LND vs. DBA
Compare and contrast key facts about BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Invesco DB Agriculture Fund (DBA).
DBA is a passively managed fund by Invesco that tracks the performance of the DBIQ Diversified Agriculture Index TR. It was launched on Jan 5, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LND or DBA.
Performance
LND vs. DBA - Performance Comparison
Returns By Period
In the year-to-date period, LND achieves a -16.81% return, which is significantly lower than DBA's 26.86% return. Over the past 10 years, LND has outperformed DBA with an annualized return of 11.36%, while DBA has yielded a comparatively lower 1.05% annualized return.
LND
-16.81%
-2.39%
-9.62%
-10.72%
9.90%
11.36%
DBA
26.86%
4.16%
6.82%
24.66%
11.90%
1.05%
Key characteristics
| LND | DBA | |
|---|---|---|
| Sharpe Ratio | -0.43 | 1.32 |
| Sortino Ratio | -0.48 | 1.83 |
| Omega Ratio | 0.95 | 1.24 |
| Calmar Ratio | -0.33 | 0.51 |
| Martin Ratio | -0.81 | 4.15 |
| Ulcer Index | 12.78% | 5.79% |
| Daily Std Dev | 24.18% | 18.21% |
| Max Drawdown | -59.69% | -67.97% |
| Current Drawdown | -30.54% | -32.70% |
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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.
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.
Dividends
LND vs. DBA - Dividend Comparison
LND's dividend yield for the trailing twelve months is around 6.70%, more than DBA's 3.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LND BrasilAgro - Companhia Brasileira de Propriedades Agrícolas | 6.70% | 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 | 3.65% | 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.
Volatility
LND vs. DBA - Volatility Comparison
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) has a higher volatility of 7.25% compared to Invesco DB Agriculture Fund (DBA) at 3.76%. 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.