STK vs. THQ

Last updated Jun 4, 2026

STK (Columbia Seligman Premium Technology Growth Closed Fund) and THQ (Abrdn Healthcare Opportunities Fund) are both mutual funds - STK is a Technology Equities fund actively managed by Aberdeen, while THQ is a Health & Biotech Equities fund managed by Aberdeen. Over the past 10 years, STK returned 24.60%/yr vs 9.19%/yr for THQ. At a 0.45 correlation, their price movements are largely independent. STK charges 1.26%/yr vs 1.47%/yr for THQ.

Performance

STK vs. THQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Premium Technology Growth Closed Fund (STK) and Abrdn Healthcare Opportunities Fund (THQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STK achieves a 59.80% return, which is significantly higher than THQ's -2.61% return. Over the past 10 years, STK has outperformed THQ with an annualized return of 24.60%, while THQ has yielded a comparatively lower 9.19% annualized return.

STK

• 1D: -0.19%
• 1M: 17.70%
• YTD: 59.80%
• 6M: 57.03%
• 1Y: 116.50%
• 3Y*: 37.51%
• 5Y*: 22.04%
• 10Y*: 24.60%

THQ

• 1D: -0.17%
• 1M: -1.63%
• YTD: -2.61%
• 6M: -0.02%
• 1Y: 9.03%
• 3Y*: 9.04%
• 5Y*: 3.43%
• 10Y*: 9.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STK vs. THQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STK Columbia Seligman Premium Technology Growth Closed Fund	59.80%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%
THQ Abrdn Healthcare Opportunities Fund	-2.61%	13.88%	15.51%	-1.62%	-17.53%	33.39%	15.20%	22.70%	3.41%	21.84%

Correlation

The correlation between STK and THQ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 30, 2014	0.45

The correlation between STK and THQ shifts across timeframes, from 0.25 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

STK vs. THQ — Risk / Return Rank

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

STK

STK Risk / Return Rank: 98
STK Sharpe Ratio Rank: 99
STK Sortino Ratio Rank: 97
STK Omega Ratio Rank: 95
STK Calmar Ratio Rank: 98
STK Martin Ratio Rank: 98

THQ

THQ Risk / Return Rank: 6
THQ Sharpe Ratio Rank: 6
THQ Sortino Ratio Rank: 6
THQ Omega Ratio Rank: 6
THQ Calmar Ratio Rank: 5
THQ Martin Ratio Rank: 5

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.

STK vs. THQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) and Abrdn Healthcare Opportunities Fund (THQ). 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.

	STK	THQ	Difference
Sharpe ratio: Return per unit of total volatility	5.11	0.50	+4.61
Sortino ratio: Return per unit of downside risk	5.87	0.83	+5.04
Omega ratio: Gain probability vs. loss probability	1.80	1.10	+0.70
Calmar ratio: Return relative to maximum drawdown	9.12	0.53	+8.60
Martin ratio: Return relative to average drawdown	38.55	1.44	+37.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STK vs. THQ - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 5.11, which is higher than the THQ Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of STK and THQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STK	THQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.11	0.50	+4.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.18	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.94	0.45	+0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.36	+0.40

Drawdowns

STK vs. THQ - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, which is greater than THQ's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for STK and THQ.

Drawdown Indicators

	STK	THQ	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-39.35%	-2.39%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-17.25%	+4.41%
Max Drawdown (3Y) Largest decline over 3 years	-26.59%	-25.86%	-0.73%
Max Drawdown (5Y) Largest decline over 5 years	-36.27%	-32.20%	-4.07%
Max Drawdown (10Y) Largest decline over 10 years	-41.74%	-39.35%	-2.39%
Current Drawdown Current decline from peak	-0.19%	-7.82%	+7.63%
Average Drawdown Average peak-to-trough decline	-7.41%	-8.63%	+1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	6.29%	-3.26%

Volatility

STK vs. THQ - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 8.47% compared to Abrdn Healthcare Opportunities Fund (THQ) at 5.15%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than THQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STK	THQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.47%	5.15%	+3.32%
Volatility (6M) Calculated over the trailing 6-month period	18.91%	12.84%	+6.07%
Volatility (1Y) Calculated over the trailing 1-year period	22.93%	18.24%	+4.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.10%	19.03%	+6.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.13%	20.47%	+5.66%

STK vs. THQ - Expense Ratio Comparison

STK has a 1.26% expense ratio, which is lower than THQ's 1.47% expense ratio.

Dividends

STK vs. THQ - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 4.72%, less than THQ's 12.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STK Columbia Seligman Premium Technology Growth Closed Fund	4.72%	7.38%	16.02%	6.70%	12.62%	8.48%	6.79%	7.86%	14.88%	11.82%	9.87%	10.32%
THQ Abrdn Healthcare Opportunities Fund	12.17%	11.29%	11.09%	7.45%	6.81%	5.27%	6.62%	7.08%	8.05%	7.71%	8.70%	9.50%

Frequently Asked Questions

Can I hold both STK and THQ in my portfolio?

STK and THQ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STK or THQ?

STK has higher volatility (8.47%) compared to THQ (5.15%). In terms of maximum drawdown, STK dropped -41.74% vs THQ's -39.35%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (5.11 vs 0.50), 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.