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ABR vs. AY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABR and AY is 0.26, 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.


-0.50.00.51.00.3

Performance

ABR vs. AY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arbor Realty Trust, Inc. (ABR) and Atlantica Sustainable Infrastructure plc (AY). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
424.24%
7.81%
ABR
AY

Key characteristics

Sharpe Ratio

ABR:

-0.10

AY:

0.80

Sortino Ratio

ABR:

0.11

AY:

1.34

Omega Ratio

ABR:

1.02

AY:

1.22

Calmar Ratio

ABR:

-0.14

AY:

0.34

Martin Ratio

ABR:

-0.30

AY:

2.36

Ulcer Index

ABR:

12.40%

AY:

7.94%

Daily Std Dev

ABR:

36.60%

AY:

23.48%

Max Drawdown

ABR:

-97.75%

AY:

-64.00%

Current Drawdown

ABR:

-9.89%

AY:

-38.98%

Fundamentals

Market Cap

ABR:

$2.68B

AY:

$2.55B

EPS

ABR:

$1.33

AY:

$0.25

PE Ratio

ABR:

10.69

AY:

87.96

PEG Ratio

ABR:

1.20

AY:

5.20

Total Revenue (TTM)

ABR:

$1.51B

AY:

$1.25B

Gross Profit (TTM)

ABR:

$659.29M

AY:

$1.20B

EBITDA (TTM)

ABR:

$414.72M

AY:

$889.96M

Returns By Period

In the year-to-date period, ABR achieves a 2.12% return, which is significantly lower than AY's 10.22% return. Over the past 10 years, ABR has outperformed AY with an annualized return of 18.21%, while AY has yielded a comparatively lower 4.59% annualized return.


ABR

YTD

2.12%

1M

-7.05%

6M

3.29%

1Y

0.07%

5Y*

9.64%

10Y*

18.21%

AY

YTD

10.22%

1M

0.38%

6M

3.08%

1Y

12.90%

5Y*

2.90%

10Y*

4.59%

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Risk-Adjusted Performance

ABR vs. AY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Atlantica Sustainable Infrastructure plc (AY). 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.


Sharpe ratio
The chart of Sharpe ratio for ABR, currently valued at -0.10, compared to the broader market-4.00-2.000.002.00-0.100.43
The chart of Sortino ratio for ABR, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.000.110.80
The chart of Omega ratio for ABR, currently valued at 1.01, compared to the broader market0.501.001.502.001.021.13
The chart of Calmar ratio for ABR, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.18
The chart of Martin ratio for ABR, currently valued at -0.30, compared to the broader market0.0010.0020.00-0.301.24
ABR
AY

The current ABR Sharpe Ratio is -0.10, which is lower than the AY Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ABR and AY, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.10
0.43
ABR
AY

Dividends

ABR vs. AY - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 12.55%, more than AY's 7.08% yield.


TTM20232022202120202019201820172016201520142013
ABR
Arbor Realty Trust, Inc.
12.55%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%
AY
Atlantica Sustainable Infrastructure plc
7.08%8.28%6.83%4.80%4.37%5.95%6.79%6.13%2.34%7.41%1.08%0.00%

Drawdowns

ABR vs. AY - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.75%, which is greater than AY's maximum drawdown of -64.00%. Use the drawdown chart below to compare losses from any high point for ABR and AY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.89%
-38.98%
ABR
AY

Volatility

ABR vs. AY - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 5.80% compared to Atlantica Sustainable Infrastructure plc (AY) at 0.18%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than AY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.80%
0.18%
ABR
AY

Financials

ABR vs. AY - Financials Comparison

This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Atlantica Sustainable Infrastructure plc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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