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BTAL vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Grayscale Bitcoin Trust ETF (GBTC). 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 -18.69% return, which is significantly higher than GBTC's -28.07% return. Over the past 10 years, BTAL has underperformed GBTC with an annualized return of -4.76%, while GBTC has yielded a comparatively higher 49.25% annualized return.


BTAL

1D
-2.26%
1M
-2.66%
YTD
-18.69%
6M
-16.94%
1Y
-35.41%
3Y*
-12.18%
5Y*
-4.53%
10Y*
-4.76%

GBTC

1D
5.06%
1M
-21.09%
YTD
-28.07%
6M
-30.74%
1Y
-40.20%
3Y*
53.71%
5Y*
10.31%
10Y*
49.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-18.69%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
GBTC
Grayscale Bitcoin Trust ETF
-28.07%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between BTAL and GBTC is -0.45, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.45

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

-0.34

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

-0.39

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

-0.22

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

-0.21

Over the past year, the inverse relationship between BTAL and GBTC has strengthened: their correlation has moved from -0.21 to -0.45, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BTAL vs. GBTC — Risk / Return Rank

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

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Grayscale Bitcoin Trust ETF (GBTC). 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.


BTALGBTCDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.74

0.86

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.77

-0.18

Martin ratioReturn relative to average drawdown

-1.62

-1.38

-0.24

BTAL vs. GBTC - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.61, which is lower than the GBTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of BTAL and GBTC, 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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Sharpe Ratios by Period


BTALGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

-0.91

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.17

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

0.60

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.65

-0.89

Drawdowns

BTAL vs. GBTC - Drawdown Comparison

The maximum BTAL drawdown since its inception was -50.28%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for BTAL and GBTC.


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Drawdown Indicators


BTALGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-89.91%

+39.63%

Max Drawdown (1Y)

Largest decline over 1 year

-37.50%

-52.45%

+14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-45.16%

-52.45%

+7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-45.16%

-85.42%

+40.26%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

-89.91%

+39.63%

Current Drawdown

Current decline from peak

-49.32%

-50.05%

+0.73%

Average Drawdown

Average peak-to-trough decline

-21.98%

-43.44%

+21.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.90%

29.16%

-7.26%

Volatility

BTAL vs. GBTC - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 7.68%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 11.75%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

11.75%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

34.55%

-18.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.07%

44.19%

-22.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

62.40%

-43.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

82.22%

-64.93%

BTAL vs. GBTC - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than GBTC's 1.50% expense ratio.


Dividends

BTAL vs. GBTC - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.06%, while GBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.06%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Frequently Asked Questions


BTAL and GBTC have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.75%) compared to BTAL (7.68%). In terms of maximum drawdown, BTAL dropped -50.28% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 49.25% vs -4.76% for BTAL. On fees, GBTC is cheaper at 1.50% per year. On volatility, BTAL has been the lower-risk option at 7.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 49.25% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBTC is cheaper with a 1.50% expense ratio, compared with 2.11% for BTAL.

BTAL has the higher dividend yield at 3.06%, compared with 0.00% for GBTC.

BTAL is categorized as Long-Short, while GBTC is Cryptocurrency. BTAL tracks Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: AGF and Grayscale. Their fees differ too: 2.11% for BTAL and 1.50% for GBTC.

GBTC currently has the higher Sharpe Ratio (-0.91 vs -1.61), 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

Find the right allocation for BTAL and GBTC

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