ABR vs. HASI
Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABR or HASI.
Key characteristics
| ABR | HASI | |
|---|---|---|
| YTD Return | 2.28% | -17.45% |
| 1Y Return | -14.44% | -38.41% |
| 5Y Return (Ann) | 16.36% | 9.95% |
| 10Y Return (Ann) | 16.42% | 13.29% |
| Sharpe Ratio | -0.32 | -0.63 |
| Daily Std Dev | 39.45% | 57.57% |
| Max Drawdown | -97.76% | -66.68% |
Fundamentals
| ABR | HASI | |
|---|---|---|
| Market Cap | $2.28B | $2.15B |
| EPS | $1.73 | $0.20 |
| PE Ratio | 7.28 | 115.00 |
| PEG Ratio | 1.20 | 1.30 |
| Revenue (TTM) | $677.60M | $110.18M |
| Gross Profit (TTM) | $597.94M | $111.38M |
Correlation
The correlation between ABR and HASI 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.
ABR vs. HASI - Performance Comparison
In the year-to-date period, ABR achieves a 2.28% return, which is significantly lower than HASI's -17.45% return. Over the past 10 years, ABR has outperformed HASI with an annualized return of 16.42%, while HASI has yielded a comparatively lower 13.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ABR vs. HASI - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 18.61%, more than HASI's 8.03% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 18.61% | 12.42% | 8.82% | 10.97% | 11.19% | 15.16% | 13.87% | 15.10% | 16.05% | 16.55% | 17.41% | 11.80% |
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 8.03% | 5.25% | 2.79% | 2.33% | 4.72% | 8.23% | 8.70% | 8.85% | 8.28% | 9.94% | 4.94% | 0.00% |
ABR vs. HASI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI). 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 | |
|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | -0.32 | ||||
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | -0.63 |
ABR vs. HASI - Drawdown Comparison
The maximum ABR drawdown for the period was -42.54%, higher than the maximum HASI drawdown of -64.51%. The drawdown chart below compares losses from any high point along the way for ABR and HASI
ABR vs. HASI - Volatility Comparison
The current volatility for Arbor Realty Trust, Inc. (ABR) is 12.42%, while Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a volatility of 20.80%. This indicates that ABR experiences smaller price fluctuations and is considered to be less risky than HASI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.