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THQ vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THQ vs. STK - Performance Comparison

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

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THQ vs. STK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THQ
Abrdn Healthcare Opportunities Fund
-9.62%13.88%15.51%-1.62%-17.53%33.39%15.20%22.70%3.41%21.84%
STK
Columbia Seligman Premium Technology Growth Closed Fund
4.31%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Returns By Period

In the year-to-date period, THQ achieves a -9.62% return, which is significantly lower than STK's 4.31% return. Over the past 10 years, THQ has underperformed STK with an annualized return of 8.83%, while STK has yielded a comparatively higher 19.03% annualized return.


THQ

1D
2.75%
1M
-11.99%
YTD
-9.62%
6M
2.98%
1Y
-8.31%
3Y*
6.67%
5Y*
3.30%
10Y*
8.83%

STK

1D
5.54%
1M
-6.23%
YTD
4.31%
6M
12.70%
1Y
46.63%
3Y*
22.64%
5Y*
14.46%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THQ vs. STK - Expense Ratio Comparison

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


Return for Risk

THQ vs. STK — Risk / Return Rank

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

THQ
THQ Risk / Return Rank: 33
Overall Rank
THQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
THQ Sortino Ratio Rank: 22
Sortino Ratio Rank
THQ Omega Ratio Rank: 22
Omega Ratio Rank
THQ Calmar Ratio Rank: 33
Calmar Ratio Rank
THQ Martin Ratio Rank: 33
Martin Ratio Rank

STK
STK Risk / Return Rank: 9191
Overall Rank
STK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9090
Sortino Ratio Rank
STK Omega Ratio Rank: 8686
Omega Ratio Rank
STK Calmar Ratio Rank: 9595
Calmar Ratio Rank
STK Martin Ratio Rank: 9494
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.

THQ vs. STK - Risk-Adjusted Trends Comparison

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


THQSTKDifference

Sharpe ratio

Return per unit of total volatility

-0.39

1.83

-2.22

Sortino ratio

Return per unit of downside risk

-0.40

2.53

-2.93

Omega ratio

Gain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.33

3.31

-3.63

Martin ratio

Return relative to average drawdown

-0.78

12.25

-13.03

THQ vs. STK - Sharpe Ratio Comparison

The current THQ Sharpe Ratio is -0.39, which is lower than the STK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of THQ and STK, 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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Sharpe Ratios by Period


THQSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

1.83

-2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.59

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.74

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.64

-0.31

Correlation

The correlation between THQ and STK is 0.45, 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.


Dividends

THQ vs. STK - Dividend Comparison

THQ's dividend yield for the trailing twelve months is around 12.86%, more than STK's 7.16% yield.


TTM20252024202320222021202020192018201720162015
THQ
Abrdn Healthcare Opportunities Fund
12.86%11.29%11.09%7.45%6.81%5.27%6.62%7.08%8.05%7.71%8.70%9.50%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.16%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

THQ vs. STK - Drawdown Comparison

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


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Drawdown Indicators


THQSTKDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-41.74%

+2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-22.11%

-13.59%

-8.52%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-36.27%

+4.07%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

-41.74%

+2.39%

Current Drawdown

Current decline from peak

-14.45%

-7.51%

-6.94%

Average Drawdown

Average peak-to-trough decline

-8.66%

-7.47%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

3.67%

+5.94%

Volatility

THQ vs. STK - Volatility Comparison

The current volatility for Abrdn Healthcare Opportunities Fund (THQ) is 5.90%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 9.65%. This indicates that THQ experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THQSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

9.65%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

17.90%

-5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

25.65%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

24.83%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

25.91%

-5.45%