MPAA vs. BTAL
Compare and contrast key facts about Motorcar Parts of America, Inc. (MPAA) 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.
Performance
MPAA vs. BTAL - Performance Comparison
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MPAA vs. BTAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | -10.37% | 62.37% | -18.63% | -21.25% | -30.52% | -13.00% | -10.94% | 32.39% | -33.41% | -7.17% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | -2.99% | -20.17% | 12.83% | -15.11% | 20.48% | -6.81% | -13.86% | 1.07% | 15.13% | -2.13% |
Returns By Period
In the year-to-date period, MPAA achieves a -10.37% return, which is significantly lower than BTAL's -2.99% return. Over the past 10 years, MPAA has underperformed BTAL with an annualized return of -11.46%, while BTAL has yielded a comparatively higher -3.16% annualized return.
MPAA
- 1D
- 1.84%
- 1M
- 6.96%
- YTD
- -10.37%
- 6M
- -33.13%
- 1Y
- 16.42%
- 3Y*
- 14.13%
- 5Y*
- -13.30%
- 10Y*
- -11.46%
BTAL
- 1D
- -2.72%
- 1M
- -0.85%
- YTD
- -2.99%
- 6M
- -10.10%
- 1Y
- -31.33%
- 3Y*
- -8.29%
- 5Y*
- -1.50%
- 10Y*
- -3.16%
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Return for Risk
MPAA vs. BTAL — Risk / Return Rank
MPAA
BTAL
MPAA vs. BTAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Motorcar Parts of America, Inc. (MPAA) 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.
| MPAA | BTAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | -1.40 | +1.66 |
Sortino ratioReturn per unit of downside risk | 0.78 | -2.13 | +2.90 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.77 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | -0.88 | +1.27 |
Martin ratioReturn relative to average drawdown | 0.86 | -1.20 | +2.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MPAA | BTAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | -1.40 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | -0.08 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.21 | -0.19 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | -0.17 | +0.19 |
Correlation
The correlation between MPAA and BTAL is -0.30. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MPAA vs. BTAL - Dividend Comparison
MPAA has not paid dividends to shareholders, while BTAL's dividend yield for the trailing twelve months is around 2.56%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 2.56% | 2.49% | 3.49% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% |
Drawdowns
MPAA vs. BTAL - Drawdown Comparison
The maximum MPAA drawdown since its inception was -97.82%, which is greater than BTAL's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for MPAA and BTAL.
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Drawdown Indicators
| MPAA | BTAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.82% | -41.01% | -56.81% |
Max Drawdown (1Y)Largest decline over 1 year | -46.31% | -34.94% | -11.37% |
Max Drawdown (5Y)Largest decline over 5 years | -82.71% | -34.94% | -47.77% |
Max Drawdown (10Y)Largest decline over 10 years | -88.22% | -41.01% | -47.21% |
Current DrawdownCurrent decline from peak | -72.52% | -39.53% | -32.99% |
Average DrawdownAverage peak-to-trough decline | -51.20% | -21.67% | -29.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.20% | 25.64% | -4.44% |
Volatility
MPAA vs. BTAL - Volatility Comparison
Motorcar Parts of America, Inc. (MPAA) has a higher volatility of 9.10% compared to AGFiQ US Market Neutral Anti-Beta Fund (BTAL) at 6.87%. This indicates that MPAA'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
| MPAA | BTAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 6.87% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 46.52% | 15.84% | +30.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.71% | 22.51% | +41.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.98% | 18.36% | +42.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.43% | 17.04% | +37.39% |