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ABR vs. LOAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABR and LOAN is 0.09, 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. LOAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arbor Realty Trust, Inc. (ABR) and Manhattan Bridge Capital, Inc. (LOAN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABR:

-0.58

LOAN:

0.24

Sortino Ratio

ABR:

-0.40

LOAN:

0.47

Omega Ratio

ABR:

0.94

LOAN:

1.06

Calmar Ratio

ABR:

-0.48

LOAN:

0.31

Martin Ratio

ABR:

-1.23

LOAN:

0.92

Ulcer Index

ABR:

14.72%

LOAN:

6.04%

Daily Std Dev

ABR:

38.06%

LOAN:

25.00%

Max Drawdown

ABR:

-97.75%

LOAN:

-90.93%

Current Drawdown

ABR:

-33.80%

LOAN:

-12.36%

Fundamentals

Market Cap

ABR:

$1.82B

LOAN:

$58.34M

EPS

ABR:

$1.03

LOAN:

$0.48

PE Ratio

ABR:

9.17

LOAN:

10.63

PEG Ratio

ABR:

1.20

LOAN:

0.00

PS Ratio

ABR:

2.96

LOAN:

8.00

PB Ratio

ABR:

0.77

LOAN:

1.35

Total Revenue (TTM)

ABR:

$490.88M

LOAN:

$7.91M

Gross Profit (TTM)

ABR:

$444.85M

LOAN:

$7.90M

EBITDA (TTM)

ABR:

$475.21M

LOAN:

$5.31M

Returns By Period

In the year-to-date period, ABR achieves a -27.28% return, which is significantly lower than LOAN's -6.88% return. Over the past 10 years, ABR has outperformed LOAN with an annualized return of 13.87%, while LOAN has yielded a comparatively lower 10.41% annualized return.


ABR

YTD

-27.28%

1M

-9.51%

6M

-30.78%

1Y

-21.79%

3Y*

-6.15%

5Y*

12.45%

10Y*

13.87%

LOAN

YTD

-6.88%

1M

-1.92%

6M

-1.92%

1Y

5.97%

3Y*

5.51%

5Y*

12.42%

10Y*

10.41%

*Annualized

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Arbor Realty Trust, Inc.

Manhattan Bridge Capital, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ABR vs. LOAN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABR
The Risk-Adjusted Performance Rank of ABR is 2020
Overall Rank
The Sharpe Ratio Rank of ABR is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 1515
Martin Ratio Rank

LOAN
The Risk-Adjusted Performance Rank of LOAN is 5858
Overall Rank
The Sharpe Ratio Rank of LOAN is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of LOAN is 5050
Sortino Ratio Rank
The Omega Ratio Rank of LOAN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of LOAN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of LOAN is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABR vs. LOAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Manhattan Bridge Capital, Inc. (LOAN). 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.


The current ABR Sharpe Ratio is -0.58, which is lower than the LOAN Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ABR and LOAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ABR vs. LOAN - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 16.83%, more than LOAN's 9.02% yield.


TTM20242023202220212020201920182017201620152014
ABR
Arbor Realty Trust, Inc.
16.83%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%
LOAN
Manhattan Bridge Capital, Inc.
9.02%8.21%9.08%9.38%8.82%8.06%7.55%8.54%7.00%4.93%11.28%5.21%

Drawdowns

ABR vs. LOAN - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.75%, which is greater than LOAN's maximum drawdown of -90.93%. Use the drawdown chart below to compare losses from any high point for ABR and LOAN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ABR vs. LOAN - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 15.79% compared to Manhattan Bridge Capital, Inc. (LOAN) at 5.03%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than LOAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ABR vs. LOAN - Financials Comparison

This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Manhattan Bridge Capital, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M20212022202320242025
25.60M
1.83M
(ABR) Total Revenue
(LOAN) Total Revenue
Values in USD except per share items