ABR vs. NLY
Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and Annaly Capital Management, Inc. (NLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABR or NLY.
Performance
ABR vs. NLY - Performance Comparison
Returns By Period
In the year-to-date period, ABR achieves a 8.00% return, which is significantly lower than NLY's 12.75% return. Over the past 10 years, ABR has outperformed NLY with an annualized return of 18.98%, while NLY has yielded a comparatively lower 3.69% annualized return.
ABR
8.00%
-2.13%
16.43%
34.71%
10.42%
18.98%
NLY
12.75%
0.71%
9.32%
27.35%
0.50%
3.69%
Fundamentals
| ABR | NLY | |
|---|---|---|
| Market Cap | $2.78B | $11.07B |
| EPS | $1.33 | -$0.08 |
| PEG Ratio | 1.20 | -3.61 |
| Total Revenue (TTM) | $845.08M | $4.05B |
| Gross Profit (TTM) | $561.10M | $4.03B |
| EBITDA (TTM) | $686.27M | $3.62B |
Key characteristics
| ABR | NLY | |
|---|---|---|
| Sharpe Ratio | 0.89 | 1.36 |
| Sortino Ratio | 1.36 | 1.92 |
| Omega Ratio | 1.19 | 1.24 |
| Calmar Ratio | 1.25 | 0.75 |
| Martin Ratio | 2.80 | 7.80 |
| Ulcer Index | 12.30% | 3.49% |
| Daily Std Dev | 38.80% | 19.99% |
| Max Drawdown | -97.75% | -60.09% |
| Current Drawdown | -4.69% | -17.70% |
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Correlation
The correlation between ABR and NLY is 0.37, 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.
Risk-Adjusted Performance
ABR vs. NLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Annaly Capital Management, Inc. (NLY). 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.
Dividends
ABR vs. NLY - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 11.86%, less than NLY's 13.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 11.86% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
NLY Annaly Capital Management, Inc. | 13.14% | 13.42% | 16.70% | 11.25% | 10.77% | 11.15% | 12.22% | 10.09% | 12.04% | 12.79% | 11.10% | 15.05% |
Drawdowns
ABR vs. NLY - Drawdown Comparison
The maximum ABR drawdown since its inception was -97.75%, which is greater than NLY's maximum drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for ABR and NLY. For additional features, visit the drawdowns tool.
Volatility
ABR vs. NLY - Volatility Comparison
Arbor Realty Trust, Inc. (ABR) and Annaly Capital Management, Inc. (NLY) have volatilities of 5.61% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ABR vs. NLY - Financials Comparison
This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Annaly Capital Management, 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