ABR vs. JAAA
ABR (Arbor Realty Trust, Inc.) is a stock, while JAAA (Janus Henderson AAA CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past 5 years, ABR returned -13.42%/yr vs 4.80%/yr for JAAA. At a 0.05 correlation, their price movements are largely independent.
Performance
ABR vs. JAAA - Performance Comparison
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Returns By Period
In the year-to-date period, ABR achieves a -29.99% return, which is significantly lower than JAAA's 2.07% return.
ABR
- 1D
- -0.20%
- 1M
- -8.62%
- YTD
- -29.99%
- 6M
- -31.49%
- 1Y
- -45.37%
- 3Y*
- -18.62%
- 5Y*
- -13.42%
- 10Y*
- 7.64%
JAAA
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 2.07%
- 6M
- 2.25%
- 1Y
- 4.99%
- 3Y*
- 6.58%
- 5Y*
- 4.80%
- 10Y*
- —
ABR vs. JAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | -29.99% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 25.78% |
JAAA Janus Henderson AAA CLO ETF | 2.07% | 5.16% | 7.43% | 8.59% | 0.49% | 1.39% | 0.76% |
Correlation
The correlation between ABR and JAAA is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2020 | 0.05 |
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Return for Risk
ABR vs. JAAA — Risk / Return Rank
ABR
JAAA
ABR vs. JAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Janus Henderson AAA CLO ETF (JAAA). 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 | JAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.21 | ||
| Sortino ratioReturn per unit of downside risk | -11.70 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 2.76 | -1.96 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 12.91 | -13.74 |
| Martin ratioReturn relative to average drawdown | -1.53 | 69.99 | -71.53 |
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Drawdowns
ABR vs. JAAA - Drawdown Comparison
The maximum ABR drawdown since its inception was -97.76%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for ABR and JAAA.
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Drawdown Indicators
| ABR | JAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.76% | -2.64% | -95.12% |
Max Drawdown (1Y)Largest decline over 1 year | -55.18% | -0.39% | -54.79% |
Max Drawdown (3Y)Largest decline over 3 years | -59.87% | -1.46% | -58.41% |
Max Drawdown (5Y)Largest decline over 5 years | -59.87% | -2.64% | -57.23% |
Max Drawdown (10Y)Largest decline over 10 years | -72.76% | — | — |
Current DrawdownCurrent decline from peak | -59.63% | -0.02% | -59.61% |
Average DrawdownAverage peak-to-trough decline | -41.89% | -0.25% | -41.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.63% | 0.07% | +29.56% |
Volatility
ABR vs. JAAA - Volatility Comparison
Arbor Realty Trust, Inc. (ABR) has a higher volatility of 11.18% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.11%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABR | JAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.18% | 0.11% | +11.07% |
Volatility (6M)Calculated over the trailing 6-month period | 33.80% | 0.63% | +33.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.23% | 0.82% | +40.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.13% | 1.67% | +35.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.49% | 1.63% | +38.86% |
Dividends
ABR vs. JAAA - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 21.02%, more than JAAA's 4.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 21.02% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
JAAA Janus Henderson AAA CLO ETF | 4.99% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABR and JAAA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (11.18%) compared to JAAA (0.11%). In terms of maximum drawdown, ABR dropped -97.76% vs JAAA's -2.64%.
JAAA currently has the higher Sharpe Ratio (6.11 vs -1.10), 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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