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LAND vs. PHDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LAND vs. PHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Land Corporation (LAND) and Invesco S&P 500 Downside Hedged ETF (PHDG). 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 PHDG's 9.47% return. Over the past 10 years, LAND has underperformed PHDG with an annualized return of 1.32%, while PHDG has yielded a comparatively higher 7.14% annualized 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%

PHDG

1D
-0.16%
1M
0.44%
6M
8.74%
YTD
9.47%
1Y
14.71%
3Y*
8.21%
5Y*
4.01%
10Y*
7.14%
ALL TIME*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.89M$5.73M$5.80M
$1.28M$774.65K$908.35K

LAND vs. PHDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LAND
Gladstone Land Corporation
-3.62%-10.69%-21.63%-18.49%-44.42%136.25%17.35%18.07%-10.82%24.66%
PHDG
Invesco S&P 500 Downside Hedged ETF
9.47%2.72%10.95%8.18%-14.09%15.67%18.97%8.57%-2.44%15.89%

Correlation

The correlation between LAND and PHDG is 0.24, which is low. Their historical price movements had little consistent relationship.


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

0.24

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

0.21

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

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2013

0.19

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Return for Risk

LAND vs. PHDG — 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

PHDG
PHDG Risk / Return Rank: 6161
Overall Rank
PHDG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PHDG Sortino Ratio Rank: 5555
Sortino Ratio Rank
PHDG Omega Ratio Rank: 6363
Omega Ratio Rank
PHDG Calmar Ratio Rank: 6868
Calmar Ratio Rank
PHDG Martin Ratio Rank: 6262
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. PHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Land Corporation (LAND) and Invesco S&P 500 Downside Hedged ETF (PHDG). 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.


LANDPHDGDifference
Sharpe ratioReturn per unit of total volatility

-1.88

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

0.92

1.27

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.52

2.38

-2.90

Martin ratioReturn relative to average drawdown

-1.07

7.41

-8.48

LAND vs. PHDG - Sharpe Ratio Comparison

The current LAND Sharpe Ratio is -0.55, which is lower than the PHDG Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of LAND and PHDG, 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. PHDG - Drawdown Comparison

The maximum LAND drawdown since its inception was -76.45%, which is greater than PHDG's maximum drawdown of -17.70%. Use the drawdown chart below to compare losses from any high point for LAND and PHDG.


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Drawdown Indicators


LANDPHDGDifference

Max Drawdown

Largest peak-to-trough decline

-76.45%

-17.70%

-58.75%

Max Drawdown (1Y)

Largest decline over 1 year

-30.74%

-6.36%

-24.38%

Max Drawdown (3Y)

Largest decline over 3 years

-43.87%

-14.78%

-29.09%

Max Drawdown (5Y)

Largest decline over 5 years

-76.45%

-17.06%

-59.39%

Max Drawdown (10Y)

Largest decline over 10 years

-76.45%

-17.06%

-59.39%

Current Drawdown

Current decline from peak

-75.36%

-5.95%

-69.41%

Average Drawdown

Average peak-to-trough decline

-31.08%

-6.23%

-24.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

2.04%

+15.32%

Volatility

LAND vs. PHDG - Volatility Comparison

Gladstone Land Corporation (LAND) has a higher volatility of 5.65% compared to Invesco S&P 500 Downside Hedged ETF (PHDG) at 2.14%. This indicates that LAND's price experiences larger fluctuations and is considered to be riskier than PHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LANDPHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

2.14%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

22.32%

9.37%

+12.95%

Volatility (1Y)

Calculated over the trailing 1-year period

29.03%

11.41%

+17.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

11.37%

+19.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

12.10%

+17.86%

Dividends

LAND vs. PHDG - Dividend Comparison

LAND's dividend yield for the trailing twelve months is around 6.57%, more than PHDG's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PHDG
Invesco S&P 500 Downside Hedged ETF
1.70%2.10%1.94%1.93%1.35%0.44%0.63%1.80%1.56%1.83%2.29%1.64%

Frequently Asked Questions


LAND and PHDG have a correlation of 0.24, 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 PHDG (2.14%). In terms of maximum drawdown, LAND dropped -76.45% vs PHDG's -17.70%.

PHDG currently has the higher Sharpe Ratio (1.33 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.

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