FPI vs. BCI
FPI (Farmland Partners Inc.) is a stock, while BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) is Commodities fund tracking the Bloomberg Commodity Index Total Return. Over the past 5 years, FPI returned -0.30%/yr vs 9.92%/yr for BCI. At a 0.16 correlation, their price movements are largely independent.
Performance
FPI vs. BCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FPI achieves a 1.44% return, which is significantly lower than BCI's 19.53% return.
FPI
- 1D
- 0.00%
- 1M
- -2.90%
- 6M
- -4.98%
- YTD
- 1.44%
- 1Y
- -8.97%
- 3Y*
- -1.69%
- 5Y*
- -0.30%
- 10Y*
- 2.55%
BCI
- 1D
- 1.54%
- 1M
- -0.15%
- 6M
- 15.17%
- YTD
- 19.53%
- 1Y
- 28.14%
- 3Y*
- 11.87%
- 5Y*
- 9.92%
- 10Y*
- —
FPI vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPI Farmland Partners Inc. | 1.44% | -14.11% | 5.66% | 3.99% | 6.09% | 39.70% | 32.09% | 53.84% | -45.13% | -17.09% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 19.53% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | -2.77% | 7.06% | -11.21% | 3.81% |
Correlation
The correlation between FPI and BCI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.16 |
The correlation between FPI and BCI shifts across timeframes, from 0.01 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FPI vs. BCI — Risk / Return Rank
FPI
BCI
FPI vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Farmland Partners Inc. (FPI) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
| FPI | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.29 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 1.91 | -2.25 |
| Martin ratioReturn relative to average drawdown | -0.71 | 6.39 | -7.10 |
Loading charts...
Drawdowns
FPI vs. BCI - Drawdown Comparison
The maximum FPI drawdown since its inception was -59.77%, which is greater than BCI's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for FPI and BCI.
Loading charts...
Drawdown Indicators
| FPI | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -32.69% | -27.08% |
Max Drawdown (1Y)Largest decline over 1 year | -26.03% | -14.82% | -11.21% |
Max Drawdown (3Y)Largest decline over 3 years | -26.03% | -14.82% | -11.21% |
Max Drawdown (5Y)Largest decline over 5 years | -39.88% | -26.50% | -13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -57.44% | — | — |
Current DrawdownCurrent decline from peak | -25.76% | -9.90% | -15.86% |
Average DrawdownAverage peak-to-trough decline | -23.63% | -11.99% | -11.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.68% | 4.42% | +8.26% |
Volatility
FPI vs. BCI - Volatility Comparison
Farmland Partners Inc. (FPI) has a higher volatility of 5.93% compared to abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) at 4.62%. This indicates that FPI's price experiences larger fluctuations and is considered to be riskier than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FPI | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 4.62% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 14.99% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.24% | 17.32% | +5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.12% | 16.83% | +11.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.66% | 15.66% | +20.00% |
Dividends
FPI vs. BCI - Dividend Comparison
FPI's dividend yield for the trailing twelve months is around 5.21%, less than BCI's 13.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.79% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 0.00% | 0.00% |
FPI Farmland Partners Inc. | 5.21% | 4.54% | 11.31% | 3.61% | 1.85% | 1.67% | 2.30% | 2.95% | 7.82% | 5.88% | 4.57% | 4.54% |
Frequently Asked Questions
FPI and BCI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FPI has higher volatility (5.93%) compared to BCI (4.62%). In terms of maximum drawdown, FPI dropped -59.77% vs BCI's -32.69%.
BCI currently has the higher Sharpe Ratio (1.64 vs -0.39), 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.
Find the right allocation for FPI and BCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer