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ABR vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ABRBX
YTD Return-8.87%0.74%
1Y Return38.50%61.77%
3Y Return (Ann)5.68%25.35%
5Y Return (Ann)11.19%35.24%
10Y Return (Ann)17.39%21.31%
Sharpe Ratio0.871.95
Daily Std Dev40.63%31.11%
Max Drawdown-97.76%-87.65%
Current Drawdown-16.81%-4.01%

Fundamentals


ABRBX
Market Cap$2.43B$154.95B
EPS$1.75$1.84
PE Ratio7.3769.49
PEG Ratio1.201.81
Revenue (TTM)$719.01M$7.68B
Gross Profit (TTM)$597.94M$7.05B

Correlation

0.35
-1.001.00

The correlation between ABR and BX is 0.35, 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

ABR vs. BX - Performance Comparison

In the year-to-date period, ABR achieves a -8.87% return, which is significantly lower than BX's 0.74% return. Over the past 10 years, ABR has underperformed BX with an annualized return of 17.39%, while BX has yielded a comparatively higher 21.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%OctoberNovemberDecember2024FebruaryMarch
91.28%
847.46%
ABR
BX

Compare stocks, funds, or ETFs


Arbor Realty Trust, Inc.

The Blackstone Group Inc.

Risk-Adjusted Performance

ABR vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and The Blackstone Group Inc. (BX). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABR
Arbor Realty Trust, Inc.
0.87
BX
The Blackstone Group Inc.
1.95

ABR vs. BX - Sharpe Ratio Comparison

The current ABR Sharpe Ratio is 0.87, which is lower than the BX Sharpe Ratio of 1.95. The chart below compares the 12-month rolling Sharpe Ratio of ABR and BX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.87
1.95
ABR
BX

Dividends

ABR vs. BX - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 12.77%, more than BX's 2.56% yield.


TTM20232022202120202019201820172016201520142013
ABR
Arbor Realty Trust, Inc.
12.77%11.07%11.68%7.53%8.67%7.94%9.89%8.21%8.19%7.99%7.57%7.40%
BX
The Blackstone Group Inc.
2.56%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%

Drawdowns

ABR vs. BX - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.76%, which is greater than BX's maximum drawdown of -87.65%. The drawdown chart below compares losses from any high point along the way for ABR and BX


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-16.81%
-4.01%
ABR
BX

Volatility

ABR vs. BX - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 8.04% compared to The Blackstone Group Inc. (BX) at 7.24%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%OctoberNovemberDecember2024FebruaryMarch
8.04%
7.24%
ABR
BX