ADAM vs. ABR
ADAM (Adamas Trust, Inc) and ABR (Arbor Realty Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ADAM returned 2.03%/yr vs 7.91%/yr for ABR. At a 0.34 correlation, their price movements are largely independent.
Performance
ADAM vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, ADAM achieves a 24.36% return, which is significantly higher than ABR's -27.11% return. Over the past 10 years, ADAM has underperformed ABR with an annualized return of 2.03%, while ABR has yielded a comparatively higher 7.91% annualized return.
ADAM
- 1D
- -2.87%
- 1M
- 1.03%
- YTD
- 24.36%
- 6M
- 23.09%
- 1Y
- 52.21%
- 3Y*
- 7.40%
- 5Y*
- -2.20%
- 10Y*
- 2.03%
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%
ADAM vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 24.36% | 36.49% | -19.27% | -5.45% | -20.80% | 10.70% | -36.23% | 20.32% | 8.95% | 6.02% |
ABR Arbor Realty Trust, Inc. | -27.11% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between ADAM and ABR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2004 | 0.34 |
The correlation between ADAM and ABR shifts across timeframes, from 0.34 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADAM:
$809.21M
ABR:
$1.12B
ADAM:
$1.70
ABR:
$0.57
ADAM:
5.17
ABR:
9.24
ADAM:
1.13
ABR:
1.19
ADAM:
0.88
ABR:
0.48
ADAM:
$713.66M
ABR:
$940.70M
ADAM:
$546.72M
ABR:
$829.57M
ADAM:
$477.31M
ABR:
$878.83M
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Return for Risk
ADAM vs. ABR — Risk / Return Rank
ADAM
ABR
ADAM vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) 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.
| ADAM | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.59 | ||
| Sortino ratioReturn per unit of downside risk | +3.63 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.84 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | -0.72 | +3.80 |
| Martin ratioReturn relative to average drawdown | 9.71 | -1.43 | +11.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADAM | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | -0.94 | +2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | -0.35 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.20 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.05 | -0.13 |
Drawdowns
ADAM vs. ABR - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, roughly equal to the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for ADAM and ABR.
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Drawdown Indicators
| ADAM | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -97.76% | -0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -53.05% | +35.98% |
Max Drawdown (3Y)Largest decline over 3 years | -42.20% | -57.96% | +15.76% |
Max Drawdown (5Y)Largest decline over 5 years | -58.24% | -57.96% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | -72.76% | -11.25% |
Current DrawdownCurrent decline from peak | -71.02% | -57.96% | -13.06% |
Average DrawdownAverage peak-to-trough decline | -73.68% | -41.86% | -31.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 26.77% | -21.38% |
Volatility
ADAM vs. ABR - Volatility Comparison
The current volatility for Adamas Trust, Inc (ADAM) is 7.30%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. This indicates that ADAM 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
| ADAM | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 21.37% | -14.07% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 33.44% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.76% | 40.99% | -9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.62% | 37.09% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.27% | 40.39% | +7.88% |
Dividends
ADAM vs. ABR - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 10.13%, less than ABR's 20.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ADAM Adamas Trust, Inc | 10.13% | 11.78% | 13.20% | 14.07% | 15.62% | 10.75% | 6.10% | 12.84% | 13.58% | 12.97% | 14.55% | 19.14% |
Financials
ADAM vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between Adamas Trust, 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.
Total Revenue: Total amount of money received from sales and other business activities
ADAM vs. ABR - Profitability Comparison
ADAM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Adamas Trust, Inc reported a gross profit of 229.24M and revenue of 229.24M. Therefore, the gross margin over that period was 100.0%.
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%.
ADAM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Adamas Trust, Inc reported an operating income of 206.48M and revenue of 229.24M, resulting in an operating margin of 90.1%.
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%.
ADAM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Adamas Trust, Inc reported a net income of 48.60M and revenue of 229.24M, resulting in a net margin of 21.2%.
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
ADAM and ABR have a correlation of 0.44, 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 ADAM (7.30%). In terms of maximum drawdown, ADAM dropped -97.94% vs ABR's -97.76%.
ADAM currently has the higher Sharpe Ratio (1.65 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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