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CWST vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWST vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Casella Waste Systems, Inc. (CWST) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWST achieves a -4.46% return, which is significantly higher than BTAL's -15.84% return. Over the past 10 years, CWST has outperformed BTAL with an annualized return of 26.34%, while BTAL has yielded a comparatively lower -4.60% annualized return.


CWST

1D
-2.23%
1M
7.58%
6M
-11.85%
YTD
-4.46%
1Y
-13.31%
3Y*
2.21%
5Y*
7.32%
10Y*
26.34%
ALL TIME*
5.05%

BTAL

1D
0.00%
1M
10.49%
6M
-12.25%
YTD
-15.84%
1Y
-25.57%
3Y*
-9.44%
5Y*
-4.30%
10Y*
-4.60%
ALL TIME*
-3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWST vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWST
Casella Waste Systems, Inc.
-4.46%-7.44%23.81%7.75%-7.15%37.89%34.59%61.57%23.76%85.50%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-15.84%-20.17%12.83%-15.11%20.48%-6.81%-13.86%1.07%15.13%-2.13%

Correlation

The correlation between CWST and BTAL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

-0.04

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

-0.11

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

-0.12

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

-0.15

The correlation between CWST and BTAL shifts across timeframes, from -0.15 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CWST vs. BTAL — Risk / Return Rank

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

CWST
CWST Risk / Return Rank: 2929
Overall Rank
CWST Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CWST Sortino Ratio Rank: 2626
Sortino Ratio Rank
CWST Omega Ratio Rank: 2727
Omega Ratio Rank
CWST Calmar Ratio Rank: 3131
Calmar Ratio Rank
CWST Martin Ratio Rank: 3030
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 33
Calmar Ratio Rank
BTAL Martin Ratio Rank: 11
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.

CWST vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Casella Waste Systems, Inc. (CWST) and AGF U.S. 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.

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.


CWSTBTALDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

0.96

0.83

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.41

-0.74

+0.33

Martin ratioReturn relative to average drawdown

-0.75

-1.39

+0.64

CWST vs. BTAL - Sharpe Ratio Comparison

The current CWST Sharpe Ratio is -0.38, which is higher than the BTAL Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of CWST and BTAL, 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

CWST vs. BTAL - Drawdown Comparison

The maximum CWST drawdown since its inception was -98.52%, which is greater than BTAL's maximum drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for CWST and BTAL.


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Drawdown Indicators


CWSTBTALDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-52.70%

-45.82%

Max Drawdown (1Y)

Largest decline over 1 year

-32.56%

-34.57%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-37.72%

-47.83%

+10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-37.72%

-47.83%

+10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-37.72%

-52.70%

+14.98%

Current Drawdown

Current decline from peak

-22.26%

-47.55%

+25.29%

Average Drawdown

Average peak-to-trough decline

-52.91%

-22.19%

-30.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.80%

18.40%

-0.60%

Volatility

CWST vs. BTAL - Volatility Comparison

Casella Waste Systems, Inc. (CWST) has a higher volatility of 11.67% compared to AGF U.S. Market Neutral Anti-Beta Fund (BTAL) at 7.95%. This indicates that CWST'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.


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Volatility by Period


CWSTBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.67%

7.95%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

28.86%

17.50%

+11.36%

Volatility (1Y)

Calculated over the trailing 1-year period

35.12%

23.51%

+11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.64%

19.27%

+8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.00%

17.40%

+13.60%

Dividends

CWST vs. BTAL - Dividend Comparison

CWST has not paid dividends to shareholders, while BTAL's dividend yield for the trailing twelve months is around 2.96%.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.96%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CWST
Casella Waste Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CWST and BTAL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CWST has higher volatility (11.67%) compared to BTAL (7.95%). In terms of maximum drawdown, CWST dropped -98.52% vs BTAL's -52.70%.

CWST currently has the higher Sharpe Ratio (-0.38 vs -1.09), 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.

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