PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WY vs. LAND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WY and LAND is 0.32, 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.


-0.50.00.51.00.3

Performance

WY vs. LAND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weyerhaeuser Company (WY) and Gladstone Land Corporation (LAND). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
44.24%
20.61%
WY
LAND

Key characteristics

Sharpe Ratio

WY:

-0.64

LAND:

-0.80

Sortino Ratio

WY:

-0.82

LAND:

-1.05

Omega Ratio

WY:

0.91

LAND:

0.88

Calmar Ratio

WY:

-0.47

LAND:

-0.26

Martin Ratio

WY:

-1.20

LAND:

-1.74

Ulcer Index

WY:

11.77%

LAND:

10.79%

Daily Std Dev

WY:

22.01%

LAND:

23.32%

Max Drawdown

WY:

-72.53%

LAND:

-71.29%

Current Drawdown

WY:

-27.09%

LAND:

-71.29%

Fundamentals

Market Cap

WY:

$21.35B

LAND:

$407.08M

EPS

WY:

$0.73

LAND:

-$0.26

PEG Ratio

WY:

10.55

LAND:

22.95

Total Revenue (TTM)

WY:

$7.19B

LAND:

$88.57M

Gross Profit (TTM)

WY:

$1.73B

LAND:

$40.61M

EBITDA (TTM)

WY:

$1.65B

LAND:

$62.40M

Returns By Period

In the year-to-date period, WY achieves a -17.17% return, which is significantly higher than LAND's -21.37% return. Over the past 10 years, WY has underperformed LAND with an annualized return of 1.40%, while LAND has yielded a comparatively higher 5.69% annualized return.


WY

YTD

-17.17%

1M

-9.30%

6M

-1.91%

1Y

-16.40%

5Y*

2.26%

10Y*

1.40%

LAND

YTD

-21.37%

1M

-7.40%

6M

-16.38%

1Y

-20.99%

5Y*

0.02%

10Y*

5.69%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

WY vs. LAND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Weyerhaeuser Company (WY) and Gladstone Land Corporation (LAND). 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 WY, currently valued at -0.64, compared to the broader market-4.00-2.000.002.00-0.64-0.80
The chart of Sortino ratio for WY, currently valued at -0.82, compared to the broader market-4.00-2.000.002.004.00-0.82-1.05
The chart of Omega ratio for WY, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.88
The chart of Calmar ratio for WY, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.26
The chart of Martin ratio for WY, currently valued at -1.20, compared to the broader market0.0010.0020.00-1.20-1.74
WY
LAND

The current WY Sharpe Ratio is -0.64, which is comparable to the LAND Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of WY and LAND, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.64
-0.80
WY
LAND

Dividends

WY vs. LAND - Dividend Comparison

WY's dividend yield for the trailing twelve months is around 3.36%, less than LAND's 4.73% yield.


TTM20232022202120202019201820172016201520142013
WY
Weyerhaeuser Company
3.36%4.77%7.00%2.87%1.52%4.50%6.04%3.55%4.12%4.00%2.84%2.57%
LAND
Gladstone Land Corporation
4.73%3.82%2.98%1.60%3.69%4.12%4.60%3.91%4.40%5.38%3.36%9.20%

Drawdowns

WY vs. LAND - Drawdown Comparison

The maximum WY drawdown since its inception was -72.53%, roughly equal to the maximum LAND drawdown of -71.29%. Use the drawdown chart below to compare losses from any high point for WY and LAND. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-27.09%
-71.29%
WY
LAND

Volatility

WY vs. LAND - Volatility Comparison

Weyerhaeuser Company (WY) has a higher volatility of 7.90% compared to Gladstone Land Corporation (LAND) at 5.86%. This indicates that WY's price experiences larger fluctuations and is considered to be riskier than LAND 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%JulyAugustSeptemberOctoberNovemberDecember
7.90%
5.86%
WY
LAND

Financials

WY vs. LAND - Financials Comparison

This section allows you to compare key financial metrics between Weyerhaeuser Company and Gladstone Land Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab