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ABR vs. ARI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ABR vs. ARI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arbor Realty Trust, Inc. (ABR) and Apollo Commercial Real Estate Finance, Inc. (ARI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABR achieves a -28.48% return, which is significantly lower than ARI's 14.60% return. Over the past 10 years, ABR has outperformed ARI with an annualized return of 7.94%, while ARI has yielded a comparatively lower 7.52% annualized return.


ABR

1D
1.96%
1M
-7.37%
YTD
-28.48%
6M
-30.37%
1Y
-42.45%
3Y*
-18.47%
5Y*
-12.08%
10Y*
7.94%

ARI

1D
1.03%
1M
-1.37%
YTD
14.60%
6M
13.46%
1Y
22.16%
3Y*
10.54%
5Y*
4.00%
10Y*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABR vs. ARI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABR
Arbor Realty Trust, Inc.
-28.48%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%
ARI
Apollo Commercial Real Estate Finance, Inc.
14.60%23.83%-16.51%24.46%-7.12%29.66%-29.03%21.15%-0.03%22.51%

Correlation

The correlation between ABR and ARI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2009

0.49

The correlation between ABR and ARI shifts across timeframes, from 0.46 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ABR:

$1.10B

ARI:

$1.51B

EPS

ABR:

$0.57

ARI:

$0.91

PE Ratio

ABR:

9.07

ARI:

11.89

PS Ratio

ABR:

1.17

ARI:

2.54

PB Ratio

ABR:

0.47

ARI:

0.84

Total Revenue (TTM)

ABR:

$940.70M

ARI:

$595.26M

Gross Profit (TTM)

ABR:

$829.57M

ARI:

$429.14M

EBITDA (TTM)

ABR:

$878.83M

ARI:

$372.79M

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Return for Risk

ABR vs. ARI — Risk / Return Rank

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

ABR
ABR Risk / Return Rank: 77
Overall Rank
ABR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 77
Sortino Ratio Rank
ABR Omega Ratio Rank: 77
Omega Ratio Rank
ABR Calmar Ratio Rank: 1212
Calmar Ratio Rank
ABR Martin Ratio Rank: 66
Martin Ratio Rank

ARI
ARI Risk / Return Rank: 7474
Overall Rank
ARI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ARI Sortino Ratio Rank: 7373
Sortino Ratio Rank
ARI Omega Ratio Rank: 6868
Omega Ratio Rank
ARI Calmar Ratio Rank: 7878
Calmar Ratio Rank
ARI Martin Ratio Rank: 7676
Martin Ratio Rank
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.

ABR vs. ARI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Apollo Commercial Real Estate Finance, Inc. (ARI). 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.


ABRARIDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-3.22

Omega ratioGain probability vs. loss probability

0.82

1.21

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.78

2.22

-2.99

Martin ratioReturn relative to average drawdown

-1.46

4.97

-6.43

ABR vs. ARI - Sharpe Ratio Comparison

The current ABR Sharpe Ratio is -1.03, which is lower than the ARI Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ABR and ARI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ABR vs. ARI - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.76%, which is greater than ARI's maximum drawdown of -77.39%. Use the drawdown chart below to compare losses from any high point for ABR and ARI.


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Drawdown Indicators


ABRARIDifference

Max Drawdown

Largest peak-to-trough decline

-97.76%

-77.39%

-20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-54.82%

-10.04%

-44.78%

Max Drawdown (3Y)

Largest decline over 3 years

-59.55%

-24.73%

-34.82%

Max Drawdown (5Y)

Largest decline over 5 years

-59.55%

-40.95%

-18.60%

Max Drawdown (10Y)

Largest decline over 10 years

-72.76%

-77.39%

+4.63%

Current Drawdown

Current decline from peak

-58.76%

-3.48%

-55.28%

Average Drawdown

Average peak-to-trough decline

-41.88%

-9.04%

-32.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.02%

4.47%

+24.55%

Volatility

ABR vs. ARI - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 11.50% compared to Apollo Commercial Real Estate Finance, Inc. (ARI) at 4.36%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than ARI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABRARIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.50%

4.36%

+7.14%

Volatility (6M)

Calculated over the trailing 6-month period

33.80%

13.69%

+20.11%

Volatility (1Y)

Calculated over the trailing 1-year period

41.31%

19.06%

+22.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.13%

30.73%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.46%

43.99%

-3.53%

Dividends

ABR vs. ARI - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 20.58%, more than ARI's 9.23% yield.


PositionTTM20252024202320222021202020192018201720162015
ABR
Arbor Realty Trust, Inc.
20.58%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%
ARI
Apollo Commercial Real Estate Finance, Inc.
9.23%10.33%13.86%11.93%13.01%10.64%12.98%10.06%11.04%9.97%11.07%10.33%

Financials

ABR vs. ARI - Financials Comparison

This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Apollo Commercial Real Estate Finance, Inc.. 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


50.00M100.00M150.00M200.00M250.00M300.00M20222023202420252026
25.74M
58.63M
(ABR) Total Revenue
(ARI) Total Revenue
Values in USD except per share items

ABR vs. ARI - Profitability Comparison

The chart below illustrates the profitability comparison between Arbor Realty Trust, Inc. and Apollo Commercial Real Estate Finance, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%20222023202420252026
-85.3%
0
Portfolio components
ABR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a gross profit of -21.94M and revenue of 25.74M. Therefore, the gross margin over that period was -85.3%.

ARI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Apollo Commercial Real Estate Finance, Inc. reported a gross profit of 0.00 and revenue of 58.63M. Therefore, the gross margin over that period was 0.0%.

ABR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported an operating income of 8.06M and revenue of 25.74M, resulting in an operating margin of 31.3%.

ARI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Apollo Commercial Real Estate Finance, Inc. reported an operating income of 0.00 and revenue of 58.63M, resulting in an operating margin of 0.0%.

ABR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a net income of 12.92M and revenue of 25.74M, resulting in a net margin of 50.2%.

ARI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Apollo Commercial Real Estate Finance, Inc. reported a net income of 26.23M and revenue of 58.63M, resulting in a net margin of 44.7%.


Frequently Asked Questions


ABR and ARI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABR has higher volatility (11.50%) compared to ARI (4.36%). In terms of maximum drawdown, ABR dropped -97.76% vs ARI's -77.39%.

ARI currently has the higher Sharpe Ratio (1.17 vs -1.03), 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.

Portfolio Optimizer

Find the right allocation for ABR and ARI

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