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

Performance

ARI vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apollo Commercial Real Estate Finance, Inc. (ARI) 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, ARI achieves a 15.23% return, which is significantly higher than ABR's -27.11% return. Over the past 10 years, ARI has underperformed ABR with an annualized return of 7.52%, while ABR has yielded a comparatively higher 7.91% annualized return.


ARI

1D
-1.00%
1M
-0.91%
YTD
15.23%
6M
12.74%
1Y
22.08%
3Y*
12.71%
5Y*
3.94%
10Y*
7.52%

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)

ARI vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARI
Apollo Commercial Real Estate Finance, Inc.
15.23%23.83%-16.51%24.46%-7.12%29.66%-29.03%21.15%-0.03%22.51%
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 ARI and ABR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.49

The correlation between ARI and ABR shifts across timeframes, from 0.48 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ARI:

$1.52B

ABR:

$1.12B

EPS

ARI:

$0.91

ABR:

$0.57

PE Ratio

ARI:

11.96

ABR:

9.24

PS Ratio

ARI:

2.55

ABR:

1.19

PB Ratio

ARI:

0.84

ABR:

0.48

Total Revenue (TTM)

ARI:

$595.26M

ABR:

$940.70M

Gross Profit (TTM)

ARI:

$429.14M

ABR:

$829.57M

EBITDA (TTM)

ARI:

$372.79M

ABR:

$878.83M

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Return for Risk

ARI vs. ABR — Risk / Return Rank

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

ARI
ARI Risk / Return Rank: 7373
Overall Rank
ARI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ARI Sortino Ratio Rank: 7070
Sortino Ratio Rank
ARI Omega Ratio Rank: 6767
Omega Ratio Rank
ARI Calmar Ratio Rank: 7676
Calmar Ratio Rank
ARI Martin Ratio Rank: 7575
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.

ARI vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apollo Commercial Real Estate Finance, Inc. (ARI) 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.


ARIABRDifference
Sharpe ratioReturn per unit of total volatility

+2.11

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.21

0.84

+0.37

Calmar ratioReturn relative to maximum drawdown

2.21

-0.72

+2.93

Martin ratioReturn relative to average drawdown

4.99

-1.43

+6.42

ARI vs. ABR - Sharpe Ratio Comparison

The current ARI Sharpe Ratio is 1.17, which is higher than the ABR Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ARI 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


ARIABRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

-0.94

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.35

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.20

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.05

+0.17

Drawdowns

ARI vs. ABR - Drawdown Comparison

The maximum ARI drawdown since its inception was -77.39%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for ARI and ABR.


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Drawdown Indicators


ARIABRDifference

Max Drawdown

Largest peak-to-trough decline

-77.39%

-97.76%

+20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-53.05%

+43.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-57.96%

+33.23%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

-57.96%

+16.34%

Max Drawdown (10Y)

Largest decline over 10 years

-77.39%

-72.76%

-4.63%

Current Drawdown

Current decline from peak

-2.94%

-57.96%

+55.02%

Average Drawdown

Average peak-to-trough decline

-8.90%

-41.86%

+32.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

26.77%

-22.33%

Volatility

ARI vs. ABR - Volatility Comparison

The current volatility for Apollo Commercial Real Estate Finance, Inc. (ARI) is 3.89%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. This indicates that ARI 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


ARIABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

21.37%

-17.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

33.44%

-19.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

40.99%

-22.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.79%

37.09%

-6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.99%

40.39%

+3.60%

Dividends

ARI vs. ABR - Dividend Comparison

ARI's dividend yield for the trailing twelve months is around 9.18%, 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%
ARI
Apollo Commercial Real Estate Finance, Inc.
9.18%10.33%13.86%11.93%13.01%10.64%12.98%10.06%11.04%9.97%11.07%10.33%

Financials

ARI vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Apollo Commercial Real Estate Finance, 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
58.63M
25.74M
(ARI) Total Revenue
(ABR) Total Revenue
Values in USD except per share items

ARI vs. ABR - Profitability Comparison

The chart below illustrates the profitability comparison between Apollo Commercial Real Estate Finance, 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
ARI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Apollo Commercial Real Estate Finance, Inc. reported a gross profit of 0.00 and revenue of 58.63M. 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%.

ARI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Apollo Commercial Real Estate Finance, Inc. reported an operating income of 0.00 and revenue of 58.63M, 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%.

ARI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Apollo Commercial Real Estate Finance, Inc. reported a net income of 26.23M and revenue of 58.63M, resulting in a net margin of 44.7%.

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


ARI and ABR have a correlation of 0.48, 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 ARI (3.89%). In terms of maximum drawdown, ARI dropped -77.39% vs ABR's -97.76%.

ARI currently has the higher Sharpe Ratio (1.17 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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