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^DVG vs. ABR
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period


^DVG

1D
0.07%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

ABR

1D
2.99%
1M
-2.09%
6M
-26.28%
YTD
-29.03%
1Y
-47.84%
3Y*
-23.57%
5Y*
-12.85%
10Y*
7.08%
ALL TIME*
2.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$22.03M$19.92M$26.86M

^DVG vs. ABR - Yearly Performance Comparison


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Return for Risk

^DVG vs. ABR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^DVG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ABR
ABR Risk / Return Rank: 66
Overall Rank
ABR Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 55
Sortino Ratio Rank
ABR Omega Ratio Rank: 55
Omega Ratio Rank
ABR Calmar Ratio Rank: 1111
Calmar Ratio Rank
ABR Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^DVG vs. ABR - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^DVGABRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.79

Calmar ratioReturn relative to maximum drawdown

-0.83

Martin ratioReturn relative to average drawdown

-1.38

^DVG vs. ABR - Sharpe Ratio Comparison


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Drawdowns

^DVG vs. ABR - Drawdown Comparison

The maximum ^DVG drawdown since its inception was 0.00%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for ^DVG and ABR.


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Drawdown Indicators


^DVGABRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-97.76%

+97.76%

Max Drawdown (1Y)

Largest decline over 1 year

-57.57%

Max Drawdown (3Y)

Largest decline over 3 years

-62.01%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

Max Drawdown (10Y)

Largest decline over 10 years

-72.76%

Current Drawdown

Current decline from peak

0.00%

-59.07%

+59.07%

Average Drawdown

Average peak-to-trough decline

0.00%

-41.98%

+41.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.65%

Volatility

^DVG vs. ABR - Volatility Comparison


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Volatility by Period


^DVGABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

Volatility (6M)

Calculated over the trailing 6-month period

34.68%

Volatility (1Y)

Calculated over the trailing 1-year period

42.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.65%

Portfolio Optimizer

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