FPI vs LAND: returns, Sharpe ratio and drawdown
Performance
FPI-3.91%LAND-21.07%
Summary
FPI vs LAND
Over the past year, FPI returned -3.91% against -21.07% for LAND. Over five years, FPI averaged -1.78% a year, compared with -19.56% for LAND. FPI had the higher Sharpe ratio over the past year (-0.14 vs -0.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -33.69% for FPI and -41.83% for LAND. Dividends over the past year came to 8.03% of LAND's price, against 3.73% for FPI. Their daily returns had a correlation of 0.64 over the past year, which is moderate.
Ranking
How FPI and LAND rank
FPILAND
Current Drawdown
FPI-30.39%LAND-41.83%
Rolling Volatility
FPI53.16%LAND38.70%
METRICS
Correlation Matrix
Dividends
FPI and LAND dividends
FPILANDYield3.73%8.03%Paid, past year$0.33$0.56PaysQuarterlyMonthlyGrowth a year+1.4%+0.9%Return with dividends-1.78%-19.56%Return, price only-6.49%-22.86%
Over five years, reinvested dividends added 4.71 points a year to FPI's return and 3.30 to LAND's.
Metrics
Risk Indicators
FPILAND
Alpha
FPI
-7.39%
LAND
-27.34%
Beta
FPI
0.36x
LAND
0.44x
Sharpe
FPI
-0.14
LAND
-0.77
Sortino
FPI
-0.17
LAND
-1.09
Omega
FPI
0.98
LAND
0.87
Calmar
FPI
-0.12
LAND
-0.50
Martin
FPI
-0.23
LAND
-1.10
Comparisons