BNDSY vs. ABR
BNDSY (Banco de Sabadell SA ADR) and ABR (Arbor Realty Trust, Inc.) are both stocks. BNDSY operates in Banks - Diversified (Financial Services), while ABR operates in REIT - Mortgage (Real Estate). Over the past 10 years, BNDSY returned 12.81%/yr vs 7.91%/yr for ABR. At a 0.05 correlation, their price movements are largely independent.
Performance
BNDSY vs. ABR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BNDSY achieves a -4.96% return, which is significantly higher than ABR's -27.11% return. Over the past 10 years, BNDSY has outperformed ABR with an annualized return of 12.81%, while ABR has yielded a comparatively lower 7.91% annualized return.
BNDSY
- 1D
- -4.48%
- 1M
- -3.36%
- YTD
- -4.96%
- 6M
- 8.93%
- 1Y
- 26.61%
- 3Y*
- 66.62%
- 5Y*
- 44.07%
- 10Y*
- 12.81%
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%
BNDSY vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNDSY Banco de Sabadell SA ADR | -4.96% | 122.06% | 87.70% | 22.17% | 56.78% | 53.11% | -64.32% | 4.76% | -38.45% | 41.52% |
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 BNDSY and ABR is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2009 | 0.05 |
Fundamentals
BNDSY:
$16.18B
ABR:
$1.12B
BNDSY:
$0.38
ABR:
$0.57
BNDSY:
17.01
ABR:
9.24
BNDSY:
3.58
ABR:
1.19
BNDSY:
1.16
ABR:
0.48
BNDSY:
$7.76B
ABR:
$940.70M
BNDSY:
$5.93B
ABR:
$829.57M
BNDSY:
$937.74M
ABR:
$878.83M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BNDSY vs. ABR — Risk / Return Rank
BNDSY
ABR
BNDSY vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell SA ADR (BNDSY) 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.
| BNDSY | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.84 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | -0.72 | +2.09 |
| Martin ratioReturn relative to average drawdown | 3.87 | -1.43 | +5.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BNDSY | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | -0.94 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | -0.35 | +1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.20 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.05 | +0.02 |
Drawdowns
BNDSY vs. ABR - Drawdown Comparison
The maximum BNDSY drawdown since its inception was -91.59%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for BNDSY and ABR.
Loading charts...
Drawdown Indicators
| BNDSY | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -97.76% | +6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -19.62% | -53.05% | +33.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.04% | -57.96% | +33.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.56% | -57.96% | +20.40% |
Max Drawdown (10Y)Largest decline over 10 years | -86.83% | -72.76% | -14.07% |
Current DrawdownCurrent decline from peak | -14.42% | -57.96% | +43.54% |
Average DrawdownAverage peak-to-trough decline | -44.80% | -41.86% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 26.77% | -19.88% |
Volatility
BNDSY vs. ABR - Volatility Comparison
The current volatility for Banco de Sabadell SA ADR (BNDSY) is 17.39%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. This indicates that BNDSY 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.
Loading charts...
Volatility by Period
| BNDSY | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.39% | 21.37% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 37.32% | 33.44% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.65% | 40.99% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.31% | 37.09% | +18.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.91% | 40.39% | +16.52% |
Dividends
BNDSY vs. ABR - Dividend Comparison
BNDSY's dividend yield for the trailing twelve months is around 23.41%, more than ABR's 20.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BNDSY Banco de Sabadell SA ADR | 23.41% | 7.49% | 6.27% | 4.98% | 5.77% | 0.00% | 3.79% | 3.65% | 4.86% | 3.15% | 3.25% | 13.20% |
Financials
BNDSY vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell SA ADR 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.
Total Revenue: Total amount of money received from sales and other business activities
BNDSY vs. ABR - Profitability Comparison
BNDSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco de Sabadell SA ADR reported a gross profit of 1.46B and revenue of 1.79B. Therefore, the gross margin over that period was 81.8%.
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%.
BNDSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco de Sabadell SA ADR reported an operating income of 445.20M and revenue of 1.79B, resulting in an operating margin of 24.9%.
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%.
BNDSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco de Sabadell SA ADR reported a net income of 347.00M and revenue of 1.79B, resulting in a net margin of 19.4%.
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
BNDSY and ABR have a correlation of 0.07, 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 BNDSY (17.39%). In terms of maximum drawdown, BNDSY dropped -91.59% vs ABR's -97.76%.
BNDSY currently has the higher Sharpe Ratio (0.60 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.
Find the right allocation for BNDSY and ABR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer