USA vs. ASG
Compare and contrast key facts about Liberty All-Star Equity Fund (USA) and Liberty All-Star Growth (ASG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USA or ASG.
Performance
USA vs. ASG - Performance Comparison
Returns By Period
In the year-to-date period, USA achieves a 23.77% return, which is significantly higher than ASG's 17.19% return. Over the past 10 years, USA has outperformed ASG with an annualized return of 12.71%, while ASG has yielded a comparatively lower 11.31% annualized return.
USA
23.77%
0.11%
10.15%
28.61%
12.71%
12.71%
ASG
17.19%
0.66%
12.25%
25.76%
8.02%
11.31%
Fundamentals
USA | ASG |
---|
Key characteristics
USA | ASG | |
---|---|---|
Sharpe Ratio | 2.05 | 1.60 |
Sortino Ratio | 2.78 | 2.18 |
Omega Ratio | 1.35 | 1.28 |
Calmar Ratio | 1.64 | 0.63 |
Martin Ratio | 13.62 | 9.62 |
Ulcer Index | 2.10% | 2.57% |
Daily Std Dev | 13.97% | 15.47% |
Max Drawdown | -69.06% | -63.67% |
Current Drawdown | -2.17% | -23.69% |
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Correlation
The correlation between USA and ASG 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.
Risk-Adjusted Performance
USA vs. ASG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and Liberty All-Star Growth (ASG). 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.
Dividends
USA vs. ASG - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 9.97%, more than ASG's 8.29% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Liberty All-Star Equity Fund | 9.97% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Liberty All-Star Growth | 8.29% | 8.14% | 10.14% | 11.33% | 7.68% | 7.08% | 10.48% | 7.58% | 11.48% | 16.81% | 6.40% | 5.52% |
Drawdowns
USA vs. ASG - Drawdown Comparison
The maximum USA drawdown since its inception was -69.06%, which is greater than ASG's maximum drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for USA and ASG. For additional features, visit the drawdowns tool.
Volatility
USA vs. ASG - Volatility Comparison
The current volatility for Liberty All-Star Equity Fund (USA) is 4.36%, while Liberty All-Star Growth (ASG) has a volatility of 6.60%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than ASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
USA vs. ASG - Financials Comparison
This section allows you to compare key financial metrics between Liberty All-Star Equity Fund and Liberty All-Star Growth. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities