0.26 correlation, their price movements are largely independent.
Performance
SGU vs. AUSF - Performance Comparison
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Returns By Period
In the year-to-date period, SGU achieves a 14.36% return, which is significantly higher than AUSF's 11.37% return.
SGU
- 1D
- 0.77%
- 1M
- 5.29%
- 6M
- 9.55%
- YTD
- 14.36%
- 1Y
- 18.97%
- 3Y*
- 6.92%
- 5Y*
- 8.61%
- 10Y*
- 9.69%
AUSF
- 1D
- 1.63%
- 1M
- 2.90%
- 6M
- 7.21%
- YTD
- 11.37%
- 1Y
- 17.07%
- 3Y*
- 19.60%
- 5Y*
- 14.61%
- 10Y*
- —
SGU vs. AUSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGU Star Group, L.P. | 14.36% | 9.00% | 6.25% | 0.66% | 18.88% | 20.48% | 5.48% | 6.71% | 0.59% |
AUSF Global X Adaptive U.S. Factor ETF | 11.37% | 13.69% | 16.05% | 22.26% | -0.18% | 27.48% | 1.27% | 24.06% | -11.18% |
Correlation
The correlation between SGU and AUSF is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018 | 0.26 |
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Return for Risk
SGU vs. AUSF — Risk / Return Rank
SGU
AUSF
SGU vs. AUSF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Star Group, L.P. (SGU) and Global X Adaptive U.S. Factor ETF (AUSF). 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.
| SGU | AUSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.93 | -0.62 |
| Martin ratioReturn relative to average drawdown | 5.27 | 8.34 | -3.06 |
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Drawdowns
SGU vs. AUSF - Drawdown Comparison
The maximum SGU drawdown since its inception was -95.68%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for SGU and AUSF.
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Drawdown Indicators
| SGU | AUSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.68% | -44.25% | -51.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -5.84% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -12.29% | -14.85% |
Max Drawdown (5Y)Largest decline over 5 years | -30.87% | -14.23% | -16.64% |
Max Drawdown (10Y)Largest decline over 10 years | -35.57% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | 0.00% | -2.30% |
Average DrawdownAverage peak-to-trough decline | -37.93% | -4.18% | -33.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.05% | +1.55% |
Volatility
SGU vs. AUSF - Volatility Comparison
Star Group, L.P. (SGU) and Global X Adaptive U.S. Factor ETF (AUSF) have volatilities of 3.70% and 3.88%, 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.
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Volatility by Period
| SGU | AUSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.88% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.71% | 7.28% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 10.31% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.95% | 13.63% | +16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.71% | 18.99% | +8.72% |
Dividends
SGU vs. AUSF - Dividend Comparison
SGU's dividend yield for the trailing twelve months is around 5.73%, more than AUSF's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUSF Global X Adaptive U.S. Factor ETF | 2.64% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
SGU Star Group, L.P. | 5.73% | 6.14% | 5.89% | 5.55% | 4.98% | 5.20% | 5.55% | 5.21% | 4.95% | 4.02% | 3.74% | 5.01% |
Frequently Asked Questions
SGU and AUSF have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUSF has higher volatility (3.88%) compared to SGU (3.70%). In terms of maximum drawdown, SGU dropped -95.68% vs AUSF's -44.25%.
AUSF currently has the higher Sharpe Ratio (1.67 vs 1.13), 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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