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THQ vs. ASGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between THQ and ASGI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

THQ vs. ASGI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

THQ:

-0.07

ASGI:

0.85

Sortino Ratio

THQ:

0.06

ASGI:

1.32

Omega Ratio

THQ:

1.01

ASGI:

1.18

Calmar Ratio

THQ:

-0.07

ASGI:

1.17

Martin Ratio

THQ:

-0.17

ASGI:

3.16

Ulcer Index

THQ:

7.28%

ASGI:

4.91%

Daily Std Dev

THQ:

21.03%

ASGI:

16.97%

Max Drawdown

THQ:

-39.34%

ASGI:

-23.72%

Current Drawdown

THQ:

-14.11%

ASGI:

-0.72%

Returns By Period

In the year-to-date period, THQ achieves a 0.06% return, which is significantly lower than ASGI's 15.56% return.


THQ

YTD

0.06%

1M

-0.18%

6M

-3.06%

1Y

-1.52%

3Y*

4.83%

5Y*

8.16%

10Y*

7.02%

ASGI

YTD

15.56%

1M

7.21%

6M

4.72%

1Y

13.93%

3Y*

11.81%

5Y*

N/A

10Y*

N/A

*Annualized

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THQ vs. ASGI - Expense Ratio Comparison

THQ has a 1.47% expense ratio, which is lower than ASGI's 1.65% expense ratio.


Risk-Adjusted Performance

THQ vs. ASGI — Risk-Adjusted Performance Rank

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

THQ
The Risk-Adjusted Performance Rank of THQ is 1515
Overall Rank
The Sharpe Ratio Rank of THQ is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of THQ is 1616
Sortino Ratio Rank
The Omega Ratio Rank of THQ is 1616
Omega Ratio Rank
The Calmar Ratio Rank of THQ is 1313
Calmar Ratio Rank
The Martin Ratio Rank of THQ is 1414
Martin Ratio Rank

ASGI
The Risk-Adjusted Performance Rank of ASGI is 7979
Overall Rank
The Sharpe Ratio Rank of ASGI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ASGI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ASGI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ASGI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ASGI is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THQ vs. ASGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Healthcare Opportunities Fund (THQ) 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.


The current THQ Sharpe Ratio is -0.07, which is lower than the ASGI Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of THQ and ASGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

THQ vs. ASGI - Dividend Comparison

THQ's dividend yield for the trailing twelve months is around 12.84%, less than ASGI's 13.50% yield.


TTM20242023202220212020201920182017201620152014
THQ
Abrdn Healthcare Opportunities Fund
12.84%11.09%7.45%6.81%5.27%6.62%7.08%8.05%7.71%8.70%9.50%2.24%
ASGI
Abrdn Global Infrastructure Income Fund
13.50%12.84%8.03%8.25%6.33%1.76%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

THQ vs. ASGI - Drawdown Comparison

The maximum THQ drawdown since its inception was -39.34%, which is greater than ASGI's maximum drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for THQ and ASGI. For additional features, visit the drawdowns tool.


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Volatility

THQ vs. ASGI - Volatility Comparison

Abrdn Healthcare Opportunities Fund (THQ) has a higher volatility of 7.80% compared to Abrdn Global Infrastructure Income Fund (ASGI) at 2.57%. This indicates that THQ'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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