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.
Key characteristics
ABR | STWD | |
---|---|---|
YTD Return | -8.87% | -3.28% |
1Y Return | 38.50% | 31.36% |
3Y Return (Ann) | 5.68% | 1.71% |
5Y Return (Ann) | 11.19% | 7.44% |
10Y Return (Ann) | 17.39% | 7.86% |
Sharpe Ratio | 0.87 | 1.15 |
Daily Std Dev | 40.63% | 27.32% |
Max Drawdown | -97.76% | -66.33% |
Current Drawdown | -16.81% | -6.13% |
Fundamentals
ABR | STWD | |
---|---|---|
Market Cap | $2.43B | $6.58B |
EPS | $1.75 | $1.07 |
PE Ratio | 7.37 | 19.02 |
PEG Ratio | 1.20 | 2.73 |
Revenue (TTM) | $719.01M | $370.07M |
Gross Profit (TTM) | $597.94M | $573.68M |
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.
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Arbor Realty Trust, Inc. | 0.87 | ||||
Starwood Property Trust, Inc. | 1.15 |
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.