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LAND vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LANDVTI
YTD Return-7.52%26.35%
1Y Return-1.26%40.48%
3Y Return (Ann)-17.17%8.68%
5Y Return (Ann)4.64%15.37%
10Y Return (Ann)5.79%12.90%
Sharpe Ratio-0.113.10
Sortino Ratio0.024.13
Omega Ratio1.001.58
Calmar Ratio-0.044.21
Martin Ratio-0.3020.25
Ulcer Index8.45%1.94%
Daily Std Dev24.01%12.68%
Max Drawdown-68.33%-55.45%
Current Drawdown-66.23%0.00%

Correlation

-0.50.00.51.00.3

The correlation between LAND and VTI is 0.34, 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.

Performance

LAND vs. VTI - Performance Comparison

In the year-to-date period, LAND achieves a -7.52% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, LAND has underperformed VTI with an annualized return of 5.79%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.61%
15.75%
LAND
VTI

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Risk-Adjusted Performance

LAND vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Land Corporation (LAND) and Vanguard Total Stock Market ETF (VTI). 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.


LAND
Sharpe ratio
The chart of Sharpe ratio for LAND, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11
Sortino ratio
The chart of Sortino ratio for LAND, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.006.000.02
Omega ratio
The chart of Omega ratio for LAND, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for LAND, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04
Martin ratio
The chart of Martin ratio for LAND, currently valued at -0.30, compared to the broader market0.0010.0020.0030.00-0.30
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.10
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.13, compared to the broader market-4.00-2.000.002.004.006.004.13
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.21, compared to the broader market0.002.004.006.004.21
Martin ratio
The chart of Martin ratio for VTI, currently valued at 20.25, compared to the broader market0.0010.0020.0030.0020.25

LAND vs. VTI - Sharpe Ratio Comparison

The current LAND Sharpe Ratio is -0.11, which is lower than the VTI Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of LAND and VTI, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.11
3.10
LAND
VTI

Dividends

LAND vs. VTI - Dividend Comparison

LAND's dividend yield for the trailing twelve months is around 4.35%, more than VTI's 1.26% yield.


TTM20232022202120202019201820172016201520142013
LAND
Gladstone Land Corporation
4.35%3.82%2.98%1.60%3.69%4.12%4.60%3.91%4.40%5.38%3.36%9.20%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

LAND vs. VTI - Drawdown Comparison

The maximum LAND drawdown since its inception was -68.33%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LAND and VTI. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-66.23%
0
LAND
VTI

Volatility

LAND vs. VTI - Volatility Comparison

Gladstone Land Corporation (LAND) has a higher volatility of 6.09% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that LAND's price experiences larger fluctuations and is considered to be riskier than VTI 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%JuneJulyAugustSeptemberOctoberNovember
6.09%
4.11%
LAND
VTI