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ABR vs. AY

Last updated May 27, 2023

Compare and contrast key facts about Arbor Realty Trust, Inc. (ABR) and Atlantica Sustainable Infrastructure plc (AY).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABR or AY.

Key characteristics


ABRAY
YTD Return1.95%-3.41%
1Y Return-13.04%-21.80%
5Y Return (Ann)16.55%11.21%
10Y Return (Ann)16.20%0.58%
Sharpe Ratio-0.30-0.68
Daily Std Dev39.44%31.29%
Max Drawdown-97.76%-64.00%

Fundamentals


ABRAY
Market Cap$2.22B$2.86B
EPS$1.48-$0.03
PEG Ratio1.200.39
Revenue (TTM)$677.60M$1.10B
Gross Profit (TTM)$597.94M$1.10B

Correlation

0.26
-1.001.00

The correlation between ABR and AY 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.

ABR vs. AY - Performance Comparison

In the year-to-date period, ABR achieves a 1.95% return, which is significantly lower than AY's -3.41% return. Over the past 10 years, ABR has outperformed AY with an annualized return of 16.20%, while AY has yielded a comparatively lower 0.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%December2023FebruaryMarchAprilMay
-7.83%
-8.81%
ABR
AY

Compare stocks, funds, or ETFs


Arbor Realty Trust, Inc.

ABR vs. AY - Dividend Comparison

ABR's dividend yield for the trailing twelve months is around 18.67%, more than AY's 9.00% yield.


TTM20222021202020192018201720162015201420132012
ABR
Arbor Realty Trust, Inc.
18.67%12.42%8.82%10.97%11.19%15.16%13.87%15.10%16.05%16.55%17.41%11.80%
AY
Atlantica Sustainable Infrastructure plc
9.00%6.95%5.15%4.91%7.08%8.66%8.37%3.40%11.02%0.21%0.00%0.00%

ABR vs. AY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arbor Realty Trust, Inc. (ABR) and Atlantica Sustainable Infrastructure plc (AY). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABR
Arbor Realty Trust, Inc.
-0.30
AY
Atlantica Sustainable Infrastructure plc
-0.68

ABR vs. AY - Sharpe Ratio Comparison

The current ABR Sharpe Ratio is -0.30, which is higher than the AY Sharpe Ratio of -0.68. The chart below compares the 12-month rolling Sharpe Ratio of ABR and AY.


-1.00-0.80-0.60-0.40-0.200.00December2023FebruaryMarchAprilMay
-0.30
-0.68
ABR
AY

ABR vs. AY - Drawdown Comparison

The maximum ABR drawdown for the period was -42.54%, roughly equal to the maximum AY drawdown of -40.39%. The drawdown chart below compares losses from any high point along the way for ABR and AY


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-27.24%
-40.39%
ABR
AY

ABR vs. AY - Volatility Comparison

Arbor Realty Trust, Inc. (ABR) has a higher volatility of 12.81% compared to Atlantica Sustainable Infrastructure plc (AY) at 7.44%. This indicates that ABR's price experiences larger fluctuations and is considered to be riskier than AY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2023FebruaryMarchAprilMay
12.81%
7.44%
ABR
AY