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BTAL vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BTAL and ARKK is -0.54. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.5

Performance

BTAL vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
16.65%
167.24%
BTAL
ARKK

Key characteristics

Sharpe Ratio

BTAL:

0.89

ARKK:

-0.00

Sortino Ratio

BTAL:

1.44

ARKK:

0.26

Omega Ratio

BTAL:

1.16

ARKK:

1.03

Calmar Ratio

BTAL:

0.59

ARKK:

-0.00

Martin Ratio

BTAL:

2.58

ARKK:

-0.02

Ulcer Index

BTAL:

6.03%

ARKK:

10.71%

Daily Std Dev

BTAL:

17.38%

ARKK:

38.72%

Max Drawdown

BTAL:

-38.36%

ARKK:

-80.91%

Current Drawdown

BTAL:

-14.10%

ARKK:

-68.09%

Returns By Period

In the year-to-date period, BTAL achieves a 10.01% return, which is significantly higher than ARKK's -13.42% return. Over the past 10 years, BTAL has underperformed ARKK with an annualized return of 1.37%, while ARKK has yielded a comparatively higher 10.24% annualized return.


BTAL

YTD

10.01%

1M

2.37%

6M

5.99%

1Y

14.60%

5Y*

-2.91%

10Y*

1.37%

ARKK

YTD

-13.42%

1M

-7.42%

6M

7.15%

1Y

2.87%

5Y*

4.80%

10Y*

10.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BTAL vs. ARKK - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than ARKK's 0.75% expense ratio.


BTAL
AGFiQ US Market Neutral Anti-Beta Fund
Expense ratio chart for BTAL: current value is 2.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BTAL: 2.11%
Expense ratio chart for ARKK: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKK: 0.75%

Risk-Adjusted Performance

BTAL vs. ARKK — Risk-Adjusted Performance Rank

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

BTAL
The Risk-Adjusted Performance Rank of BTAL is 6666
Overall Rank
The Sharpe Ratio Rank of BTAL is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of BTAL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BTAL is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BTAL is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BTAL is 6060
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 2121
Overall Rank
The Sharpe Ratio Rank of ARKK is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTAL vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and ARK Innovation ETF (ARKK). 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.


Sharpe ratio
The chart of Sharpe ratio for BTAL, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.005.00
BTAL: 0.89
ARKK: -0.00
The chart of Sortino ratio for BTAL, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.0012.00
BTAL: 1.44
ARKK: 0.26
The chart of Omega ratio for BTAL, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
BTAL: 1.16
ARKK: 1.03
The chart of Calmar ratio for BTAL, currently valued at 0.59, compared to the broader market0.005.0010.0015.00
BTAL: 0.59
ARKK: -0.00
The chart of Martin ratio for BTAL, currently valued at 2.58, compared to the broader market0.0020.0040.0060.0080.00100.00
BTAL: 2.58
ARKK: -0.02

The current BTAL Sharpe Ratio is 0.89, which is higher than the ARKK Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of BTAL and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00NovemberDecember2025FebruaryMarchApril
0.89
-0.00
BTAL
ARKK

Dividends

BTAL vs. ARKK - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.17%, while ARKK has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.17%3.49%6.14%1.00%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Drawdowns

BTAL vs. ARKK - Drawdown Comparison

The maximum BTAL drawdown since its inception was -38.36%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for BTAL and ARKK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-14.10%
-68.09%
BTAL
ARKK

Volatility

BTAL vs. ARKK - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 7.26%, while ARK Innovation ETF (ARKK) has a volatility of 17.14%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
7.26%
17.14%
BTAL
ARKK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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