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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 11.01% return, which is significantly higher than BTAL's -16.19% return. Over the past 10 years, AKR has outperformed BTAL with an annualized return of -1.09%, while BTAL has yielded a comparatively lower -4.34% annualized return.


AKR

1D
-0.53%
1M
5.08%
6M
14.76%
YTD
11.01%
1Y
25.70%
3Y*
16.15%
5Y*
5.91%
10Y*
-1.09%
ALL TIME*
5.69%

BTAL

1D
-1.55%
1M
4.15%
6M
-14.41%
YTD
-16.19%
1Y
-26.63%
3Y*
-9.91%
5Y*
-4.51%
10Y*
-4.34%
ALL TIME*
-3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.54M$28.26M$31.56M
$11.44M$8.83M$8.21M

AKR vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AKR
Acadia Realty Trust
11.01%-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
-16.19%-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 -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.02

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

-0.23

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

-0.32

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

-0.30

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

-0.26

Over the past year, the inverse relationship between AKR and BTAL has weakened: their correlation has moved from -0.26 to -0.02, 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 historical risk-adjusted metric ranks over the past 12 months.

AKR
AKR Risk / Return Rank: 7777
Overall Rank
AKR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AKR Sortino Ratio Rank: 7373
Sortino Ratio Rank
AKR Omega Ratio Rank: 7272
Omega Ratio Rank
AKR Calmar Ratio Rank: 7979
Calmar Ratio Rank
AKR Martin Ratio Rank: 8484
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 11
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 33
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

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

+2.31

Sortino ratioReturn per unit of downside risk

+3.30

Omega ratioGain probability vs. loss probability

1.21

0.83

+0.38

Calmar ratioReturn relative to maximum drawdown

2.08

-0.77

+2.85

Martin ratioReturn relative to average drawdown

6.81

-1.39

+8.20

AKR vs. BTAL - Sharpe Ratio Comparison

The current AKR Sharpe Ratio is 1.19, which is higher than the BTAL Sharpe Ratio of -1.12. 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%

-34.57%

+22.16%

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

-70.86%

-52.70%

-18.16%

Current Drawdown

Current decline from peak

-12.98%

-47.76%

+34.78%

Average Drawdown

Average peak-to-trough decline

-24.33%

-22.25%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

19.17%

-15.38%

Volatility

AKR vs. BTAL - Volatility Comparison

The current volatility for Acadia Realty Trust (AKR) is 5.77%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 7.90%. 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

5.77%

7.90%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

17.92%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

23.82%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.80%

19.41%

+8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.38%

17.48%

+16.90%

Dividends

AKR vs. BTAL - Dividend Comparison

AKR's dividend yield for the trailing twelve months is around 3.58%, more than BTAL's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
AKR
Acadia Realty Trust
3.58%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
2.97%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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.90%) compared to AKR (5.77%). In terms of maximum drawdown, AKR dropped -71.02% vs BTAL's -52.70%.

AKR currently has the higher Sharpe Ratio (1.19 vs -1.12), 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

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