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

Correlation

The correlation between AY and ABR is 0.26, 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

AY vs. ABR - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.08%
3.67%
AY
ABR

Key characteristics

Sharpe Ratio

AY:

0.80

ABR:

0.03

Sortino Ratio

AY:

1.34

ABR:

0.30

Omega Ratio

AY:

1.22

ABR:

1.04

Calmar Ratio

AY:

0.34

ABR:

0.05

Martin Ratio

AY:

2.36

ABR:

0.10

Ulcer Index

AY:

7.94%

ABR:

12.39%

Daily Std Dev

AY:

23.48%

ABR:

36.91%

Max Drawdown

AY:

-64.00%

ABR:

-97.75%

Current Drawdown

AY:

-38.98%

ABR:

-9.56%

Fundamentals

Market Cap

AY:

$2.55B

ABR:

$2.68B

EPS

AY:

$0.25

ABR:

$1.33

PE Ratio

AY:

87.96

ABR:

10.69

PEG Ratio

AY:

5.20

ABR:

1.20

Total Revenue (TTM)

AY:

$1.25B

ABR:

$1.51B

Gross Profit (TTM)

AY:

$1.20B

ABR:

$659.29M

EBITDA (TTM)

AY:

$889.96M

ABR:

$414.72M

Returns By Period

In the year-to-date period, AY achieves a 10.22% return, which is significantly higher than ABR's 2.49% return. Over the past 10 years, AY has underperformed ABR with an annualized return of 4.53%, while ABR has yielded a comparatively higher 18.52% annualized return.


AY

YTD

10.22%

1M

0.38%

6M

3.12%

1Y

9.81%

5Y*

2.90%

10Y*

4.53%

ABR

YTD

2.49%

1M

-6.90%

6M

4.71%

1Y

-3.37%

5Y*

9.73%

10Y*

18.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AY vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlantica Sustainable Infrastructure plc (AY) 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 AY, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.520.03
The chart of Sortino ratio for AY, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.000.920.30
The chart of Omega ratio for AY, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.04
The chart of Calmar ratio for AY, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.05
The chart of Martin ratio for AY, currently valued at 1.48, compared to the broader market0.0010.0020.001.480.10
AY
ABR

The current AY Sharpe Ratio is 0.80, which is higher than the ABR Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of AY 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.52
0.03
AY
ABR

Dividends

AY vs. ABR - Dividend Comparison

AY's dividend yield for the trailing twelve months is around 7.08%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
AY
Atlantica Sustainable Infrastructure plc
7.08%8.28%6.83%4.80%4.37%5.95%6.79%6.13%2.34%7.41%1.08%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

AY vs. ABR - Drawdown Comparison

The maximum AY drawdown since its inception was -64.00%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for AY and ABR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.98%
-9.56%
AY
ABR

Volatility

AY vs. ABR - Volatility Comparison

The current volatility for Atlantica Sustainable Infrastructure plc (AY) is 0.18%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 5.80%. This indicates that AY 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.18%
5.80%
AY
ABR

Financials

AY vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Atlantica Sustainable Infrastructure plc 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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