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STK vs. WRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STK vs. WRB - Performance Comparison

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

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Returns By Period

In the year-to-date period, STK achieves a 44.26% return, which is significantly higher than WRB's -2.51% return. Over the past 10 years, STK has outperformed WRB with an annualized return of 23.66%, while WRB has yielded a comparatively lower 17.92% annualized return.


STK

1D
2.32%
1M
4.91%
YTD
44.26%
6M
47.42%
1Y
90.64%
3Y*
30.83%
5Y*
19.37%
10Y*
23.66%

WRB

1D
1.08%
1M
2.74%
YTD
-2.51%
6M
0.17%
1Y
-4.36%
3Y*
24.41%
5Y*
17.90%
10Y*
17.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STK vs. WRB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STK
Columbia Seligman Premium Technology Growth Closed Fund
44.26%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%
WRB
W. R. Berkley Corporation
-2.51%23.02%27.19%0.25%33.92%27.39%-3.14%43.80%5.96%10.21%

Correlation

The correlation between STK and WRB is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.08

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2009

0.24

The correlation between STK and WRB shifts across timeframes, from -0.24 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

STK vs. WRB — Risk / Return Rank

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

STK
STK Risk / Return Rank: 9494
Overall Rank
STK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STK Sortino Ratio Rank: 8989
Sortino Ratio Rank
STK Omega Ratio Rank: 8989
Omega Ratio Rank
STK Calmar Ratio Rank: 9696
Calmar Ratio Rank
STK Martin Ratio Rank: 9797
Martin Ratio Rank

WRB
WRB Risk / Return Rank: 3131
Overall Rank
WRB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 2828
Sortino Ratio Rank
WRB Omega Ratio Rank: 2828
Omega Ratio Rank
WRB Calmar Ratio Rank: 3434
Calmar Ratio Rank
WRB Martin Ratio Rank: 3333
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.

STK vs. WRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Premium Technology Growth Closed Fund (STK) and W. R. Berkley Corporation (WRB). 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.


STKWRBDifference
Sharpe ratioReturn per unit of total volatility

+3.68

Sortino ratioReturn per unit of downside risk

+4.06

Omega ratioGain probability vs. loss probability

1.57

0.98

+0.59

Calmar ratioReturn relative to maximum drawdown

5.57

-0.29

+5.86

Martin ratioReturn relative to average drawdown

24.83

-0.54

+25.37

STK vs. WRB - Sharpe Ratio Comparison

The current STK Sharpe Ratio is 3.44, which is higher than the WRB Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of STK and WRB, 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

STK vs. WRB - Drawdown Comparison

The maximum STK drawdown since its inception was -41.74%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for STK and WRB.


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Drawdown Indicators


STKWRBDifference

Max Drawdown

Largest peak-to-trough decline

-41.74%

-69.33%

+27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-17.62%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-26.59%

-17.62%

-8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-26.29%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-41.74%

-45.35%

+3.61%

Current Drawdown

Current decline from peak

-9.90%

-11.49%

+1.59%

Average Drawdown

Average peak-to-trough decline

-7.41%

-14.58%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

9.29%

-5.69%

Volatility

STK vs. WRB - Volatility Comparison

Columbia Seligman Premium Technology Growth Closed Fund (STK) has a higher volatility of 15.03% compared to W. R. Berkley Corporation (WRB) at 7.63%. This indicates that STK's price experiences larger fluctuations and is considered to be riskier than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STKWRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.03%

7.63%

+7.40%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

15.08%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

26.01%

21.37%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.66%

22.83%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

24.56%

+1.84%

Dividends

STK vs. WRB - Dividend Comparison

STK's dividend yield for the trailing twelve months is around 5.23%, more than WRB's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
STK
Columbia Seligman Premium Technology Growth Closed Fund
5.23%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%
WRB
W. R. Berkley Corporation
2.72%2.64%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%

Frequently Asked Questions


STK and WRB have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STK has higher volatility (15.03%) compared to WRB (7.63%). In terms of maximum drawdown, STK dropped -41.74% vs WRB's -69.33%.

STK currently has the higher Sharpe Ratio (3.44 vs -0.24), 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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