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

Correlation

The correlation between FPI and VOO is 0.29, 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.


-0.50.00.51.00.3

Performance

FPI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Farmland Partners Inc. (FPI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%SeptemberOctoberNovemberDecember2025February
46.02%
309.07%
FPI
VOO

Key characteristics

Sharpe Ratio

FPI:

0.84

VOO:

1.98

Sortino Ratio

FPI:

1.39

VOO:

2.65

Omega Ratio

FPI:

1.17

VOO:

1.36

Calmar Ratio

FPI:

0.61

VOO:

2.98

Martin Ratio

FPI:

2.90

VOO:

12.44

Ulcer Index

FPI:

7.35%

VOO:

2.02%

Daily Std Dev

FPI:

25.39%

VOO:

12.69%

Max Drawdown

FPI:

-59.74%

VOO:

-33.99%

Current Drawdown

FPI:

-13.99%

VOO:

0.00%

Returns By Period

In the year-to-date period, FPI achieves a 0.94% return, which is significantly lower than VOO's 4.06% return. Over the past 10 years, FPI has underperformed VOO with an annualized return of 5.10%, while VOO has yielded a comparatively higher 13.32% annualized return.


FPI

YTD

0.94%

1M

0.85%

6M

31.82%

1Y

15.44%

5Y*

17.07%

10Y*

5.10%

VOO

YTD

4.06%

1M

2.04%

6M

10.75%

1Y

23.75%

5Y*

14.44%

10Y*

13.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FPI vs. VOO — 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 6969
Overall Rank
The Sharpe Ratio Rank of FPI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FPI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FPI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FPI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FPI is 7171
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farmland Partners Inc. (FPI) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for FPI, currently valued at 0.84, compared to the broader market-2.000.002.004.000.841.98
The chart of Sortino ratio for FPI, currently valued at 1.39, compared to the broader market-6.00-4.00-2.000.002.004.006.001.392.65
The chart of Omega ratio for FPI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.36
The chart of Calmar ratio for FPI, currently valued at 0.61, compared to the broader market0.002.004.006.000.612.98
The chart of Martin ratio for FPI, currently valued at 2.90, compared to the broader market-10.000.0010.0020.0030.002.9012.44
FPI
VOO

The current FPI Sharpe Ratio is 0.84, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FPI and VOO, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.84
1.98
FPI
VOO

Dividends

FPI vs. VOO - Dividend Comparison

FPI's dividend yield for the trailing twelve months is around 11.77%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
FPI
Farmland Partners Inc.
11.77%11.31%3.61%1.85%1.67%2.30%2.95%7.84%5.90%4.59%4.56%3.13%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FPI vs. VOO - Drawdown Comparison

The maximum FPI drawdown since its inception was -59.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FPI and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.99%
0
FPI
VOO

Volatility

FPI vs. VOO - Volatility Comparison

Farmland Partners Inc. (FPI) has a higher volatility of 4.56% compared to Vanguard S&P 500 ETF (VOO) at 3.13%. This indicates that FPI's price experiences larger fluctuations and is considered to be riskier than VOO 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%SeptemberOctoberNovemberDecember2025February
4.56%
3.13%
FPI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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