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

Performance

BTAL vs. CPB - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.48%
-4.66%
BTAL
CPB

Returns By Period

In the year-to-date period, BTAL achieves a 13.45% return, which is significantly higher than CPB's 3.23% return. Over the past 10 years, BTAL has underperformed CPB with an annualized return of 0.53%, while CPB has yielded a comparatively higher 2.67% annualized return.


BTAL

YTD

13.45%

1M

-1.33%

6M

1.48%

1Y

1.03%

5Y (annualized)

-2.27%

10Y (annualized)

0.53%

CPB

YTD

3.23%

1M

-10.25%

6M

-4.66%

1Y

9.56%

5Y (annualized)

1.52%

10Y (annualized)

2.67%

Key characteristics


BTALCPB
Sharpe Ratio0.010.42
Sortino Ratio0.130.76
Omega Ratio1.021.09
Calmar Ratio0.010.32
Martin Ratio0.041.74
Ulcer Index5.16%5.27%
Daily Std Dev16.64%21.66%
Max Drawdown-38.36%-62.92%
Current Drawdown-21.49%-20.05%

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Correlation

-0.50.00.51.00.1

The correlation between BTAL and CPB is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

BTAL vs. CPB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Campbell Soup Company (CPB). 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 0.01, compared to the broader market0.002.004.006.000.010.42
The chart of Sortino ratio for BTAL, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.0010.0012.000.130.76
The chart of Omega ratio for BTAL, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.09
The chart of Calmar ratio for BTAL, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.010.32
The chart of Martin ratio for BTAL, currently valued at 0.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.041.74
BTAL
CPB

The current BTAL Sharpe Ratio is 0.01, which is lower than the CPB Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BTAL and CPB, 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 Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.01
0.42
BTAL
CPB

Dividends

BTAL vs. CPB - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 5.41%, more than CPB's 3.40% yield.


TTM20232022202120202019201820172016201520142013
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
5.41%6.14%1.00%0.00%0.00%0.88%0.39%0.00%0.00%0.00%0.00%0.00%
CPB
Campbell Soup Company
3.40%3.42%2.61%3.41%2.90%2.83%4.24%2.91%2.13%2.37%2.84%1.39%

Drawdowns

BTAL vs. CPB - Drawdown Comparison

The maximum BTAL drawdown since its inception was -38.36%, smaller than the maximum CPB drawdown of -62.92%. Use the drawdown chart below to compare losses from any high point for BTAL and CPB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-21.49%
-20.05%
BTAL
CPB

Volatility

BTAL vs. CPB - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 3.90%, while Campbell Soup Company (CPB) has a volatility of 5.24%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than CPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
5.24%
BTAL
CPB