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ABR vs. VBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABR vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arbor Realty Trust, Inc. (ABR) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABR achieves a -29.99% return, which is significantly lower than VBIL's 1.71% return.


ABR

1D
-0.20%
1M
-8.62%
YTD
-29.99%
6M
-31.49%
1Y
-45.37%
3Y*
-18.62%
5Y*
-13.42%
10Y*
7.64%

VBIL

1D
0.00%
1M
0.30%
YTD
1.71%
6M
1.79%
1Y
3.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABR vs. VBIL - Yearly Performance Comparison


2026 (YTD)2025
ABR
Arbor Realty Trust, Inc.
-29.99%-35.96%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
1.71%3.73%

Correlation

The correlation between ABR and VBIL is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2025

-0.02

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Return for Risk

ABR vs. VBIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABR
ABR Risk / Return Rank: 66
Overall Rank
ABR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 66
Sortino Ratio Rank
ABR Omega Ratio Rank: 66
Omega Ratio Rank
ABR Calmar Ratio Rank: 1111
Calmar Ratio Rank
ABR Martin Ratio Rank: 66
Martin Ratio Rank

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABR vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABRVBILDifference
Sharpe ratioReturn per unit of total volatility

-19.36

Sortino ratioReturn per unit of downside risk

-123.15

Omega ratioGain probability vs. loss probability

0.80

45.76

-44.96

Calmar ratioReturn relative to maximum drawdown

-0.82

297.45

-298.28

Martin ratioReturn relative to average drawdown

-1.53

1,967.36

-1,968.89

ABR vs. VBIL - Sharpe Ratio Comparison

The current ABR Sharpe Ratio is -1.10, which is lower than the VBIL Sharpe Ratio of 18.25. The chart below compares the historical Sharpe Ratios of ABR and VBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ABR vs. VBIL - Drawdown Comparison

The maximum ABR drawdown since its inception was -97.76%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for ABR and VBIL.


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Drawdown Indicators


ABRVBILDifference

Max Drawdown

Largest peak-to-trough decline

-97.76%

-0.09%

-97.67%

Max Drawdown (1Y)

Largest decline over 1 year

-55.18%

-0.01%

-55.17%

Max Drawdown (3Y)

Largest decline over 3 years

-59.87%

Max Drawdown (5Y)

Largest decline over 5 years

-59.87%

Max Drawdown (10Y)

Largest decline over 10 years

-72.76%

Current Drawdown

Current decline from peak

-59.63%

0.00%

-59.63%

Average Drawdown

Average peak-to-trough decline

-41.89%

-0.00%

-41.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.63%

0.00%

+29.63%

Volatility

ABR vs. VBIL - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 11.18% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABRVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.18%

0.05%

+11.13%

Volatility (6M)

Calculated over the trailing 6-month period

33.80%

0.15%

+33.65%

Volatility (1Y)

Calculated over the trailing 1-year period

41.23%

0.22%

+41.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.13%

0.29%

+36.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.49%

0.29%

+40.20%

Dividends

ABR vs. VBIL - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 21.02%, more than VBIL's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
ABR
Arbor Realty Trust, Inc.
21.02%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.65%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABR and VBIL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABR has higher volatility (11.18%) compared to VBIL (0.05%). In terms of maximum drawdown, ABR dropped -97.76% vs VBIL's -0.09%.

VBIL currently has the higher Sharpe Ratio (18.25 vs -1.10), 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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