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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 6.00% return, which is significantly higher than BTAL's -17.58% return. Over the past 10 years, AKR has outperformed BTAL with an annualized return of -1.56%, while BTAL has yielded a comparatively lower -4.85% annualized return.


AKR

1D
0.23%
1M
-2.49%
6M
4.12%
YTD
6.00%
1Y
20.54%
3Y*
16.98%
5Y*
3.69%
10Y*
-1.56%

BTAL

1D
1.98%
1M
3.22%
6M
-14.80%
YTD
-17.58%
1Y
-28.86%
3Y*
-9.69%
5Y*
-4.64%
10Y*
-4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AKR vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AKR
Acadia Realty Trust
6.00%-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
-17.58%-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 -0.06, 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

-0.06

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

-0.24

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

-0.34

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

-0.30

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

-0.27

Over the past year, the inverse relationship between AKR and BTAL has weakened: their correlation has moved from -0.27 to -0.06, meaning they move in opposite directions less often than they have historically.

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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: 7373
Overall Rank
AKR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AKR Sortino Ratio Rank: 6767
Sortino Ratio Rank
AKR Omega Ratio Rank: 6666
Omega Ratio Rank
AKR Calmar Ratio Rank: 7575
Calmar Ratio Rank
AKR Martin Ratio Rank: 8181
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 11
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 11
Sortino Ratio Rank
BTAL Omega Ratio Rank: 11
Omega Ratio Rank
BTAL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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

+2.19

Sortino ratioReturn per unit of downside risk

+3.21

Omega ratioGain probability vs. loss probability

1.17

0.81

+0.36

Calmar ratioReturn relative to maximum drawdown

1.66

-0.84

+2.50

Martin ratioReturn relative to average drawdown

5.46

-1.61

+7.06

AKR vs. BTAL - Sharpe Ratio Comparison

The current AKR Sharpe Ratio is 0.95, which is higher than the BTAL Sharpe Ratio of -1.25. 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%

-34.61%

+22.20%

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

-16.92%

-48.63%

+31.71%

Average Drawdown

Average peak-to-trough decline

-24.35%

-22.15%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

18.00%

-14.23%

Volatility

AKR vs. BTAL - Volatility Comparison

The current volatility for Acadia Realty Trust (AKR) is 5.72%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 8.77%. 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

5.72%

8.77%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.92%

17.19%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

23.28%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.97%

19.23%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

17.36%

+16.98%

Dividends

AKR vs. BTAL - Dividend Comparison

AKR's dividend yield for the trailing twelve months is around 3.75%, more than BTAL's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
AKR
Acadia Realty Trust
3.75%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
3.02%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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (8.77%) compared to AKR (5.72%). In terms of maximum drawdown, AKR dropped -71.02% vs BTAL's -52.70%.

AKR currently has the higher Sharpe Ratio (0.95 vs -1.25), 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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