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FPI vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FPI and VNQ is 0.35, 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.


-0.50.00.51.00.4

Performance

FPI vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Farmland Partners Inc. (FPI) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
41.07%
86.71%
FPI
VNQ

Key characteristics

Sharpe Ratio

FPI:

0.53

VNQ:

0.12

Sortino Ratio

FPI:

0.95

VNQ:

0.27

Omega Ratio

FPI:

1.12

VNQ:

1.03

Calmar Ratio

FPI:

0.38

VNQ:

0.07

Martin Ratio

FPI:

1.82

VNQ:

0.46

Ulcer Index

FPI:

7.44%

VNQ:

4.17%

Daily Std Dev

FPI:

25.74%

VNQ:

16.18%

Max Drawdown

FPI:

-59.74%

VNQ:

-73.07%

Current Drawdown

FPI:

-16.91%

VNQ:

-16.97%

Returns By Period

In the year-to-date period, FPI achieves a -2.48% return, which is significantly higher than VNQ's -3.96% return. Over the past 10 years, FPI has outperformed VNQ with an annualized return of 5.33%, while VNQ has yielded a comparatively lower 3.97% annualized return.


FPI

YTD

-2.48%

1M

3.77%

6M

10.53%

1Y

13.30%

5Y*

15.72%

10Y*

5.33%

VNQ

YTD

-3.96%

1M

-8.23%

6M

-0.41%

1Y

2.15%

5Y*

2.04%

10Y*

3.97%

*Annualized

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Risk-Adjusted Performance

FPI vs. VNQ — Risk-Adjusted Performance Rank

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

FPI
The Risk-Adjusted Performance Rank of FPI is 6565
Overall Rank
The Sharpe Ratio Rank of FPI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FPI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FPI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FPI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FPI is 6868
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 1515
Overall Rank
The Sharpe Ratio Rank of VNQ is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FPI vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmland Partners Inc. (FPI) and Vanguard Real Estate ETF (VNQ). 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.


The chart of Sharpe ratio for FPI, currently valued at 0.53, compared to the broader market-4.00-2.000.002.000.530.12
The chart of Sortino ratio for FPI, currently valued at 0.95, compared to the broader market-4.00-2.000.002.004.000.950.27
The chart of Omega ratio for FPI, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.03
The chart of Calmar ratio for FPI, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.07
The chart of Martin ratio for FPI, currently valued at 1.82, compared to the broader market0.0010.0020.001.820.46
FPI
VNQ

The current FPI Sharpe Ratio is 0.53, which is higher than the VNQ Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FPI and VNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.53
0.12
FPI
VNQ

Dividends

FPI vs. VNQ - Dividend Comparison

FPI's dividend yield for the trailing twelve months is around 12.18%, more than VNQ's 4.01% yield.


TTM20242023202220212020201920182017201620152014
FPI
Farmland Partners Inc.
12.18%11.31%3.61%1.85%1.67%2.30%2.95%7.84%5.90%4.59%4.56%3.13%
VNQ
Vanguard Real Estate ETF
4.01%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

FPI vs. VNQ - Drawdown Comparison

The maximum FPI drawdown since its inception was -59.74%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for FPI and VNQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.91%
-16.97%
FPI
VNQ

Volatility

FPI vs. VNQ - Volatility Comparison

Farmland Partners Inc. (FPI) has a higher volatility of 9.37% compared to Vanguard Real Estate ETF (VNQ) at 6.01%. This indicates that FPI's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.37%
6.01%
FPI
VNQ