ABR vs. STWD
ABR (Arbor Realty Trust, Inc.) and STWD (Starwood Property Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ABR returned 7.91%/yr vs 7.63%/yr for STWD. At a 0.49 correlation, their price movements are largely independent.
Performance
ABR vs. STWD - Performance Comparison
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Returns By Period
In the year-to-date period, ABR achieves a -27.11% return, which is significantly lower than STWD's -3.33% return. Both investments have delivered pretty close results over the past 10 years, with ABR having a 7.91% annualized return and STWD not far behind at 7.63%.
ABR
- 1D
- -2.21%
- 1M
- -30.75%
- YTD
- -27.11%
- 6M
- -37.77%
- 1Y
- -38.26%
- 3Y*
- -17.08%
- 5Y*
- -12.88%
- 10Y*
- 7.91%
STWD
- 1D
- -0.99%
- 1M
- -6.00%
- YTD
- -3.33%
- 6M
- -2.92%
- 1Y
- -5.47%
- 3Y*
- 7.38%
- 5Y*
- 1.13%
- 10Y*
- 7.63%
ABR vs. STWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | -27.11% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
STWD Starwood Property Trust, Inc. | -3.33% | 4.91% | -0.56% | 26.70% | -17.33% | 35.88% | -12.01% | 36.80% | 1.11% | 6.08% |
Correlation
The correlation between ABR and STWD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2009 | 0.49 |
The correlation between ABR and STWD shifts across timeframes, from 0.49 (all time) to 0.70 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ABR:
$0.57
STWD:
$1.39
ABR:
9.24
STWD:
12.19
ABR:
1.19
STWD:
2.16
ABR:
$940.70M
STWD:
$1.98B
ABR:
$829.57M
STWD:
$1.19B
ABR:
$878.83M
STWD:
$1.83B
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Return for Risk
ABR vs. STWD — Risk / Return Rank
ABR
STWD
ABR vs. STWD - Risk-Adjusted Trends 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.
| ABR | STWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.96 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | -0.38 | -0.35 |
| Martin ratioReturn relative to average drawdown | -1.43 | -0.65 | -0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABR | STWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | -0.33 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.05 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.25 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.35 | -0.31 |
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 -66.34%. Use the drawdown chart below to compare losses from any high point for ABR and STWD.
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Drawdown Indicators
| ABR | STWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.76% | -66.34% | -31.42% |
Max Drawdown (1Y)Largest decline over 1 year | -53.05% | -14.53% | -38.52% |
Max Drawdown (3Y)Largest decline over 3 years | -57.96% | -16.66% | -41.30% |
Max Drawdown (5Y)Largest decline over 5 years | -57.96% | -29.65% | -28.31% |
Max Drawdown (10Y)Largest decline over 10 years | -72.76% | -66.34% | -6.42% |
Current DrawdownCurrent decline from peak | -57.96% | -12.67% | -45.29% |
Average DrawdownAverage peak-to-trough decline | -41.86% | -7.57% | -34.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.77% | 8.47% | +18.30% |
Volatility
ABR vs. STWD - Volatility Comparison
Arbor Realty Trust, Inc. (ABR) has a higher volatility of 21.37% compared to Starwood Property Trust, Inc. (STWD) at 5.59%. 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.
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Volatility by Period
| ABR | STWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.37% | 5.59% | +15.78% |
Volatility (6M)Calculated over the trailing 6-month period | 33.44% | 12.21% | +21.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.99% | 16.67% | +24.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.09% | 24.29% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.39% | 30.13% | +10.26% |
Dividends
ABR vs. STWD - Dividend Comparison
ABR's dividend yield for the trailing twelve months is around 20.19%, more than STWD's 11.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 20.19% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
STWD Starwood Property Trust, Inc. | 11.34% | 10.66% | 10.13% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% |
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
ABR vs. STWD - Profitability Comparison
ABR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a gross profit of -21.94M and revenue of 25.74M. Therefore, the gross margin over that period was -85.3%.
STWD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Starwood Property Trust, Inc. reported a gross profit of 0.00 and revenue of 512.46M. Therefore, the gross margin over that period was 0.0%.
ABR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported an operating income of 8.06M and revenue of 25.74M, resulting in an operating margin of 31.3%.
STWD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Starwood Property Trust, Inc. reported an operating income of 0.00 and revenue of 512.46M, resulting in an operating margin of 0.0%.
ABR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a net income of 12.92M and revenue of 25.74M, resulting in a net margin of 50.2%.
STWD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Starwood Property Trust, Inc. reported a net income of 51.88M and revenue of 512.46M, resulting in a net margin of 10.1%.
Frequently Asked Questions
ABR and STWD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (21.37%) compared to STWD (5.59%). In terms of maximum drawdown, ABR dropped -97.76% vs STWD's -66.34%.
STWD currently has the higher Sharpe Ratio (-0.33 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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