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

Performance

ABR vs. PFG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.43%
5.87%
ABR
PFG

Returns By Period

In the year-to-date period, ABR achieves a 8.00% return, which is significantly lower than PFG's 10.53% return. Over the past 10 years, ABR has outperformed PFG with an annualized return of 18.98%, while PFG has yielded a comparatively lower 8.50% annualized return.


ABR

YTD

8.00%

1M

-2.13%

6M

16.43%

1Y

34.71%

5Y (annualized)

10.42%

10Y (annualized)

18.98%

PFG

YTD

10.53%

1M

-5.81%

6M

5.88%

1Y

21.45%

5Y (annualized)

13.52%

10Y (annualized)

8.50%

Fundamentals


ABRPFG
Market Cap$2.78B$19.25B
EPS$1.33-$0.74
PEG Ratio1.201.50
Total Revenue (TTM)$845.08M$14.07B
Gross Profit (TTM)$561.10M$14.07B
EBITDA (TTM)$686.27M-$756.70M

Key characteristics


ABRPFG
Sharpe Ratio0.891.05
Sortino Ratio1.361.47
Omega Ratio1.191.20
Calmar Ratio1.251.00
Martin Ratio2.803.74
Ulcer Index12.30%5.75%
Daily Std Dev38.80%20.45%
Max Drawdown-97.75%-91.53%
Current Drawdown-4.69%-7.19%

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Correlation

-0.50.00.51.00.3

The correlation between ABR and PFG 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.

Risk-Adjusted Performance

ABR vs. PFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Principal Financial Group, Inc. (PFG). 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
The chart of Sharpe ratio for ABR, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.891.05
The chart of Sortino ratio for ABR, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.361.47
The chart of Omega ratio for ABR, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.20
The chart of Calmar ratio for ABR, currently valued at 1.25, compared to the broader market0.002.004.006.001.251.00
The chart of Martin ratio for ABR, currently valued at 2.80, compared to the broader market0.0010.0020.0030.002.803.74
ABR
PFG

The current ABR Sharpe Ratio is 0.89, which is comparable to the PFG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ABR and PFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.89
1.05
ABR
PFG

Dividends

ABR vs. PFG - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 11.86%, more than PFG's 3.29% yield.


TTM20232022202120202019201820172016201520142013
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%
PFG
Principal Financial Group, Inc.
3.29%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%

Drawdowns

ABR vs. PFG - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.75%, which is greater than PFG's maximum drawdown of -91.53%. Use the drawdown chart below to compare losses from any high point for ABR and PFG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.69%
-7.19%
ABR
PFG

Volatility

ABR vs. PFG - Volatility Comparison

The current volatility for Arbor Realty Trust, Inc. (ABR) is 5.61%, while Principal Financial Group, Inc. (PFG) has a volatility of 9.38%. This indicates that ABR experiences smaller price fluctuations and is considered to be less risky than PFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.61%
9.38%
ABR
PFG

Financials

ABR vs. PFG - Financials Comparison

This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Principal Financial Group, 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


Values in USD except per share items