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

Correlation

The correlation between AUR and ABR is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AUR vs. ABR - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-28.10%
14.93%
AUR
ABR

Key characteristics

Sharpe Ratio

AUR:

0.80

ABR:

0.01

Sortino Ratio

AUR:

1.73

ABR:

0.26

Omega Ratio

AUR:

1.20

ABR:

1.04

Calmar Ratio

AUR:

0.85

ABR:

0.02

Martin Ratio

AUR:

2.39

ABR:

0.04

Ulcer Index

AUR:

31.12%

ABR:

12.42%

Daily Std Dev

AUR:

93.64%

ABR:

36.40%

Max Drawdown

AUR:

-93.34%

ABR:

-97.75%

Current Drawdown

AUR:

-57.98%

ABR:

-9.56%

Fundamentals

Market Cap

AUR:

$13.85B

ABR:

$2.68B

EPS

AUR:

-$0.47

ABR:

$1.33

Total Revenue (TTM)

AUR:

$0.00

ABR:

$1.51B

Gross Profit (TTM)

AUR:

-$48.00M

ABR:

$659.29M

EBITDA (TTM)

AUR:

-$751.00M

ABR:

$414.72M

Returns By Period

In the year-to-date period, AUR achieves a 64.53% return, which is significantly higher than ABR's 2.49% return.


AUR

YTD

64.53%

1M

19.63%

6M

208.58%

1Y

68.38%

5Y*

N/A

10Y*

N/A

ABR

YTD

2.49%

1M

-5.82%

6M

3.52%

1Y

-2.95%

5Y*

9.72%

10Y*

18.30%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AUR vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) 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.


Sharpe ratio
The chart of Sharpe ratio for AUR, currently valued at 0.80, compared to the broader market-4.00-2.000.002.000.800.01
The chart of Sortino ratio for AUR, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.730.26
The chart of Omega ratio for AUR, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.04
The chart of Calmar ratio for AUR, currently valued at 0.85, compared to the broader market0.002.004.006.000.850.02
The chart of Martin ratio for AUR, currently valued at 2.39, compared to the broader market-5.000.005.0010.0015.0020.0025.002.390.04
AUR
ABR

The current AUR Sharpe Ratio is 0.80, which is higher than the ABR Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of AUR 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.80
0.01
AUR
ABR

Dividends

AUR vs. ABR - Dividend Comparison

AUR has not paid dividends to shareholders, while ABR's dividend yield for the trailing twelve months is around 12.50%.


TTM20232022202120202019201820172016201520142013
AUR
Aurora Innovation, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
12.50%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

AUR vs. ABR - Drawdown Comparison

The maximum AUR drawdown since its inception was -93.34%, roughly equal to the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for AUR and ABR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-57.98%
-9.56%
AUR
ABR

Volatility

AUR vs. ABR - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 31.27% compared to Arbor Realty Trust, Inc. (ABR) at 5.81%. This indicates that AUR's price experiences larger fluctuations and is considered to be riskier than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.27%
5.81%
AUR
ABR

Financials

AUR vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Aurora Innovation, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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