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AKR vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AKR vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acadia Realty Trust (AKR) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AKR achieves a 6.58% return, which is significantly higher than BTAL's -21.75% return. Over the past 10 years, AKR has outperformed BTAL with an annualized return of -0.61%, while BTAL has yielded a comparatively lower -5.50% annualized return.


AKR

1D
1.93%
1M
-1.37%
YTD
6.58%
6M
7.30%
1Y
18.03%
3Y*
22.10%
5Y*
3.86%
10Y*
-0.61%

BTAL

1D
3.11%
1M
-7.70%
YTD
-21.75%
6M
-20.50%
1Y
-36.96%
3Y*
-13.01%
5Y*
-5.21%
10Y*
-5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AKR vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AKR
Acadia Realty Trust
6.58%-11.52%47.65%24.36%-31.18%58.37%-44.09%13.78%-9.40%-13.13%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-21.75%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between AKR and BTAL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.35

Correlation (10Y)
Calculated over the trailing 10-year period

-0.31

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2011

-0.27

The correlation between AKR and BTAL shifts across timeframes, from -0.35 (5 years) to -0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AKR vs. BTAL — Risk / Return Rank

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

AKR
AKR Risk / Return Rank: 6767
Overall Rank
AKR Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AKR Sortino Ratio Rank: 6060
Sortino Ratio Rank
AKR Omega Ratio Rank: 5959
Omega Ratio Rank
AKR Calmar Ratio Rank: 6969
Calmar Ratio Rank
AKR Martin Ratio Rank: 7676
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
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.

AKR vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acadia Realty Trust (AKR) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.


AKRBTALDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.15

0.74

+0.41

Calmar ratioReturn relative to maximum drawdown

1.46

-0.98

+2.44

Martin ratioReturn relative to average drawdown

4.93

-1.85

+6.78

AKR vs. BTAL - Sharpe Ratio Comparison

The current AKR Sharpe Ratio is 0.81, which is higher than the BTAL Sharpe Ratio of -1.62. The chart below compares the historical Sharpe Ratios of AKR and BTAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AKR vs. BTAL - Drawdown Comparison

The maximum AKR drawdown since its inception was -71.02%, which is greater than BTAL's maximum drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for AKR and BTAL.


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Drawdown Indicators


AKRBTALDifference

Max Drawdown

Largest peak-to-trough decline

-71.02%

-52.70%

-18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-37.81%

+25.40%

Max Drawdown (3Y)

Largest decline over 3 years

-31.75%

-47.83%

+16.08%

Max Drawdown (5Y)

Largest decline over 5 years

-43.82%

-47.83%

+4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-71.02%

-52.70%

-18.32%

Current Drawdown

Current decline from peak

-16.46%

-51.23%

+34.77%

Average Drawdown

Average peak-to-trough decline

-24.36%

-22.05%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

21.21%

-17.51%

Volatility

AKR vs. BTAL - Volatility Comparison

The current volatility for Acadia Realty Trust (AKR) is 8.30%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 9.28%. This indicates that AKR experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AKRBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

9.28%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

16.73%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

22.83%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.15%

19.10%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.36%

17.36%

+17.00%

Dividends

AKR vs. BTAL - Dividend Comparison

AKR's dividend yield for the trailing twelve months is around 3.69%, more than BTAL's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
AKR
Acadia Realty Trust
3.69%3.89%3.06%4.24%5.02%2.75%2.04%4.36%4.59%3.84%3.55%2.93%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%

Frequently Asked Questions


AKR and BTAL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (9.28%) compared to AKR (8.30%). In terms of maximum drawdown, AKR dropped -71.02% vs BTAL's -52.70%.

AKR currently has the higher Sharpe Ratio (0.81 vs -1.62), 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.

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