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

Correlation

The correlation between BLDR and ABR is 0.32, 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

BLDR vs. ABR - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
5.04%
3.67%
BLDR
ABR

Key characteristics

Sharpe Ratio

BLDR:

-0.12

ABR:

0.03

Sortino Ratio

BLDR:

0.13

ABR:

0.30

Omega Ratio

BLDR:

1.02

ABR:

1.04

Calmar Ratio

BLDR:

-0.14

ABR:

0.05

Martin Ratio

BLDR:

-0.29

ABR:

0.10

Ulcer Index

BLDR:

17.43%

ABR:

12.39%

Daily Std Dev

BLDR:

42.78%

ABR:

36.91%

Max Drawdown

BLDR:

-96.78%

ABR:

-97.75%

Current Drawdown

BLDR:

-27.99%

ABR:

-9.56%

Fundamentals

Market Cap

BLDR:

$18.43B

ABR:

$2.68B

EPS

BLDR:

$10.23

ABR:

$1.33

PE Ratio

BLDR:

15.65

ABR:

10.69

PEG Ratio

BLDR:

0.81

ABR:

1.20

Total Revenue (TTM)

BLDR:

$16.73B

ABR:

$1.51B

Gross Profit (TTM)

BLDR:

$5.61B

ABR:

$659.29M

EBITDA (TTM)

BLDR:

$2.35B

ABR:

$414.72M

Returns By Period

In the year-to-date period, BLDR achieves a -8.93% return, which is significantly lower than ABR's 2.49% return. Over the past 10 years, BLDR has outperformed ABR with an annualized return of 36.81%, while ABR has yielded a comparatively lower 18.52% annualized return.


BLDR

YTD

-8.93%

1M

-14.73%

6M

1.73%

1Y

-7.68%

5Y*

43.75%

10Y*

36.81%

ABR

YTD

2.49%

1M

-6.90%

6M

4.71%

1Y

-3.37%

5Y*

9.73%

10Y*

18.52%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BLDR vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Builders FirstSource, Inc. (BLDR) 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 BLDR, currently valued at -0.12, compared to the broader market-4.00-2.000.002.00-0.120.03
The chart of Sortino ratio for BLDR, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.130.30
The chart of Omega ratio for BLDR, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.04
The chart of Calmar ratio for BLDR, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.05
The chart of Martin ratio for BLDR, currently valued at -0.29, compared to the broader market0.0010.0020.00-0.290.10
BLDR
ABR

The current BLDR Sharpe Ratio is -0.12, which is lower than the ABR Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of BLDR 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
-0.12
0.03
BLDR
ABR

Dividends

BLDR vs. ABR - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
BLDR
Builders FirstSource, 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

BLDR vs. ABR - Drawdown Comparison

The maximum BLDR drawdown since its inception was -96.78%, roughly equal to the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for BLDR and ABR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.99%
-9.56%
BLDR
ABR

Volatility

BLDR vs. ABR - Volatility Comparison

Builders FirstSource, Inc. (BLDR) has a higher volatility of 10.78% compared to Arbor Realty Trust, Inc. (ABR) at 5.80%. This indicates that BLDR'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.78%
5.80%
BLDR
ABR

Financials

BLDR vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Builders FirstSource, 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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