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^DVG vs. ABR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DVG and ABR is 0.39, 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.


Performance

^DVG vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
326.96%
180.93%
^DVG
ABR

Key characteristics

Sharpe Ratio

^DVG:

0.49

ABR:

-0.23

Sortino Ratio

^DVG:

0.66

ABR:

-0.21

Omega Ratio

^DVG:

1.09

ABR:

0.97

Calmar Ratio

^DVG:

0.40

ABR:

-0.41

Martin Ratio

^DVG:

1.62

ABR:

-0.99

Ulcer Index

^DVG:

3.83%

ABR:

12.86%

Daily Std Dev

^DVG:

16.01%

ABR:

37.96%

Max Drawdown

^DVG:

-48.54%

ABR:

-97.75%

Current Drawdown

^DVG:

-5.86%

ABR:

-29.44%

Returns By Period

In the year-to-date period, ^DVG achieves a -1.47% return, which is significantly higher than ABR's -22.49% return. Over the past 10 years, ^DVG has underperformed ABR with an annualized return of 9.22%, while ABR has yielded a comparatively higher 15.24% annualized return.


^DVG

YTD

-1.47%

1M

3.44%

6M

-4.54%

1Y

8.08%

5Y*

11.44%

10Y*

9.22%

ABR

YTD

-22.49%

1M

-6.50%

6M

-28.85%

1Y

-8.50%

5Y*

18.77%

10Y*

15.24%

*Annualized

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Risk-Adjusted Performance

^DVG vs. ABR — Risk-Adjusted Performance Rank

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

^DVG
The Risk-Adjusted Performance Rank of ^DVG is 5656
Overall Rank
The Sharpe Ratio Rank of ^DVG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 6363
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 3131
Overall Rank
The Sharpe Ratio Rank of ABR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 2828
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.

^DVG vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and Arbor Realty Trust, Inc. (ABR). 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.


The current ^DVG Sharpe Ratio is 0.49, which is higher than the ABR Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ^DVG and ABR, 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-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.49
-0.22
^DVG
ABR

Drawdowns

^DVG vs. ABR - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for ^DVG and ABR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.86%
-29.44%
^DVG
ABR

Volatility

^DVG vs. ABR - Volatility Comparison

The current volatility for NASDAQ US Dividend Achievers Select Index (^DVG) is 5.60%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.34%. This indicates that ^DVG experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.60%
11.34%
^DVG
ABR