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ACT vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACT and ABR is 0.47, 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

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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Key characteristics

Sharpe Ratio

ACT:

0.81

ABR:

-0.23

Sortino Ratio

ACT:

1.25

ABR:

-0.21

Omega Ratio

ACT:

1.16

ABR:

0.97

Calmar Ratio

ACT:

1.13

ABR:

-0.41

Martin Ratio

ACT:

2.78

ABR:

-0.99

Ulcer Index

ACT:

6.24%

ABR:

12.86%

Daily Std Dev

ACT:

20.49%

ABR:

37.96%

Max Drawdown

ACT:

-20.25%

ABR:

-97.75%

Current Drawdown

ACT:

-3.19%

ABR:

-29.44%

Fundamentals

Market Cap

ACT:

$5.42B

ABR:

$1.99B

EPS

ACT:

$4.44

ABR:

$1.03

PE Ratio

ACT:

8.14

ABR:

10.06

PS Ratio

ACT:

4.46

ABR:

3.25

PB Ratio

ACT:

1.06

ABR:

0.85

Total Revenue (TTM)

ACT:

$1.22B

ABR:

$490.88M

Gross Profit (TTM)

ACT:

$1.22B

ABR:

$444.85M

EBITDA (TTM)

ACT:

$883.15M

ABR:

$475.21M

Returns By Period

In the year-to-date period, ACT achieves a 12.21% return, which is significantly higher than ABR's -22.49% return.


ACT

YTD

12.21%

1M

3.70%

6M

8.21%

1Y

16.55%

5Y*

N/A

10Y*

N/A

ABR

YTD

-22.49%

1M

-0.77%

6M

-28.85%

1Y

-10.31%

5Y*

20.58%

10Y*

15.32%

*Annualized

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Risk-Adjusted Performance

ACT vs. ABR — Risk-Adjusted Performance Rank

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

ACT
The Risk-Adjusted Performance Rank of ACT is 7777
Overall Rank
The Sharpe Ratio Rank of ACT is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ACT is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ACT is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ACT is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ACT is 7878
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 3131
Overall Rank
The Sharpe Ratio Rank of ABR is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACT vs. ABR - Risk-Adjusted Performance 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.


The current ACT Sharpe Ratio is 0.81, which is higher than the ABR Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of ACT and ABR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ACT vs. ABR - Dividend Comparison

ACT's dividend yield for the trailing twelve months is around 2.05%, less than ABR's 16.60% yield.


TTM20242023202220212020201920182017201620152014
ACT
Enact Holdings, Inc.
2.05%2.92%4.60%6.38%5.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
16.60%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

ACT vs. ABR - Drawdown Comparison

The maximum ACT drawdown since its inception was -20.25%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for ACT and ABR. For additional features, visit the drawdowns tool.


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Volatility

ACT vs. ABR - Volatility Comparison

The current volatility for Enact Holdings, Inc. (ACT) is 7.63%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.34%. 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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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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20212022202320242025
306.78M
25.60M
(ACT) Total Revenue
(ABR) Total Revenue
Values in USD except per share items