CPB vs. BTAL
Compare and contrast key facts about Campbell Soup Company (CPB) and AGFiQ US Market Neutral Anti-Beta Fund (BTAL).
BTAL is a passively managed fund by AGF that tracks the performance of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index. It was launched on Sep 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPB or BTAL.
Key characteristics
| CPB | BTAL | |
|---|---|---|
| YTD Return | 4.98% | 13.98% |
| 1Y Return | 11.86% | -0.37% |
| 3Y Return (Ann) | 5.18% | 7.84% |
| 5Y Return (Ann) | 1.68% | -2.04% |
| 10Y Return (Ann) | 3.09% | 0.55% |
| Sharpe Ratio | 0.57 | -0.14 |
| Sortino Ratio | 0.97 | -0.08 |
| Omega Ratio | 1.11 | 0.99 |
| Calmar Ratio | 0.43 | -0.07 |
| Martin Ratio | 2.52 | -0.43 |
| Ulcer Index | 4.88% | 5.45% |
| Daily Std Dev | 21.50% | 16.74% |
| Max Drawdown | -62.92% | -38.36% |
| Current Drawdown | -18.69% | -21.13% |
Correlation
The correlation between CPB and BTAL is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CPB vs. BTAL - Performance Comparison
In the year-to-date period, CPB achieves a 4.98% return, which is significantly lower than BTAL's 13.98% return. Over the past 10 years, CPB has outperformed BTAL with an annualized return of 3.09%, while BTAL has yielded a comparatively lower 0.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CPB vs. BTAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Soup Company (CPB) 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.
Dividends
CPB vs. BTAL - Dividend Comparison
CPB's dividend yield for the trailing twelve months is around 3.34%, less than BTAL's 5.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPB Campbell Soup Company | 3.34% | 3.42% | 2.61% | 3.41% | 2.90% | 2.83% | 4.24% | 2.91% | 2.13% | 2.37% | 2.84% | 1.39% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.39% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CPB vs. BTAL - Drawdown Comparison
The maximum CPB drawdown since its inception was -62.92%, which is greater than BTAL's maximum drawdown of -38.36%. Use the drawdown chart below to compare losses from any high point for CPB and BTAL. For additional features, visit the drawdowns tool.
Volatility
CPB vs. BTAL - Volatility Comparison
Campbell Soup Company (CPB) has a higher volatility of 4.96% compared to AGFiQ US Market Neutral Anti-Beta Fund (BTAL) at 3.92%. This indicates that CPB's price experiences larger fluctuations and is considered to be riskier than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.