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

Correlation

The correlation between LND and PBP is 0.12, 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. PBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Invesco S&P 500 BuyWrite ETF (PBP). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-18.96%
12.88%
LND
PBP

Key characteristics

Sharpe Ratio

LND:

-0.91

PBP:

2.77

Sortino Ratio

LND:

-1.25

PBP:

3.92

Omega Ratio

LND:

0.86

PBP:

1.64

Calmar Ratio

LND:

-0.54

PBP:

4.02

Martin Ratio

LND:

-2.01

PBP:

24.62

Ulcer Index

LND:

10.69%

PBP:

0.89%

Daily Std Dev

LND:

23.75%

PBP:

7.93%

Max Drawdown

LND:

-59.69%

PBP:

-43.43%

Current Drawdown

LND:

-36.95%

PBP:

0.00%

Returns By Period

In the year-to-date period, LND achieves a 3.60% return, which is significantly higher than PBP's 1.40% return. Over the past 10 years, LND has outperformed PBP with an annualized return of 10.23%, while PBP has yielded a comparatively lower 6.63% annualized return.


LND

YTD

3.60%

1M

0.54%

6M

-18.95%

1Y

-20.89%

5Y*

3.92%

10Y*

10.23%

PBP

YTD

1.40%

1M

2.80%

6M

12.88%

1Y

21.28%

5Y*

6.75%

10Y*

6.63%

*Annualized

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Risk-Adjusted Performance

LND vs. PBP — Risk-Adjusted Performance Rank

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

LND
The Risk-Adjusted Performance Rank of LND is 88
Overall Rank
The Sharpe Ratio Rank of LND is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of LND is 77
Sortino Ratio Rank
The Omega Ratio Rank of LND is 1010
Omega Ratio Rank
The Calmar Ratio Rank of LND is 1515
Calmar Ratio Rank
The Martin Ratio Rank of LND is 11
Martin Ratio Rank

PBP
The Risk-Adjusted Performance Rank of PBP is 9494
Overall Rank
The Sharpe Ratio Rank of PBP is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PBP is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PBP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of PBP is 8989
Calmar Ratio Rank
The Martin Ratio Rank of PBP is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LND vs. PBP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) and Invesco S&P 500 BuyWrite ETF (PBP). 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 -0.85, compared to the broader market-2.000.002.004.00-0.852.77
The chart of Sortino ratio for LND, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.006.00-1.153.92
The chart of Omega ratio for LND, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.64
The chart of Calmar ratio for LND, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.504.02
The chart of Martin ratio for LND, currently valued at -1.86, compared to the broader market-10.000.0010.0020.0030.00-1.8624.62
LND
PBP

The current LND Sharpe Ratio is -0.91, which is lower than the PBP Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of LND and PBP, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.85
2.77
LND
PBP

Dividends

LND vs. PBP - Dividend Comparison

LND's dividend yield for the trailing twelve months is around 7.38%, less than PBP's 10.98% yield.


TTM20242023202220212020201920182017201620152014
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
7.38%7.65%12.14%18.38%9.02%2.54%4.68%5.01%2.20%5.42%12.45%0.00%
PBP
Invesco S&P 500 BuyWrite ETF
10.34%10.22%3.35%1.33%6.21%1.41%5.55%2.59%10.86%2.56%5.21%4.95%

Drawdowns

LND vs. PBP - Drawdown Comparison

The maximum LND drawdown since its inception was -59.69%, which is greater than PBP's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for LND and PBP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-36.95%
0
LND
PBP

Volatility

LND vs. PBP - Volatility Comparison

BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) has a higher volatility of 7.86% compared to Invesco S&P 500 BuyWrite ETF (PBP) at 3.00%. This indicates that LND's price experiences larger fluctuations and is considered to be riskier than PBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
7.86%
3.00%
LND
PBP
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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.

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