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PBP vs. LND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBP vs. LND - Performance Comparison

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

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Returns By Period

In the year-to-date period, PBP achieves a 4.90% return, which is significantly higher than LND's 4.47% return. Over the past 10 years, PBP has underperformed LND with an annualized return of 7.14%, while LND has yielded a comparatively higher 8.21% annualized return.


PBP

1D
-0.17%
1M
2.03%
YTD
4.90%
6M
6.44%
1Y
18.32%
3Y*
11.58%
5Y*
8.10%
10Y*
7.14%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBP vs. LND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBP
Invesco S&P 500 BuyWrite ETF
4.90%8.49%19.83%11.59%-11.82%19.97%-3.31%14.60%-5.57%11.98%
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%

Correlation

The correlation between PBP and LND is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.21

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

0.13

The correlation between PBP and LND shifts across timeframes, from 0.13 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PBP vs. LND — Risk / Return Rank

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

PBP
PBP Risk / Return Rank: 8282
Overall Rank
PBP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PBP Sortino Ratio Rank: 8585
Sortino Ratio Rank
PBP Omega Ratio Rank: 9090
Omega Ratio Rank
PBP Calmar Ratio Rank: 7070
Calmar Ratio Rank
PBP Martin Ratio Rank: 8686
Martin Ratio Rank

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
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.

PBP vs. LND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 BuyWrite ETF (PBP) and BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND). 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.


PBPLNDDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.63

Omega ratioGain probability vs. loss probability

1.60

1.03

+0.57

Calmar ratioReturn relative to maximum drawdown

3.52

0.06

+3.46

Martin ratioReturn relative to average drawdown

18.66

0.14

+18.52

PBP vs. LND - Sharpe Ratio Comparison

The current PBP Sharpe Ratio is 2.68, which is higher than the LND Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of PBP and LND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PBPLNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

0.04

+2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

-0.07

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.20

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.13

+0.21

Drawdowns

PBP vs. LND - Drawdown Comparison

The maximum PBP drawdown since its inception was -43.43%, smaller than the maximum LND drawdown of -53.59%. Use the drawdown chart below to compare losses from any high point for PBP and LND.


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Drawdown Indicators


PBPLNDDifference

Max Drawdown

Largest peak-to-trough decline

-43.43%

-53.59%

+10.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-14.87%

+9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

-32.28%

+16.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-46.76%

+28.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

-48.59%

+15.28%

Current Drawdown

Current decline from peak

-0.17%

-34.64%

+34.47%

Average Drawdown

Average peak-to-trough decline

-6.69%

-21.73%

+15.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

6.66%

-5.68%

Volatility

PBP vs. LND - Volatility Comparison

The current volatility for Invesco S&P 500 BuyWrite ETF (PBP) is 0.93%, while BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) has a volatility of 7.44%. This indicates that PBP experiences smaller price fluctuations and is considered to be less risky than LND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBPLNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

7.44%

-6.51%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

19.74%

-14.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.87%

26.21%

-19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

36.89%

-25.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.66%

40.78%

-27.12%

Dividends

PBP vs. LND - Dividend Comparison

PBP's dividend yield for the trailing twelve months is around 11.16%, more than LND's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PBP
Invesco S&P 500 BuyWrite ETF
11.16%11.12%9.36%3.35%1.33%6.21%1.41%5.04%2.59%10.86%2.56%6.19%

Frequently Asked Questions


PBP and LND have a correlation of 0.26, 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 PBP (0.93%). In terms of maximum drawdown, PBP dropped -43.43% vs LND's -53.59%.

PBP currently has the higher Sharpe Ratio (2.68 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.

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