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

Correlation

The correlation between LND and DBA 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

LND vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Invesco DB Agriculture Fund (DBA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
28.68%
-7.56%
LND
DBA

Key characteristics

Sharpe Ratio

LND:

-1.00

DBA:

1.91

Sortino Ratio

LND:

-1.42

DBA:

2.54

Omega Ratio

LND:

0.85

DBA:

1.33

Calmar Ratio

LND:

-0.61

DBA:

0.69

Martin Ratio

LND:

-1.63

DBA:

5.87

Ulcer Index

LND:

14.54%

DBA:

5.55%

Daily Std Dev

LND:

23.74%

DBA:

17.07%

Max Drawdown

LND:

-59.69%

DBA:

-67.97%

Current Drawdown

LND:

-37.29%

DBA:

-29.40%

Returns By Period

In the year-to-date period, LND achieves a -24.88% return, which is significantly lower than DBA's 33.08% return. Over the past 10 years, LND has outperformed DBA with an annualized return of 10.08%, while DBA has yielded a comparatively lower 1.62% annualized return.


LND

YTD

-24.88%

1M

-10.79%

6M

-15.07%

1Y

-24.17%

5Y*

5.32%

10Y*

10.08%

DBA

YTD

33.08%

1M

4.70%

6M

12.24%

1Y

32.76%

5Y*

12.15%

10Y*

1.62%

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

LND vs. DBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Invesco DB Agriculture Fund (DBA). 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 -1.00, compared to the broader market-4.00-2.000.002.00-1.001.91
The chart of Sortino ratio for LND, currently valued at -1.42, compared to the broader market-4.00-2.000.002.004.00-1.422.54
The chart of Omega ratio for LND, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.33
The chart of Calmar ratio for LND, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.610.92
The chart of Martin ratio for LND, currently valued at -1.63, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.635.87
LND
DBA

The current LND Sharpe Ratio is -1.00, which is lower than the DBA Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LND and DBA, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
1.91
LND
DBA

Dividends

LND vs. DBA - Dividend Comparison

LND's dividend yield for the trailing twelve months is around 7.42%, while DBA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
7.42%12.14%18.38%9.02%2.54%4.68%5.01%2.20%5.42%12.45%0.00%2.27%
DBA
Invesco DB Agriculture Fund
0.00%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LND vs. DBA - Drawdown Comparison

The maximum LND drawdown since its inception was -59.69%, smaller than the maximum DBA drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for LND and DBA. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-37.29%
-12.92%
LND
DBA

Volatility

LND vs. DBA - Volatility Comparison

BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) has a higher volatility of 6.28% compared to Invesco DB Agriculture Fund (DBA) at 3.47%. This indicates that LND's price experiences larger fluctuations and is considered to be riskier than DBA 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%JulyAugustSeptemberOctoberNovemberDecember
6.28%
3.47%
LND
DBA
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