PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LAND vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LAND and STAG is 0.37, 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

LAND vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Land Corporation (LAND) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-18.27%
-2.79%
LAND
STAG

Key characteristics

Sharpe Ratio

LAND:

-1.01

STAG:

-0.41

Sortino Ratio

LAND:

-1.37

STAG:

-0.47

Omega Ratio

LAND:

0.84

STAG:

0.95

Calmar Ratio

LAND:

-0.33

STAG:

-0.37

Martin Ratio

LAND:

-2.12

STAG:

-1.15

Ulcer Index

LAND:

11.11%

STAG:

7.08%

Daily Std Dev

LAND:

23.45%

STAG:

19.68%

Max Drawdown

LAND:

-72.39%

STAG:

-45.08%

Current Drawdown

LAND:

-72.19%

STAG:

-20.39%

Fundamentals

Market Cap

LAND:

$407.08M

STAG:

$6.58B

EPS

LAND:

-$0.26

STAG:

$0.99

PEG Ratio

LAND:

22.95

STAG:

-402.43

Total Revenue (TTM)

LAND:

$88.57M

STAG:

$751.37M

Gross Profit (TTM)

LAND:

$40.61M

STAG:

$382.24M

EBITDA (TTM)

LAND:

$62.40M

STAG:

$574.17M

Returns By Period

In the year-to-date period, LAND achieves a -23.84% return, which is significantly lower than STAG's -10.69% return. Over the past 10 years, LAND has underperformed STAG with an annualized return of 4.70%, while STAG has yielded a comparatively higher 8.39% annualized return.


LAND

YTD

-23.84%

1M

-10.66%

6M

-18.27%

1Y

-24.31%

5Y*

-0.62%

10Y*

4.70%

STAG

YTD

-10.69%

1M

-6.60%

6M

-2.49%

1Y

-8.15%

5Y*

5.91%

10Y*

8.39%

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

LAND vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Land Corporation (LAND) and STAG Industrial, Inc. (STAG). 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 LAND, currently valued at -1.01, compared to the broader market-4.00-2.000.002.00-1.01-0.41
The chart of Sortino ratio for LAND, currently valued at -1.37, compared to the broader market-4.00-2.000.002.004.00-1.37-0.47
The chart of Omega ratio for LAND, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.95
The chart of Calmar ratio for LAND, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.37
The chart of Martin ratio for LAND, currently valued at -2.12, compared to the broader market-5.000.005.0010.0015.0020.0025.00-2.12-1.15
LAND
STAG

The current LAND Sharpe Ratio is -1.01, which is lower than the STAG Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of LAND and STAG, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.01
-0.41
LAND
STAG

Dividends

LAND vs. STAG - Dividend Comparison

LAND's dividend yield for the trailing twelve months is around 5.35%, more than STAG's 4.37% yield.


TTM20232022202120202019201820172016201520142013
LAND
Gladstone Land Corporation
5.35%3.82%2.98%1.60%3.69%4.12%4.60%3.91%4.40%5.38%3.36%9.20%
STAG
STAG Industrial, Inc.
4.37%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%

Drawdowns

LAND vs. STAG - Drawdown Comparison

The maximum LAND drawdown since its inception was -72.39%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for LAND and STAG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.19%
-20.39%
LAND
STAG

Volatility

LAND vs. STAG - Volatility Comparison

Gladstone Land Corporation (LAND) and STAG Industrial, Inc. (STAG) have volatilities of 6.79% and 6.78%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.79%
6.78%
LAND
STAG

Financials

LAND vs. STAG - Financials Comparison

This section allows you to compare key financial metrics between Gladstone Land Corporation and STAG Industrial, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab