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LND vs. ADM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LND vs. ADM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Archer-Daniels-Midland Company (ADM). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-8.52%
-11.10%
LND
ADM

Returns By Period

In the year-to-date period, LND achieves a -15.80% return, which is significantly higher than ADM's -23.94% return. Over the past 10 years, LND has outperformed ADM with an annualized return of 11.02%, while ADM has yielded a comparatively lower 2.95% annualized return.


LND

YTD

-15.80%

1M

0.13%

6M

-9.08%

1Y

-9.27%

5Y (annualized)

10.17%

10Y (annualized)

11.02%

ADM

YTD

-23.94%

1M

-4.65%

6M

-12.80%

1Y

-25.49%

5Y (annualized)

7.28%

10Y (annualized)

2.95%

Fundamentals


LNDADM
Market Cap$413.35M$25.61B
EPS$0.51$3.56
PE Ratio8.1215.03
PEG Ratio0.0016.43
Total Revenue (TTM)$949.27M$87.02B
Gross Profit (TTM)$236.74M$5.63B
EBITDA (TTM)$129.90M$3.72B

Key characteristics


LNDADM
Sharpe Ratio-0.49-0.75
Sortino Ratio-0.58-0.78
Omega Ratio0.940.86
Calmar Ratio-0.38-0.55
Martin Ratio-0.94-1.24
Ulcer Index12.72%20.51%
Daily Std Dev24.33%33.78%
Max Drawdown-59.69%-68.01%
Current Drawdown-29.70%-42.45%

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Correlation

-0.50.00.51.00.1

The correlation between LND and ADM 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.

Risk-Adjusted Performance

LND vs. ADM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Archer-Daniels-Midland Company (ADM). 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 LND, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.38-0.75
The chart of Sortino ratio for LND, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.41-0.78
The chart of Omega ratio for LND, currently valued at 0.95, compared to the broader market0.501.001.502.000.950.86
The chart of Calmar ratio for LND, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29-0.55
The chart of Martin ratio for LND, currently valued at -0.73, compared to the broader market-10.000.0010.0020.0030.00-0.73-1.24
LND
ADM

The current LND Sharpe Ratio is -0.49, which is higher than the ADM Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of LND and ADM, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.38
-0.75
LND
ADM

Dividends

LND vs. ADM - Dividend Comparison

LND's dividend yield for the trailing twelve months is around 6.62%, more than ADM's 3.74% yield.


TTM20232022202120202019201820172016201520142013
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
6.62%12.14%18.38%9.02%2.54%4.68%5.01%2.20%5.42%12.45%0.00%2.27%
ADM
Archer-Daniels-Midland Company
3.74%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%

Drawdowns

LND vs. ADM - Drawdown Comparison

The maximum LND drawdown since its inception was -59.69%, smaller than the maximum ADM drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for LND and ADM. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-29.70%
-42.45%
LND
ADM

Volatility

LND vs. ADM - Volatility Comparison

The current volatility for BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) is 7.15%, while Archer-Daniels-Midland Company (ADM) has a volatility of 8.29%. This indicates that LND experiences smaller price fluctuations and is considered to be less risky than ADM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.15%
8.29%
LND
ADM

Financials

LND vs. ADM - Financials Comparison

This section allows you to compare key financial metrics between BrasilAgro - Companhia Brasileira de Propriedades Agrícolas and Archer-Daniels-Midland Company. 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