MPAA vs. BTAL
MPAA (Motorcar Parts of America, Inc.) is a stock, while BTAL (AGF U.S. Market Neutral Anti-Beta Fund) is Equity Market Neutral fund actively managed by AGF. Over the past 10 years, MPAA returned -6.67%/yr vs -4.41%/yr for BTAL. Their -0.31 correlation means they have often moved in opposite directions in the past.
Performance
MPAA vs. BTAL - Performance Comparison
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Returns By Period
In the year-to-date period, MPAA achieves a 8.59% return, which is significantly higher than BTAL's -14.87% return. Over the past 10 years, MPAA has underperformed BTAL with an annualized return of -6.67%, while BTAL has yielded a comparatively higher -4.41% annualized return.
MPAA
- 1D
- -2.62%
- 1M
- -8.66%
- 6M
- 7.80%
- YTD
- 8.59%
- 1Y
- 32.02%
- 3Y*
- 12.87%
- 5Y*
- -9.64%
- 10Y*
- -6.67%
- ALL TIME*
- 2.26%
BTAL
- 1D
- -0.33%
- 1M
- 5.79%
- 6M
- -13.85%
- YTD
- -14.87%
- 1Y
- -25.47%
- 3Y*
- -8.33%
- 5Y*
- -4.14%
- 10Y*
- -4.41%
- ALL TIME*
- -3.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.19M | $8.38M | $8.16M | |
| $1.13M | $1.28M | $1.53M |
MPAA vs. BTAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPAA Motorcar Parts of America, Inc. | 8.59% | 62.37% | -18.63% | -21.25% | -30.52% | -13.00% | -10.94% | 32.39% | -33.41% | -7.17% |
BTAL AGF U.S. Market Neutral Anti-Beta Fund | -14.87% | -20.17% | 12.83% | -15.11% | 20.48% | -6.81% | -13.86% | 1.07% | 15.13% | -2.13% |
Correlation
The correlation between MPAA and BTAL is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.35 |
Correlation (3Y) Balances recent behavior with more history. | -0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2011 | -0.31 |
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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 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.
| MPAA | BTAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.85 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | -0.69 | +1.32 |
| Martin ratioReturn relative to average drawdown | 1.08 | -1.25 | +2.33 |
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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 -52.70%. 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% | -52.70% | -45.12% |
Max Drawdown (1Y)Largest decline over 1 year | -46.31% | -34.57% | -11.74% |
Max Drawdown (3Y)Largest decline over 3 years | -53.34% | -47.83% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -80.01% | -47.83% | -32.18% |
Max Drawdown (10Y)Largest decline over 10 years | -86.63% | -52.70% | -33.93% |
Current DrawdownCurrent decline from peak | -66.71% | -46.94% | -19.77% |
Average DrawdownAverage peak-to-trough decline | -51.37% | -22.25% | -29.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.09% | 19.09% | +8.00% |
Volatility
MPAA vs. BTAL - Volatility Comparison
Motorcar Parts of America, Inc. (MPAA) has a higher volatility of 9.73% compared to AGF U.S. Market Neutral Anti-Beta Fund (BTAL) at 7.89%. 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 | 9.73% | 7.89% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 45.33% | 17.97% | +27.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.71% | 23.85% | +42.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.98% | 19.39% | +43.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.64% | 17.47% | +38.17% |
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 2.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BTAL AGF U.S. Market Neutral Anti-Beta Fund | 2.92% | 2.49% | 3.49% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% |
MPAA Motorcar Parts of America, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MPAA and BTAL have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPAA has higher volatility (9.73%) compared to BTAL (7.89%). In terms of maximum drawdown, MPAA dropped -97.82% vs BTAL's -52.70%.
MPAA currently has the higher Sharpe Ratio (0.44 vs -1.00), 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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