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BTAL vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTAL vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and ProShares UltraPro QQQ (TQQQ). 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 -20.15% return, which is significantly lower than TQQQ's 47.28% return. Over the past 10 years, BTAL has underperformed TQQQ with an annualized return of -5.05%, while TQQQ has yielded a comparatively higher 44.55% annualized return.


BTAL

1D
-0.09%
1M
-5.59%
YTD
-20.15%
6M
-19.27%
1Y
-37.44%
3Y*
-12.17%
5Y*
-4.94%
10Y*
-5.05%

TQQQ

1D
1.99%
1M
2.89%
YTD
47.28%
6M
47.23%
1Y
114.36%
3Y*
59.79%
5Y*
24.34%
10Y*
44.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTAL vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-20.15%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%
TQQQ
ProShares UltraPro QQQ
47.28%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between BTAL and TQQQ is -0.75, 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

-0.75

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

-0.66

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

-0.67

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

-0.51

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

-0.48

Over the past year, the inverse relationship between BTAL and TQQQ has strengthened: their correlation has moved from -0.48 to -0.75, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BTAL vs. TQQQ — 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: 00
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
Martin Ratio Rank

TQQQ
TQQQ Risk / Return Rank: 6464
Overall Rank
TQQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6262
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 5959
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. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) and ProShares UltraPro QQQ (TQQQ). 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.


BTALTQQQDifference
Sharpe ratioReturn per unit of total volatility

-3.72

Sortino ratioReturn per unit of downside risk

-4.98

Omega ratioGain probability vs. loss probability

0.73

1.32

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.98

2.89

-3.87

Martin ratioReturn relative to average drawdown

-1.64

9.26

-10.90

BTAL vs. TQQQ - Sharpe Ratio Comparison

The current BTAL Sharpe Ratio is -1.64, which is lower than the TQQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of BTAL and TQQQ, 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. TQQQ - Drawdown Comparison

The maximum BTAL drawdown since its inception was -50.28%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for BTAL and TQQQ.


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Drawdown Indicators


BTALTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-81.66%

+31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-37.50%

-36.97%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-45.16%

-58.04%

+12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-45.16%

-81.66%

+36.50%

Max Drawdown (10Y)

Largest decline over 10 years

-50.28%

-81.66%

+31.38%

Current Drawdown

Current decline from peak

-50.23%

-11.12%

-39.11%

Average Drawdown

Average peak-to-trough decline

-22.01%

-18.51%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.38%

11.52%

+10.86%

Volatility

BTAL vs. TQQQ - Volatility Comparison

The current volatility for AGFiQ US Market Neutral Anti-Beta Fund (BTAL) is 8.74%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 22.79%. This indicates that BTAL experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTALTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

22.79%

-14.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.58%

41.26%

-24.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

51.24%

-28.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

67.02%

-48.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

66.22%

-48.89%

BTAL vs. TQQQ - Expense Ratio Comparison

BTAL has a 2.11% expense ratio, which is higher than TQQQ's 0.95% expense ratio.


Dividends

BTAL vs. TQQQ - Dividend Comparison

BTAL's dividend yield for the trailing twelve months is around 3.11%, more than TQQQ's 0.41% yield.


PositionTTM20252024202320222021202020192018201720162015
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.11%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
TQQQ
ProShares UltraPro QQQ
0.41%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%

Frequently Asked Questions


BTAL and TQQQ have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (22.79%) compared to BTAL (8.74%). In terms of maximum drawdown, BTAL dropped -50.28% vs TQQQ's -81.66%.

On 10-year performance, TQQQ leads with 44.55% vs -5.05% for BTAL. On fees, TQQQ is cheaper at 0.95% per year. On volatility, BTAL has been the lower-risk option at 8.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 44.55% return vs -5.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 2.11% for BTAL.

BTAL has the higher dividend yield at 3.11%, compared with 0.41% for TQQQ.

BTAL is categorized as Long-Short, while TQQQ is Leveraged Equities. BTAL tracks Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index, while TQQQ tracks NASDAQ-100 Index (300%). They also come from different issuers: AGF and ProShares. Their fees differ too: 2.11% for BTAL and 0.95% for TQQQ.

TQQQ currently has the higher Sharpe Ratio (2.09 vs -1.64), 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

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