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SSSS vs. ASGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSSS vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SuRo Capital Corp. (SSSS) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSSS achieves a 39.08% return, which is significantly higher than ASGI's 9.15% return.


SSSS

1D
7.76%
1M
-5.41%
YTD
39.08%
6M
39.53%
1Y
70.71%
3Y*
63.23%
5Y*
8.05%
10Y*
18.46%

ASGI

1D
1.14%
1M
-3.45%
YTD
9.15%
6M
7.32%
1Y
28.25%
3Y*
22.22%
5Y*
11.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSSS vs. ASGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SSSS
SuRo Capital Corp.
39.08%69.91%49.24%3.68%-70.31%72.62%9.15%
ASGI
Abrdn Global Infrastructure Income Fund
9.15%44.20%10.26%14.48%-10.50%18.17%-4.74%

Correlation

The correlation between SSSS and ASGI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.18

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2020

0.23

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Return for Risk

SSSS vs. ASGI — Risk / Return Rank

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

SSSS
SSSS Risk / Return Rank: 8787
Overall Rank
SSSS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSSS Sortino Ratio Rank: 8686
Sortino Ratio Rank
SSSS Omega Ratio Rank: 8181
Omega Ratio Rank
SSSS Calmar Ratio Rank: 8989
Calmar Ratio Rank
SSSS Martin Ratio Rank: 9393
Martin Ratio Rank

ASGI
ASGI Risk / Return Rank: 3434
Overall Rank
ASGI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 3232
Sortino Ratio Rank
ASGI Omega Ratio Rank: 3636
Omega Ratio Rank
ASGI Calmar Ratio Rank: 3333
Calmar Ratio Rank
ASGI Martin Ratio Rank: 3030
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.

SSSS vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) and Abrdn Global Infrastructure Income Fund (ASGI). 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.


SSSSASGIDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

3.81

1.87

+1.94

Martin ratioReturn relative to average drawdown

13.26

5.90

+7.35

SSSS vs. ASGI - Sharpe Ratio Comparison

The current SSSS Sharpe Ratio is 1.65, which is comparable to the ASGI Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SSSS and ASGI, 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

SSSS vs. ASGI - Drawdown Comparison

The maximum SSSS drawdown since its inception was -77.81%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for SSSS and ASGI.


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Drawdown Indicators


SSSSASGIDifference

Max Drawdown

Largest peak-to-trough decline

-77.81%

-23.71%

-54.10%

Max Drawdown (1Y)

Largest decline over 1 year

-18.63%

-15.15%

-3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.03%

-16.24%

-16.79%

Max Drawdown (5Y)

Largest decline over 5 years

-77.81%

-22.49%

-55.32%

Max Drawdown (10Y)

Largest decline over 10 years

-77.81%

Current Drawdown

Current decline from peak

-11.94%

-5.69%

-6.25%

Average Drawdown

Average peak-to-trough decline

-47.02%

-5.99%

-41.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

4.80%

+0.55%

Volatility

SSSS vs. ASGI - Volatility Comparison

SuRo Capital Corp. (SSSS) has a higher volatility of 14.85% compared to Abrdn Global Infrastructure Income Fund (ASGI) at 7.53%. This indicates that SSSS's price experiences larger fluctuations and is considered to be riskier than ASGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSSSASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.85%

7.53%

+7.32%

Volatility (6M)

Calculated over the trailing 6-month period

33.84%

17.09%

+16.75%

Volatility (1Y)

Calculated over the trailing 1-year period

43.18%

19.26%

+23.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.23%

16.81%

+30.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.65%

17.52%

+29.13%

Dividends

SSSS vs. ASGI - Dividend Comparison

SSSS's dividend yield for the trailing twelve months is around 6.85%, less than ASGI's 11.33% yield.


PositionTTM2025202420232022202120202019201820172016
ASGI
Abrdn Global Infrastructure Income Fund
11.33%10.96%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%
SSSS
SuRo Capital Corp.
6.85%5.30%0.00%0.00%2.89%61.78%6.65%4.89%0.00%0.00%55.67%

Frequently Asked Questions


SSSS and ASGI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSSS has higher volatility (14.85%) compared to ASGI (7.53%). In terms of maximum drawdown, SSSS dropped -77.81% vs ASGI's -23.71%.

SSSS currently has the higher Sharpe Ratio (1.65 vs 1.48), 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.

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