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

Correlation

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.


-0.50.00.51.00.4

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%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.48%
-2.64%
ABR
PFG

Key characteristics

Sharpe Ratio

ABR:

0.30

PFG:

0.46

Sortino Ratio

ABR:

0.63

PFG:

0.73

Omega Ratio

ABR:

1.09

PFG:

1.10

Calmar Ratio

ABR:

0.40

PFG:

0.52

Martin Ratio

ABR:

1.22

PFG:

1.30

Ulcer Index

ABR:

8.78%

PFG:

7.31%

Daily Std Dev

ABR:

35.95%

PFG:

20.89%

Max Drawdown

ABR:

-97.75%

PFG:

-91.53%

Current Drawdown

ABR:

-9.29%

PFG:

-9.76%

Fundamentals

Market Cap

ABR:

$2.60B

PFG:

$18.68B

EPS

ABR:

$1.33

PFG:

-$0.74

PEG Ratio

ABR:

1.20

PFG:

1.50

Total Revenue (TTM)

ABR:

$1.10B

PFG:

$11.38B

Gross Profit (TTM)

ABR:

$470.41M

PFG:

$11.38B

EBITDA (TTM)

ABR:

$283.51M

PFG:

$349.30M

Returns By Period

In the year-to-date period, ABR achieves a -0.36% return, which is significantly lower than PFG's 5.49% return. Over the past 10 years, ABR has outperformed PFG with an annualized return of 18.27%, while PFG has yielded a comparatively lower 9.46% annualized return.


ABR

YTD

-0.36%

1M

0.29%

6M

9.48%

1Y

6.58%

5Y*

9.55%

10Y*

18.27%

PFG

YTD

5.49%

1M

9.01%

6M

-1.92%

1Y

9.48%

5Y*

11.67%

10Y*

9.46%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ABR vs. PFG — 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 5656
Overall Rank
The Sharpe Ratio Rank of ABR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 6060
Martin Ratio Rank

PFG
The Risk-Adjusted Performance Rank of PFG is 5959
Overall Rank
The Sharpe Ratio Rank of PFG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PFG is 5252
Sortino Ratio Rank
The Omega Ratio Rank of PFG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of PFG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of PFG is 6161
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. 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 0.30, compared to the broader market-2.000.002.004.000.300.46
The chart of Sortino ratio for ABR, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.630.73
The chart of Omega ratio for ABR, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.10
The chart of Calmar ratio for ABR, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.52
The chart of Martin ratio for ABR, currently valued at 1.22, compared to the broader market-10.000.0010.0020.0030.001.221.30
ABR
PFG

The current ABR Sharpe Ratio is 0.30, which is lower than the PFG Sharpe Ratio of 0.46. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.30
0.46
ABR
PFG

Dividends

ABR vs. PFG - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 12.46%, more than PFG's 3.49% yield.


TTM20242023202220212020201920182017201620152014
ABR
Arbor Realty Trust, Inc.
12.46%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%
PFG
Principal Financial Group, Inc.
3.49%3.68%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%

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%AugustSeptemberOctoberNovemberDecember2025
-9.29%
-9.76%
ABR
PFG

Volatility

ABR vs. PFG - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 7.43% compared to Principal Financial Group, Inc. (PFG) at 6.52%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier 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%AugustSeptemberOctoberNovemberDecember2025
7.43%
6.52%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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