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

Correlation

The correlation between BTAL and TAIL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

BTAL vs. TAIL - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
15.97%
-41.13%
BTAL
TAIL

Key characteristics

Sharpe Ratio

BTAL:

0.55

TAIL:

0.49

Sortino Ratio

BTAL:

0.97

TAIL:

0.94

Omega Ratio

BTAL:

1.11

TAIL:

1.14

Calmar Ratio

BTAL:

0.42

TAIL:

0.19

Martin Ratio

BTAL:

1.77

TAIL:

1.08

Ulcer Index

BTAL:

6.05%

TAIL:

9.30%

Daily Std Dev

BTAL:

19.33%

TAIL:

20.54%

Max Drawdown

BTAL:

-38.36%

TAIL:

-52.37%

Current Drawdown

BTAL:

-12.96%

TAIL:

-43.51%

Returns By Period

In the year-to-date period, BTAL achieves a 11.47% return, which is significantly lower than TAIL's 15.43% return.


BTAL

YTD

11.47%

1M

5.64%

6M

7.02%

1Y

12.38%

5Y*

-2.11%

10Y*

1.77%

TAIL

YTD

15.43%

1M

13.42%

6M

12.00%

1Y

12.02%

5Y*

-9.48%

10Y*

N/A

*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. TAIL - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than TAIL's 0.59% 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 TAIL: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TAIL: 0.59%

Risk-Adjusted Performance

BTAL vs. TAIL — 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 6565
Overall Rank
The Sharpe Ratio Rank of BTAL is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BTAL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BTAL is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BTAL is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BTAL is 6262
Martin Ratio Rank

TAIL
The Risk-Adjusted Performance Rank of TAIL is 6060
Overall Rank
The Sharpe Ratio Rank of TAIL is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TAIL is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TAIL is 7171
Omega Ratio Rank
The Calmar Ratio Rank of TAIL is 4545
Calmar Ratio Rank
The Martin Ratio Rank of TAIL is 5151
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. TAIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and Cambria Tail Risk ETF (TAIL). 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 0.55, compared to the broader market-1.000.001.002.003.004.00
BTAL: 0.55
TAIL: 0.49
The chart of Sortino ratio for BTAL, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.00
BTAL: 0.97
TAIL: 0.94
The chart of Omega ratio for BTAL, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
BTAL: 1.11
TAIL: 1.14
The chart of Calmar ratio for BTAL, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
BTAL: 0.42
TAIL: 0.19
The chart of Martin ratio for BTAL, currently valued at 1.77, compared to the broader market0.0020.0040.0060.00
BTAL: 1.77
TAIL: 1.08

The current BTAL Sharpe Ratio is 0.55, which is comparable to the TAIL Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BTAL and TAIL, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.55
0.49
BTAL
TAIL

Dividends

BTAL vs. TAIL - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.13%, more than TAIL's 2.50% yield.


TTM20242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.13%3.49%6.14%1.00%0.00%0.00%0.88%0.39%0.00%
TAIL
Cambria Tail Risk ETF
2.50%3.47%3.73%1.50%0.49%0.36%1.58%1.52%0.91%

Drawdowns

BTAL vs. TAIL - Drawdown Comparison

The maximum BTAL drawdown since its inception was -38.36%, smaller than the maximum TAIL drawdown of -52.37%. Use the drawdown chart below to compare losses from any high point for BTAL and TAIL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-12.96%
-43.51%
BTAL
TAIL

Volatility

BTAL vs. TAIL - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 10.29%, while Cambria Tail Risk ETF (TAIL) has a volatility of 15.69%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than TAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.29%
15.69%
BTAL
TAIL
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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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