ABR vs. BX
Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and The Blackstone Group Inc. (BX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABR or BX.
Key characteristics
ABR | BX | |
---|---|---|
YTD Return | -8.87% | 0.74% |
1Y Return | 38.50% | 61.77% |
3Y Return (Ann) | 5.68% | 25.35% |
5Y Return (Ann) | 11.19% | 35.24% |
10Y Return (Ann) | 17.39% | 21.31% |
Sharpe Ratio | 0.87 | 1.95 |
Daily Std Dev | 40.63% | 31.11% |
Max Drawdown | -97.76% | -87.65% |
Current Drawdown | -16.81% | -4.01% |
Fundamentals
ABR | BX | |
---|---|---|
Market Cap | $2.43B | $154.95B |
EPS | $1.75 | $1.84 |
PE Ratio | 7.37 | 69.49 |
PEG Ratio | 1.20 | 1.81 |
Revenue (TTM) | $719.01M | $7.68B |
Gross Profit (TTM) | $597.94M | $7.05B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Arbor Realty Trust, Inc. | 0.87 | ||||
The Blackstone Group Inc. | 1.95 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.