USA vs. HQH

In the year-to-date period, USA achieves a 23.77% return, which is significantly higher than HQH's 13.19% return. Over the past 10 years, USA has outperformed HQH with an annualized return of 12.71%, while HQH has yielded a comparatively lower 2.93% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and Tekla Healthcare Investors (HQH). 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 USA Sharpe Ratio is 2.05, which is comparable to the HQH Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of USA and HQH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USA's dividend yield for the trailing twelve months is around 9.97%, less than HQH's 11.94% yield.

The maximum USA drawdown since its inception was -69.06%, which is greater than HQH's maximum drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for USA and HQH. For additional features, visit the drawdowns tool.

The current volatility for Liberty All-Star Equity Fund (USA) is 4.36%, while Tekla Healthcare Investors (HQH) has a volatility of 6.05%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than HQH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Liberty All-Star Equity Fund and Tekla Healthcare Investors. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.