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

Correlation

The correlation between LANDO and SPY is 0.14, 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.


-0.50.00.51.00.1

Performance

LANDO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Land Corporation (LANDO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
14.92%
83.18%
LANDO
SPY

Key characteristics

Sharpe Ratio

LANDO:

1.00

SPY:

2.21

Sortino Ratio

LANDO:

1.47

SPY:

2.93

Omega Ratio

LANDO:

1.18

SPY:

1.41

Calmar Ratio

LANDO:

0.67

SPY:

3.26

Martin Ratio

LANDO:

4.75

SPY:

14.43

Ulcer Index

LANDO:

3.57%

SPY:

1.90%

Daily Std Dev

LANDO:

17.02%

SPY:

12.41%

Max Drawdown

LANDO:

-33.49%

SPY:

-55.19%

Current Drawdown

LANDO:

-10.57%

SPY:

-2.74%

Returns By Period

In the year-to-date period, LANDO achieves a 16.93% return, which is significantly lower than SPY's 25.54% return.


LANDO

YTD

16.93%

1M

-4.16%

6M

5.49%

1Y

19.98%

5Y*

N/A

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

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

LANDO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Land Corporation (LANDO) and SPDR S&P 500 ETF (SPY). 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 LANDO, currently valued at 1.00, compared to the broader market-4.00-2.000.002.001.002.21
The chart of Sortino ratio for LANDO, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.472.93
The chart of Omega ratio for LANDO, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.41
The chart of Calmar ratio for LANDO, currently valued at 0.67, compared to the broader market0.002.004.006.000.673.26
The chart of Martin ratio for LANDO, currently valued at 4.75, compared to the broader market-5.000.005.0010.0015.0020.0025.004.7514.43
LANDO
SPY

The current LANDO Sharpe Ratio is 1.00, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LANDO and SPY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.00
2.21
LANDO
SPY

Dividends

LANDO vs. SPY - Dividend Comparison

LANDO's dividend yield for the trailing twelve months is around 7.16%, more than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
LANDO
Gladstone Land Corporation
7.16%7.79%6.38%5.66%1.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

LANDO vs. SPY - Drawdown Comparison

The maximum LANDO drawdown since its inception was -33.49%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LANDO and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.57%
-2.74%
LANDO
SPY

Volatility

LANDO vs. SPY - Volatility Comparison

The current volatility for Gladstone Land Corporation (LANDO) is 3.45%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.72%. This indicates that LANDO experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
3.72%
LANDO
SPY
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