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LAND vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAND vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Land Corporation (LAND) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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 DBMF's 12.95% 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%

DBMF

1D
-0.25%
1M
3.44%
6M
7.95%
YTD
12.95%
1Y
27.97%
3Y*
10.07%
5Y*
8.70%
10Y*
ALL TIME*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$48.88M$50.74M$48.74M
$4.89M$5.73M$5.80M

LAND vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LAND
Gladstone Land Corporation
-3.62%-10.69%-21.63%-18.49%-44.42%136.25%17.35%6.87%
DBMF
iMGP DBi Managed Futures Strategy ETF
12.95%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between LAND and DBMF is 0.13, which is low. Their historical price movements had little consistent relationship.


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

0.13

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

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.04

The correlation between LAND and DBMF shifts across timeframes, from -0.03 (5 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LAND vs. DBMF — 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

DBMF
DBMF Risk / Return Rank: 9191
Overall Rank
DBMF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBMF Omega Ratio Rank: 9292
Omega Ratio Rank
DBMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
DBMF Martin Ratio Rank: 9292
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. DBMF - Risk-Adjusted Trends Comparison

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


LANDDBMFDifference
Sharpe ratioReturn per unit of total volatility

-2.76

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.92

1.45

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.52

4.59

-5.11

Martin ratioReturn relative to average drawdown

-1.07

15.59

-16.66

LAND vs. DBMF - Sharpe Ratio Comparison

The current LAND Sharpe Ratio is -0.55, which is lower than the DBMF Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LAND and DBMF, 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. DBMF - Drawdown Comparison

The maximum LAND drawdown since its inception was -76.45%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for LAND and DBMF.


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Drawdown Indicators


LANDDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-76.45%

-20.39%

-56.06%

Max Drawdown (1Y)

Largest decline over 1 year

-30.74%

-6.10%

-24.64%

Max Drawdown (3Y)

Largest decline over 3 years

-43.87%

-15.60%

-28.27%

Max Drawdown (5Y)

Largest decline over 5 years

-76.45%

-20.39%

-56.06%

Max Drawdown (10Y)

Largest decline over 10 years

-76.45%

Current Drawdown

Current decline from peak

-75.36%

-0.25%

-75.11%

Average Drawdown

Average peak-to-trough decline

-31.08%

-6.49%

-24.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

1.79%

+15.57%

Volatility

LAND vs. DBMF - Volatility Comparison

Gladstone Land Corporation (LAND) has a higher volatility of 5.65% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.42%. This indicates that LAND's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LANDDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

2.42%

+3.23%

Volatility (6M)

Calculated over the trailing 6-month period

22.32%

9.96%

+12.36%

Volatility (1Y)

Calculated over the trailing 1-year period

29.03%

12.66%

+16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

12.43%

+18.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

12.37%

+17.59%

Dividends

LAND vs. DBMF - Dividend Comparison

LAND's dividend yield for the trailing twelve months is around 6.57%, more than DBMF's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
DBMF
iMGP DBi Managed Futures Strategy ETF
5.03%5.91%5.75%2.91%7.72%10.38%0.86%9.35%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 DBMF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAND has higher volatility (5.65%) compared to DBMF (2.42%). In terms of maximum drawdown, LAND dropped -76.45% vs DBMF's -20.39%.

DBMF currently has the higher Sharpe Ratio (2.21 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

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