BTAL vs. CPB
Compare and contrast key facts about AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Campbell Soup Company (CPB).
BTAL is a passively managed fund by AGF that tracks the performance of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. It was launched on Sep 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTAL or CPB.
Key characteristics
| BTAL | CPB | |
|---|---|---|
| YTD Return | 13.98% | 4.98% |
| 1Y Return | -0.37% | 11.86% |
| 3Y Return (Ann) | 7.84% | 5.18% |
| 5Y Return (Ann) | -2.04% | 1.68% |
| 10Y Return (Ann) | 0.55% | 3.09% |
| Sharpe Ratio | -0.14 | 0.57 |
| Sortino Ratio | -0.08 | 0.97 |
| Omega Ratio | 0.99 | 1.11 |
| Calmar Ratio | -0.07 | 0.43 |
| Martin Ratio | -0.43 | 2.52 |
| Ulcer Index | 5.45% | 4.88% |
| Daily Std Dev | 16.74% | 21.50% |
| Max Drawdown | -38.36% | -62.92% |
| Current Drawdown | -21.13% | -18.69% |
Correlation
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.
Performance
BTAL vs. CPB - Performance Comparison
In the year-to-date period, BTAL achieves a 13.98% return, which is significantly higher than CPB's 4.98% return. Over the past 10 years, BTAL has underperformed CPB with an annualized return of 0.55%, while CPB has yielded a comparatively higher 3.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
BTAL vs. CPB - Dividend Comparison
BTAL's dividend yield for the trailing twelve months is around 5.39%, more than CPB's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.39% | 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 | 3.34% | 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.
Volatility
BTAL vs. CPB - Volatility Comparison
The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 3.92%, while Campbell Soup Company (CPB) has a volatility of 4.96%. 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.