PortfoliosLab logoPortfoliosLab logo
THQ vs. THW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THQ vs. THW - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, THQ achieves a 4.92% return, which is significantly lower than THW's 11.66% return. Both investments have delivered pretty close results over the past 10 years, with THQ having a 9.02% annualized return and THW not far ahead at 9.43%.


THQ

1D
0.11%
1M
-0.20%
6M
3.13%
YTD
4.92%
1Y
30.23%
3Y*
10.77%
5Y*
3.91%
10Y*
9.02%
ALL TIME*
7.96%

THW

1D
0.68%
1M
-2.11%
6M
11.26%
YTD
11.66%
1Y
38.03%
3Y*
11.82%
5Y*
6.24%
10Y*
9.43%
ALL TIME*
6.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.19M$4.28M$3.80M
$1.64M$2.35M$1.80M

THQ vs. THW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THQ
Abrdn Healthcare Opportunities Fund
4.92%13.88%15.51%-1.62%-17.53%33.39%15.20%22.70%3.41%21.84%
THW
abrdn World Healthcare Fund
11.66%31.10%5.35%-11.52%-1.21%12.03%26.40%32.98%-5.40%16.95%

Correlation

The correlation between THQ and THW is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2015

0.67

The correlation between THQ and THW has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

THQ vs. THW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

THQ
THQ Risk / Return Rank: 5555
Overall Rank
THQ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
THQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
THQ Omega Ratio Rank: 6363
Omega Ratio Rank
THQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
THQ Martin Ratio Rank: 4040
Martin Ratio Rank

THW
THW Risk / Return Rank: 8282
Overall Rank
THW Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
THW Sortino Ratio Rank: 7676
Sortino Ratio Rank
THW Omega Ratio Rank: 7474
Omega Ratio Rank
THW Calmar Ratio Rank: 8989
Calmar Ratio Rank
THW Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

THQ vs. THW - Risk-Adjusted Trends Comparison

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


THQTHWDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

1.81

3.39

-1.57

Martin ratioReturn relative to average drawdown

6.21

11.98

-5.77

THQ vs. THW - Sharpe Ratio Comparison

The current THQ Sharpe Ratio is 1.68, which is comparable to the THW Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of THQ and THW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

THQ vs. THW - Drawdown Comparison

The maximum THQ drawdown since its inception was -39.35%, which is greater than THW's maximum drawdown of -37.36%. Use the drawdown chart below to compare losses from any high point for THQ and THW.


Loading charts...

Drawdown Indicators


THQTHWDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-37.36%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-11.28%

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-25.86%

-26.76%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-31.53%

-0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

-37.36%

-1.99%

Current Drawdown

Current decline from peak

-1.26%

-2.11%

+0.85%

Average Drawdown

Average peak-to-trough decline

-8.54%

-9.60%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

3.18%

+1.70%

Volatility

THQ vs. THW - Volatility Comparison

Abrdn Healthcare Opportunities Fund (THQ) and abrdn World Healthcare Fund (THW) have volatilities of 4.30% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


THQTHWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.40%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

13.60%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

18.67%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

18.82%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

21.17%

-0.64%

THQ vs. THW - Expense Ratio Comparison

THQ has a 1.47% expense ratio, which is lower than THW's 1.54% expense ratio.


Dividends

THQ vs. THW - Dividend Comparison

THQ's dividend yield for the trailing twelve months is around 11.51%, more than THW's 10.47% yield.


PositionTTM20252024202320222021202020192018201720162015
THQ
Abrdn Healthcare Opportunities Fund
11.51%11.29%11.09%7.45%6.81%5.27%6.62%7.08%8.05%7.71%8.70%9.50%
THW
abrdn World Healthcare Fund
10.47%10.96%12.72%12.00%9.56%8.60%8.85%10.11%12.08%10.29%10.91%3.69%

Frequently Asked Questions


THQ and THW have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THW has higher volatility (4.40%) compared to THQ (4.30%). In terms of maximum drawdown, THQ dropped -39.35% vs THW's -37.36%.

THW currently has the higher Sharpe Ratio (2.05 vs 1.68), 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.

Portfolio Optimizer

Find the right allocation for THQ and THW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer