^DVG vs. ABR

Last updated Jun 4, 2026

^DVG (NASDAQ US Dividend Achievers Select Index) is an index, while ABR (Arbor Realty Trust, Inc.) is a stock. Over the past 10 years, ^DVG returned 11.17%/yr vs 7.91%/yr for ABR. At a 0.38 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, ^DVG achieves a 5.69% return, which is significantly higher than ABR's -27.11% return. Over the past 10 years, ^DVG has outperformed ABR with an annualized return of 11.17%, while ABR has yielded a comparatively lower 7.91% annualized return.

^DVG

• 1D: -0.28%
• 1M: 3.68%
• YTD: 5.69%
• 6M: 5.06%
• 1Y: 15.71%
• 3Y*: 14.59%
• 5Y*: 8.70%
• 10Y*: 11.17%

ABR

• 1D: -2.21%
• 1M: -30.75%
• YTD: -27.11%
• 6M: -37.77%
• 1Y: -38.26%
• 3Y*: -17.08%
• 5Y*: -12.88%
• 10Y*: 7.91%

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

^DVG vs. ABR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DVG NASDAQ US Dividend Achievers Select Index	5.69%	12.45%	16.48%	11.94%	-11.28%	21.39%	13.47%	27.27%	-3.92%	19.81%
ABR Arbor Realty Trust, Inc.	-27.11%	-36.65%	3.16%	29.73%	-20.73%	39.42%	10.04%	55.19%	30.04%	26.60%

Correlation

The correlation between ^DVG and ABR is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Apr 8, 2004	0.38

The correlation between ^DVG and ABR shifts across timeframes, from 0.38 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

^DVG vs. ABR — Risk / Return Rank

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

^DVG

^DVG Risk / Return Rank: 51
^DVG Sharpe Ratio Rank: 51
^DVG Sortino Ratio Rank: 53
^DVG Omega Ratio Rank: 52
^DVG Calmar Ratio Rank: 49
^DVG Martin Ratio Rank: 53

ABR

ABR Risk / Return Rank: 8
ABR Sharpe Ratio Rank: 6
ABR Sortino Ratio Rank: 8
ABR Omega Ratio Rank: 8
ABR Calmar Ratio Rank: 14
ABR Martin Ratio Rank: 7

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.

^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.

	^DVG	ABR	Difference
Sharpe ratio: Return per unit of total volatility	1.50	-0.94	+2.44
Sortino ratio: Return per unit of downside risk	2.20	-1.23	+3.43
Omega ratio: Gain probability vs. loss probability	1.26	0.84	+0.43
Calmar ratio: Return relative to maximum drawdown	1.84	-0.72	+2.56
Martin ratio: Return relative to average drawdown	7.19	-1.43	+8.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DVG vs. ABR - Sharpe Ratio Comparison

The current ^DVG Sharpe Ratio is 1.50, which is higher than the ABR Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ^DVG and ABR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^DVG	ABR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	-0.94	+2.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	-0.35	+0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.20	+0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.05	+0.36

Drawdowns

^DVG vs. ABR - Drawdown Comparison

The maximum ^DVG drawdown since its inception was -48.54%, 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.

Drawdown Indicators

	^DVG	ABR	Difference
Max Drawdown Largest peak-to-trough decline	-48.54%	-97.76%	+49.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-53.05%	+44.48%
Max Drawdown (3Y) Largest decline over 3 years	-15.58%	-57.96%	+42.38%
Max Drawdown (5Y) Largest decline over 5 years	-21.58%	-57.96%	+36.38%
Max Drawdown (10Y) Largest decline over 10 years	-31.85%	-72.76%	+40.91%
Current Drawdown Current decline from peak	-0.28%	-57.96%	+57.68%
Average Drawdown Average peak-to-trough decline	-6.86%	-41.86%	+35.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	26.77%	-24.58%

Volatility

^DVG vs. ABR - Volatility Comparison

The current volatility for NASDAQ US Dividend Achievers Select Index (^DVG) is 2.22%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. 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.

Volatility by Period

	^DVG	ABR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.22%	21.37%	-19.15%
Volatility (6M) Calculated over the trailing 6-month period	7.93%	33.44%	-25.51%
Volatility (1Y) Calculated over the trailing 1-year period	10.54%	40.99%	-30.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.42%	37.09%	-22.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	40.39%	-24.14%

Frequently Asked Questions

Can I hold both ^DVG and ABR in my portfolio?

^DVG and ABR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^DVG or ABR?

ABR has higher volatility (21.37%) compared to ^DVG (2.22%). In terms of maximum drawdown, ^DVG dropped -48.54% vs ABR's -97.76%.

Which has better risk-adjusted returns?

^DVG currently has the higher Sharpe Ratio (1.50 vs -0.94), 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.