ABR vs. VBIL
ABR (Arbor Realty Trust, Inc.) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, ABR returned -45.37% vs 3.93% for VBIL. At a correlation of -0.02, they often move in opposite directions.
Performance
ABR vs. VBIL - Performance Comparison
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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*
- —
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
ABR
VBIL
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.
| ABR | VBIL | Difference | |
|---|---|---|---|
| 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 |
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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
| ABR | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -59.63% | 0.00% | -59.63% |
Average DrawdownAverage peak-to-trough decline | -41.89% | -0.00% | -41.89% |
Ulcer IndexDepth 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
| ABR | VBIL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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