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LAND vs. CTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAND vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Land Corporation (LAND) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LAND achieves a -3.62% return, which is significantly lower than CTA's 6.14% return.


LAND

1D
0.02%
1M
0.84%
6M
-8.77%
YTD
-3.62%
1Y
-7.01%
3Y*
-16.85%
5Y*
-15.15%
10Y*
1.32%
ALL TIME*
0.18%

CTA

1D
-1.88%
1M
7.04%
6M
2.60%
YTD
6.14%
1Y
4.94%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.73M$13.32M$14.98M
$4.89M$5.73M$5.80M

LAND vs. CTA - Yearly Performance Comparison


2026 (YTD)2025202420232022
LAND
Gladstone Land Corporation
-3.62%-10.69%-21.63%-18.49%-42.38%
CTA
Simplify Managed Futures Strategy ETF
6.14%0.88%24.15%-2.23%9.01%

Correlation

The correlation between LAND and CTA is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

Correlation (3Y)
Balances recent behavior with more history.

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2022

-0.13

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Return for Risk

LAND vs. CTA — Risk / Return Rank

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

LAND
LAND Risk / Return Rank: 2323
Overall Rank
LAND Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LAND Sortino Ratio Rank: 2121
Sortino Ratio Rank
LAND Omega Ratio Rank: 2222
Omega Ratio Rank
LAND Calmar Ratio Rank: 2828
Calmar Ratio Rank
LAND Martin Ratio Rank: 2323
Martin Ratio Rank

CTA
CTA Risk / Return Rank: 1616
Overall Rank
CTA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 1616
Sortino Ratio Rank
CTA Omega Ratio Rank: 1616
Omega Ratio Rank
CTA Calmar Ratio Rank: 1616
Calmar Ratio Rank
CTA Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LAND vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Land Corporation (LAND) and Simplify Managed Futures Strategy ETF (CTA). 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.


LANDCTADifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.92

1.05

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.52

0.20

-0.73

Martin ratioReturn relative to average drawdown

-1.07

0.57

-1.63

LAND vs. CTA - Sharpe Ratio Comparison

The current LAND Sharpe Ratio is -0.55, which is lower than the CTA Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of LAND and CTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LAND vs. CTA - Drawdown Comparison

The maximum LAND drawdown since its inception was -76.45%, which is greater than CTA's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for LAND and CTA.


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Drawdown Indicators


LANDCTADifference

Max Drawdown

Largest peak-to-trough decline

-76.45%

-20.44%

-56.01%

Max Drawdown (1Y)

Largest decline over 1 year

-30.74%

-20.44%

-10.30%

Max Drawdown (3Y)

Largest decline over 3 years

-43.87%

-20.44%

-23.43%

Max Drawdown (5Y)

Largest decline over 5 years

-76.45%

Max Drawdown (10Y)

Largest decline over 10 years

-76.45%

Current Drawdown

Current decline from peak

-75.36%

-12.91%

-62.45%

Average Drawdown

Average peak-to-trough decline

-31.08%

-6.01%

-25.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

7.33%

+10.03%

Volatility

LAND vs. CTA - Volatility Comparison

Gladstone Land Corporation (LAND) and Simplify Managed Futures Strategy ETF (CTA) have volatilities of 5.65% and 5.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LANDCTADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

5.80%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.32%

18.29%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

29.03%

20.97%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

16.71%

+14.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

16.71%

+13.25%

Dividends

LAND vs. CTA - Dividend Comparison

LAND's dividend yield for the trailing twelve months is around 6.57%, more than CTA's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CTA
Simplify Managed Futures Strategy ETF
4.73%3.19%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LAND
Gladstone Land Corporation
6.57%6.12%5.16%3.83%2.98%1.60%3.67%4.12%4.63%3.90%4.40%5.38%

Frequently Asked Questions


LAND and CTA have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTA has higher volatility (5.80%) compared to LAND (5.65%). In terms of maximum drawdown, LAND dropped -76.45% vs CTA's -20.44%.

CTA currently has the higher Sharpe Ratio (0.20 vs -0.55), 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.

Portfolio Optimizer

Find the right allocation for LAND and CTA

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