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ABR vs. STWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ABRSTWD
YTD Return-8.87%-3.28%
1Y Return38.50%31.36%
3Y Return (Ann)5.68%1.71%
5Y Return (Ann)11.19%7.44%
10Y Return (Ann)17.39%7.86%
Sharpe Ratio0.871.15
Daily Std Dev40.63%27.32%
Max Drawdown-97.76%-66.33%
Current Drawdown-16.81%-6.13%

Fundamentals


ABRSTWD
Market Cap$2.43B$6.58B
EPS$1.75$1.07
PE Ratio7.3719.02
PEG Ratio1.202.73
Revenue (TTM)$719.01M$370.07M
Gross Profit (TTM)$597.94M$573.68M

Correlation

0.48
-1.001.00

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.

Performance

ABR vs. STWD - Performance Comparison

In the year-to-date period, ABR achieves a -8.87% return, which is significantly lower than STWD's -3.28% return. Over the past 10 years, ABR has outperformed STWD with an annualized return of 17.39%, while STWD has yielded a comparatively lower 7.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,740.55%
328.14%
ABR
STWD

Compare stocks, funds, or ETFs


Arbor Realty Trust, Inc.

Starwood Property Trust, Inc.

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABR
Arbor Realty Trust, Inc.
0.87
STWD
Starwood Property Trust, Inc.
1.15

ABR vs. STWD - Sharpe Ratio Comparison

The current ABR Sharpe Ratio is 0.87, which roughly equals the STWD Sharpe Ratio of 1.15. The chart below compares the 12-month rolling Sharpe Ratio of ABR and STWD.


Rolling 12-month Sharpe Ratio0.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.87
1.15
ABR
STWD

Dividends

ABR vs. STWD - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 12.77%, more than STWD's 11.81% yield.


TTM20232022202120202019201820172016201520142013
ABR
Arbor Realty Trust, Inc.
12.77%11.07%11.68%7.53%8.67%7.94%9.89%8.21%8.19%7.99%7.57%7.40%
STWD
Starwood Property Trust, Inc.
11.81%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 -97.76%, which is greater than STWD's maximum drawdown of -66.33%. The drawdown chart below compares losses from any high point along the way for ABR and STWD


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-16.81%
-6.13%
ABR
STWD

Volatility

ABR vs. STWD - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 8.04% compared to Starwood Property Trust, Inc. (STWD) at 7.46%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%OctoberNovemberDecember2024FebruaryMarch
8.04%
7.46%
ABR
STWD