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ACT vs. ABR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACT vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enact Holdings, Inc. (ACT) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACT achieves a 3.44% return, which is significantly higher than ABR's -27.11% return.


ACT

1D
-1.41%
1M
-3.77%
YTD
3.44%
6M
6.20%
1Y
18.80%
3Y*
21.16%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACT vs. ABR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ACT
Enact Holdings, Inc.
3.44%25.20%15.56%25.78%24.10%6.61%
ABR
Arbor Realty Trust, Inc.
-27.11%-36.65%3.16%29.73%-20.73%2.85%

Correlation

The correlation between ACT and ABR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2021

0.38

The correlation between ACT and ABR shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ACT:

$5.79B

ABR:

$1.12B

EPS

ACT:

$4.61

ABR:

$0.57

PE Ratio

ACT:

8.80

ABR:

9.24

PS Ratio

ACT:

4.80

ABR:

1.19

PB Ratio

ACT:

1.08

ABR:

0.48

Total Revenue (TTM)

ACT:

$1.24B

ABR:

$940.70M

Gross Profit (TTM)

ACT:

$742.95M

ABR:

$829.57M

EBITDA (TTM)

ACT:

$685.07M

ABR:

$878.83M

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Return for Risk

ACT vs. ABR — Risk / Return Rank

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

ACT
ACT Risk / Return Rank: 6666
Overall Rank
ACT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ACT Sortino Ratio Rank: 6262
Sortino Ratio Rank
ACT Omega Ratio Rank: 5959
Omega Ratio Rank
ACT Calmar Ratio Rank: 7171
Calmar Ratio Rank
ACT Martin Ratio Rank: 7171
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 88
Overall Rank
ABR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 88
Sortino Ratio Rank
ABR Omega Ratio Rank: 88
Omega Ratio Rank
ABR Calmar Ratio Rank: 1414
Calmar Ratio Rank
ABR Martin Ratio Rank: 77
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.

ACT vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enact Holdings, Inc. (ACT) and Arbor Realty Trust, Inc. (ABR). 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.


ACTABRDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.16

0.84

+0.32

Calmar ratioReturn relative to maximum drawdown

1.72

-0.72

+2.45

Martin ratioReturn relative to average drawdown

3.99

-1.43

+5.43

ACT vs. ABR - Sharpe Ratio Comparison

The current ACT Sharpe Ratio is 0.85, which is higher than the ABR Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ACT and ABR, 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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Sharpe Ratios by Period


ACTABRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

-0.94

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.05

+0.82

Drawdowns

ACT vs. ABR - Drawdown Comparison

The maximum ACT drawdown since its inception was -20.25%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for ACT and ABR.


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Drawdown Indicators


ACTABRDifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-97.76%

+77.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-53.05%

+42.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-57.96%

+42.63%

Max Drawdown (5Y)

Largest decline over 5 years

-57.96%

Max Drawdown (10Y)

Largest decline over 10 years

-72.76%

Current Drawdown

Current decline from peak

-7.65%

-57.96%

+50.31%

Average Drawdown

Average peak-to-trough decline

-5.17%

-41.86%

+36.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

26.77%

-22.05%

Volatility

ACT vs. ABR - Volatility Comparison

The current volatility for Enact Holdings, Inc. (ACT) is 6.33%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. This indicates that ACT experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACTABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

21.37%

-15.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

33.44%

-16.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

40.99%

-18.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

37.09%

-12.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.75%

40.39%

-15.64%

Dividends

ACT vs. ABR - Dividend Comparison

ACT's dividend yield for the trailing twelve months is around 2.14%, less than ABR's 20.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ACT
Enact Holdings, Inc.
2.14%2.06%2.92%4.60%6.38%5.95%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ACT vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Enact Holdings, Inc. and Arbor Realty 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M200.00M250.00M300.00M20222023202420252026
312.07M
25.74M
(ACT) Total Revenue
(ABR) Total Revenue
Values in USD except per share items

ACT vs. ABR - Profitability Comparison

The chart below illustrates the profitability comparison between Enact Holdings, Inc. and Arbor Realty Trust, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-100.0%-50.0%0.0%50.0%100.0%202220232024202520260
-85.3%
Portfolio components
ACT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enact Holdings, Inc. reported a gross profit of 0.00 and revenue of 312.07M. Therefore, the gross margin over that period was 0.0%.

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%.

ACT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enact Holdings, Inc. reported an operating income of 0.00 and revenue of 312.07M, resulting in an operating margin of 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%.

ACT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enact Holdings, Inc. reported a net income of 167.77M and revenue of 312.07M, resulting in a net margin of 53.8%.

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%.


Frequently Asked Questions


ACT and ABR have a correlation of 0.22, 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 ACT (6.33%). In terms of maximum drawdown, ACT dropped -20.25% vs ABR's -97.76%.

ACT currently has the higher Sharpe Ratio (0.85 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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