ABR vs. CMTG
ABR (Arbor Realty Trust, Inc.) and CMTG (Claros Mortgage Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 3 years, ABR returned -18.47%/yr vs -35.17%/yr for CMTG. At a 0.47 correlation, their price movements are largely independent.
Performance
ABR vs. CMTG - Performance Comparison
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Returns By Period
In the year-to-date period, ABR achieves a -28.48% return, which is significantly lower than CMTG's -10.78% 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%
CMTG
- 1D
- 5.00%
- 1M
- 21.33%
- YTD
- -10.78%
- 6M
- -17.52%
- 1Y
- -14.95%
- 3Y*
- -35.17%
- 5Y*
- —
- 10Y*
- —
ABR vs. CMTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | -28.48% | -36.65% | 3.16% | 29.73% | -20.73% | -4.62% |
CMTG Claros Mortgage Trust, Inc. | -10.78% | -32.30% | -64.39% | 2.82% | -1.38% | 3.95% |
Correlation
The correlation between ABR and CMTG is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.47 |
The correlation between ABR and CMTG has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
Fundamentals
ABR:
$0.57
CMTG:
-$4.41
ABR:
1.17
CMTG:
0.92
ABR:
$940.70M
CMTG:
$311.27M
ABR:
$829.57M
CMTG:
-$65.16M
ABR:
$878.83M
CMTG:
$51.76M
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Return for Risk
ABR vs. CMTG — Risk / Return Rank
ABR
CMTG
ABR vs. CMTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Claros Mortgage Trust, Inc. (CMTG). 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.
| ABR | CMTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.01 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.32 | -0.46 |
| Martin ratioReturn relative to average drawdown | -1.46 | -0.56 | -0.90 |
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Drawdowns
ABR vs. CMTG - Drawdown Comparison
The maximum ABR drawdown since its inception was -97.76%, which is greater than CMTG's maximum drawdown of -87.12%. Use the drawdown chart below to compare losses from any high point for ABR and CMTG.
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Drawdown Indicators
| ABR | CMTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.76% | -87.12% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -54.82% | -47.34% | -7.48% |
Max Drawdown (3Y)Largest decline over 3 years | -59.55% | -84.37% | +24.82% |
Max Drawdown (5Y)Largest decline over 5 years | -59.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -72.76% | — | — |
Current DrawdownCurrent decline from peak | -58.76% | -83.09% | +24.33% |
Average DrawdownAverage peak-to-trough decline | -41.88% | -46.43% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.02% | 26.64% | +2.38% |
Volatility
ABR vs. CMTG - Volatility Comparison
The current volatility for Arbor Realty Trust, Inc. (ABR) is 11.50%, while Claros Mortgage Trust, Inc. (CMTG) has a volatility of 19.14%. This indicates that ABR experiences smaller price fluctuations and is considered to be less risky than CMTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABR | CMTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.50% | 19.14% | -7.64% |
Volatility (6M)Calculated over the trailing 6-month period | 33.80% | 44.78% | -10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.31% | 63.30% | -21.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.13% | 52.57% | -15.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.46% | 52.57% | -12.11% |
Dividends
ABR vs. CMTG - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 20.58%, while CMTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CMTG Claros Mortgage Trust, Inc. | 0.00% | 0.00% | 13.27% | 9.10% | 10.06% | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ABR vs. CMTG - Financials Comparison
This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Claros Mortgage Trust, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ABR and CMTG have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMTG has higher volatility (19.14%) compared to ABR (11.50%). In terms of maximum drawdown, ABR dropped -97.76% vs CMTG's -87.12%.
CMTG currently has the higher Sharpe Ratio (-0.24 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.
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