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LND vs. DBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LNDDBA
YTD Return-7.20%15.04%
1Y Return18.54%19.16%
3Y Return (Ann)4.55%10.96%
5Y Return (Ann)14.94%9.88%
10Y Return (Ann)7.96%-0.96%
Sharpe Ratio0.491.13
Daily Std Dev29.94%16.22%
Max Drawdown-63.34%-67.97%
Current Drawdown-22.52%-38.97%

Correlation

-0.50.00.51.00.1

The correlation between LND and DBA is 0.13, 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

LND vs. DBA - Performance Comparison

In the year-to-date period, LND achieves a -7.20% return, which is significantly lower than DBA's 15.04% return. Over the past 10 years, LND has outperformed DBA with an annualized return of 7.96%, while DBA has yielded a comparatively lower -0.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
49.49%
-24.25%
LND
DBA

Compare stocks, funds, or ETFs

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


BrasilAgro - Companhia Brasileira de Propriedades Agrícolas

Invesco DB Agriculture Fund

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.


LND
Sharpe ratio
The chart of Sharpe ratio for LND, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.004.000.49
Sortino ratio
The chart of Sortino ratio for LND, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for LND, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for LND, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for LND, currently valued at 1.86, compared to the broader market-10.000.0010.0020.0030.001.86
DBA
Sharpe ratio
The chart of Sharpe ratio for DBA, currently valued at 1.13, compared to the broader market-2.00-1.000.001.002.003.004.001.13
Sortino ratio
The chart of Sortino ratio for DBA, currently valued at 1.57, compared to the broader market-4.00-2.000.002.004.006.001.57
Omega ratio
The chart of Omega ratio for DBA, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for DBA, currently valued at 0.45, compared to the broader market0.002.004.006.000.45
Martin ratio
The chart of Martin ratio for DBA, currently valued at 5.40, compared to the broader market-10.000.0010.0020.0030.005.40

LND vs. DBA - Sharpe Ratio Comparison

The current LND Sharpe Ratio is 0.49, which is lower than the DBA Sharpe Ratio of 1.13. The chart below compares the 12-month rolling Sharpe Ratio of LND and DBA.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.49
1.13
LND
DBA

Dividends

LND vs. DBA - Dividend Comparison

LND's dividend yield for the trailing twelve months is around 13.08%, more than DBA's 4.03% yield.


TTM20232022202120202019201820172016201520142013
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
13.08%12.14%18.38%8.86%2.62%4.65%5.01%2.11%5.43%12.45%0.00%2.25%
DBA
Invesco DB Agriculture Fund
4.03%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 -63.34%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%December2024FebruaryMarchAprilMay
-22.52%
-27.37%
LND
DBA

Volatility

LND vs. DBA - Volatility Comparison

The current volatility for BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) is 9.13%, while Invesco DB Agriculture Fund (DBA) has a volatility of 9.81%. This indicates that LND experiences smaller price fluctuations and is considered to be less risky than DBA 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%12.00%14.00%December2024FebruaryMarchAprilMay
9.13%
9.81%
LND
DBA