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BTAL vs. CWST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. CWST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and Casella Waste Systems, Inc. (CWST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTAL achieves a -15.84% return, which is significantly lower than CWST's -4.46% return. Over the past 10 years, BTAL has underperformed CWST with an annualized return of -4.60%, while CWST has yielded a comparatively higher 26.34% annualized return.


BTAL

1D
0.00%
1M
10.49%
6M
-12.25%
YTD
-15.84%
1Y
-25.57%
3Y*
-9.44%
5Y*
-4.30%
10Y*
-4.60%
ALL TIME*
-3.86%

CWST

1D
-2.23%
1M
7.58%
6M
-11.85%
YTD
-4.46%
1Y
-13.31%
3Y*
2.21%
5Y*
7.32%
10Y*
26.34%
ALL TIME*
5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. CWST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-15.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
CWST
Casella Waste Systems, Inc.
-4.46%-7.44%23.81%7.75%-7.15%37.89%34.59%61.57%23.76%85.50%

Correlation

The correlation between BTAL and CWST is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

-0.04

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

-0.11

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

-0.12

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

-0.15

The correlation between BTAL and CWST shifts across timeframes, from -0.15 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BTAL vs. CWST — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
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

CWST
CWST Risk / Return Rank: 2929
Overall Rank
CWST Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CWST Sortino Ratio Rank: 2626
Sortino Ratio Rank
CWST Omega Ratio Rank: 2727
Omega Ratio Rank
CWST Calmar Ratio Rank: 3131
Calmar Ratio Rank
CWST Martin Ratio Rank: 3030
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.

BTAL vs. CWST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF U.S. Market Neutral Anti-Beta Fund (BTAL) and Casella Waste Systems, Inc. (CWST). 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.


BTALCWSTDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

0.83

0.96

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.41

-0.33

Martin ratioReturn relative to average drawdown

-1.39

-0.75

-0.64

BTAL vs. CWST - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.09, which is lower than the CWST Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of BTAL and CWST, 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

BTAL vs. CWST - Drawdown Comparison

The maximum BTAL drawdown since its inception was -52.70%, smaller than the maximum CWST drawdown of -98.52%. Use the drawdown chart below to compare losses from any high point for BTAL and CWST.


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Drawdown Indicators


BTALCWSTDifference

Max Drawdown

Largest peak-to-trough decline

-52.70%

-98.52%

+45.82%

Max Drawdown (1Y)

Largest decline over 1 year

-34.57%

-32.56%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-47.83%

-37.72%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-47.83%

-37.72%

-10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

-37.72%

-14.98%

Current Drawdown

Current decline from peak

-47.55%

-22.26%

-25.29%

Average Drawdown

Average peak-to-trough decline

-22.19%

-52.91%

+30.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.40%

17.80%

+0.60%

Volatility

BTAL vs. CWST - Volatility Comparison

The current volatility for AGF U.S. Market Neutral Anti-Beta Fund (BTAL) is 7.95%, while Casella Waste Systems, Inc. (CWST) has a volatility of 11.67%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than CWST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALCWSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

11.67%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

28.86%

-11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.51%

35.12%

-11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

27.64%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

31.00%

-13.60%

Dividends

BTAL vs. CWST - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 2.96%, while CWST has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.96%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CWST
Casella Waste Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BTAL and CWST have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWST has higher volatility (11.67%) compared to BTAL (7.95%). In terms of maximum drawdown, BTAL dropped -52.70% vs CWST's -98.52%.

CWST currently has the higher Sharpe Ratio (-0.38 vs -1.09), 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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