PortfoliosLab logoPortfoliosLab logo
LND vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, LND achieves a 4.47% return, which is significantly lower than DBA's 5.25% return. Over the past 10 years, LND has outperformed DBA with an annualized return of 8.21%, while DBA has yielded a comparatively lower 3.54% annualized return.


LND

1D
-2.60%
1M
-2.35%
YTD
4.47%
6M
0.00%
1Y
0.94%
3Y*
0.32%
5Y*
-2.63%
10Y*
8.21%

DBA

1D
-0.96%
1M
-5.05%
YTD
5.25%
6M
5.49%
1Y
4.23%
3Y*
13.20%
5Y*
9.87%
10Y*
3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LND vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
4.47%3.05%-27.24%4.20%23.23%17.11%8.24%25.19%20.93%9.47%
DBA
Invesco DB Agriculture Fund
5.25%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%

Correlation

The correlation between LND and DBA is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 16, 2012

0.14

The correlation between LND and DBA shifts across timeframes, from 0.06 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LND vs. DBA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LND
LND Risk / Return Rank: 3939
Overall Rank
LND Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LND Sortino Ratio Rank: 3535
Sortino Ratio Rank
LND Omega Ratio Rank: 3434
Omega Ratio Rank
LND Calmar Ratio Rank: 4141
Calmar Ratio Rank
LND Martin Ratio Rank: 4141
Martin Ratio Rank

DBA
DBA Risk / Return Rank: 1414
Overall Rank
DBA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBA Omega Ratio Rank: 1313
Omega Ratio Rank
DBA Calmar Ratio Rank: 1515
Calmar Ratio Rank
DBA Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LND vs. DBA - Risk-Adjusted Trends 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.


LNDDBADifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.03

1.07

-0.05

Calmar ratioReturn relative to maximum drawdown

0.06

0.53

-0.47

Martin ratioReturn relative to average drawdown

0.14

1.04

-0.90

LND vs. DBA - Sharpe Ratio Comparison

The current LND Sharpe Ratio is 0.04, which is lower than the DBA Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of LND and DBA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LNDDBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.39

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.71

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.27

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.08

+0.05

Drawdowns

LND vs. DBA - Drawdown Comparison

The maximum LND drawdown since its inception was -53.59%, 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.


Loading charts...

Drawdown Indicators


LNDDBADifference

Max Drawdown

Largest peak-to-trough decline

-53.59%

-67.97%

+14.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

-7.99%

-6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-32.28%

-12.36%

-19.92%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

-15.94%

-30.82%

Max Drawdown (10Y)

Largest decline over 10 years

-48.59%

-41.16%

-7.43%

Current Drawdown

Current decline from peak

-34.64%

-25.90%

-8.74%

Average Drawdown

Average peak-to-trough decline

-21.73%

-41.11%

+19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

4.07%

+2.59%

Volatility

LND vs. DBA - Volatility Comparison

BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) has a higher volatility of 7.44% compared to Invesco DB Agriculture Fund (DBA) at 4.17%. 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.


Loading charts...

Volatility by Period


LNDDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

4.17%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.74%

6.46%

+13.28%

Volatility (1Y)

Calculated over the trailing 1-year period

26.21%

10.77%

+15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.89%

14.10%

+22.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.78%

13.09%

+27.69%

Dividends

LND vs. DBA - Dividend Comparison

LND's dividend yield for the trailing twelve months is around 3.78%, more than DBA's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
DBA
Invesco DB Agriculture Fund
3.40%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
3.78%3.95%7.44%12.40%18.07%8.86%2.54%4.67%4.75%1.93%4.78%11.78%

Frequently Asked Questions


LND and DBA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LND has higher volatility (7.44%) compared to DBA (4.17%). In terms of maximum drawdown, LND dropped -53.59% vs DBA's -67.97%.

DBA currently has the higher Sharpe Ratio (0.39 vs 0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LND and DBA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer