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

Correlation

The correlation between BUFD and BTAL is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BUFD vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFD:

0.81

BTAL:

0.24

Sortino Ratio

BUFD:

1.23

BTAL:

0.54

Omega Ratio

BUFD:

1.19

BTAL:

1.06

Calmar Ratio

BUFD:

0.81

BTAL:

0.21

Martin Ratio

BUFD:

3.30

BTAL:

0.81

Ulcer Index

BUFD:

2.50%

BTAL:

6.47%

Daily Std Dev

BUFD:

9.77%

BTAL:

19.82%

Max Drawdown

BUFD:

-10.75%

BTAL:

-38.36%

Current Drawdown

BUFD:

-1.03%

BTAL:

-19.72%

Returns By Period

In the year-to-date period, BUFD achieves a 1.21% return, which is significantly lower than BTAL's 2.81% return.


BUFD

YTD

1.21%

1M

7.22%

6M

1.85%

1Y

7.71%

5Y*

N/A

10Y*

N/A

BTAL

YTD

2.81%

1M

-8.79%

6M

0.84%

1Y

4.54%

5Y*

-3.33%

10Y*

1.18%

*Annualized

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BUFD vs. BTAL - Expense Ratio Comparison

BUFD has a 1.05% expense ratio, which is lower than BTAL's 2.11% expense ratio.


Risk-Adjusted Performance

BUFD vs. BTAL — Risk-Adjusted Performance Rank

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

BUFD
The Risk-Adjusted Performance Rank of BUFD is 7474
Overall Rank
The Sharpe Ratio Rank of BUFD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFD is 7171
Sortino Ratio Rank
The Omega Ratio Rank of BUFD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BUFD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BUFD is 7474
Martin Ratio Rank

BTAL
The Risk-Adjusted Performance Rank of BTAL is 2828
Overall Rank
The Sharpe Ratio Rank of BTAL is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of BTAL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of BTAL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BTAL is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BTAL is 2828
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.

BUFD vs. BTAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL). 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.


The current BUFD Sharpe Ratio is 0.81, which is higher than the BTAL Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of BUFD and BTAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BUFD vs. BTAL - Dividend Comparison

BUFD has not paid dividends to shareholders, while BTAL's dividend yield for the trailing twelve months is around 3.39%.


TTM2024202320222021202020192018
BUFD
FT Cboe Vest Fund of Deep Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.39%3.49%6.14%1.00%0.00%0.00%0.88%0.39%

Drawdowns

BUFD vs. BTAL - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BTAL drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for BUFD and BTAL. For additional features, visit the drawdowns tool.


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Volatility

BUFD vs. BTAL - Volatility Comparison

The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 3.17%, while AGFiQ US Market Neutral Anti-Beta Fund (BTAL) has a volatility of 6.07%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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