ABR vs. STWD
Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and Starwood Property Trust, Inc. (STWD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABR or STWD.
Performance
ABR vs. STWD - Performance Comparison
Returns By Period
In the year-to-date period, ABR achieves a 10.09% return, which is significantly higher than STWD's 0.07% return. Over the past 10 years, ABR has outperformed STWD with an annualized return of 19.24%, while STWD has yielded a comparatively lower 7.67% annualized return.
ABR
10.09%
-1.21%
13.28%
33.69%
10.51%
19.24%
STWD
0.07%
-3.74%
0.57%
8.83%
5.53%
7.67%
Fundamentals
| ABR | STWD | |
|---|---|---|
| Market Cap | $2.75B | $6.78B |
| EPS | $1.33 | $1.18 |
| PE Ratio | 10.95 | 16.57 |
| PEG Ratio | 1.20 | 2.73 |
| Total Revenue (TTM) | $845.08M | $2.10B |
| Gross Profit (TTM) | $785.88M | $1.90B |
| EBITDA (TTM) | $495.84M | $1.89B |
Key characteristics
| ABR | STWD | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.45 |
| Sortino Ratio | 1.42 | 0.73 |
| Omega Ratio | 1.19 | 1.09 |
| Calmar Ratio | 1.32 | 0.73 |
| Martin Ratio | 2.97 | 1.58 |
| Ulcer Index | 12.30% | 6.00% |
| Daily Std Dev | 38.91% | 21.36% |
| Max Drawdown | -97.75% | -66.33% |
| Current Drawdown | -2.85% | -5.15% |
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Correlation
The correlation between ABR and STWD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ABR vs. STWD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Starwood Property Trust, Inc. (STWD). 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. STWD - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 11.64%, more than STWD's 9.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 11.64% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
STWD Starwood Property Trust, Inc. | 9.82% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% | 8.26% | 6.57% |
Drawdowns
ABR vs. STWD - Drawdown Comparison
The maximum ABR drawdown since its inception was -97.75%, which is greater than STWD's maximum drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for ABR and STWD. For additional features, visit the drawdowns tool.
Volatility
ABR vs. STWD - Volatility Comparison
Arbor Realty Trust, Inc. (ABR) has a higher volatility of 6.16% compared to Starwood Property Trust, Inc. (STWD) at 4.26%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than STWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ABR vs. STWD - Financials Comparison
This section allows you to compare key financial metrics between Arbor Realty Trust, Inc. and Starwood Property Trust, 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