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BNDSY vs. ABR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BNDSY vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco de Sabadell SA ADR (BNDSY) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNDSY achieves a 20.29% return, which is significantly higher than ABR's -31.09% return. Over the past 10 years, BNDSY has outperformed ABR with an annualized return of 19.30%, while ABR has yielded a comparatively lower 6.99% annualized return.


BNDSY

1D
0.12%
1M
14.73%
6M
23.63%
YTD
20.29%
1Y
37.97%
3Y*
66.53%
5Y*
59.79%
10Y*
19.30%
ALL TIME*
5.00%

ABR

1D
4.59%
1M
-4.93%
6M
-30.56%
YTD
-31.09%
1Y
-49.35%
3Y*
-23.79%
5Y*
-13.59%
10Y*
6.99%
ALL TIME*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.89M$19.44M$26.50M
$23.33K$28.92K$55.60K

BNDSY vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDSY
Banco de Sabadell SA ADR
20.29%122.06%87.70%22.17%56.78%53.11%-64.32%4.76%-38.45%41.52%
ABR
Arbor Realty Trust, Inc.
-31.09%-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 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.03

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.06

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2009

0.05

Fundamentals

Market Cap

BNDSY:

$19.69B

ABR:

$963.73M

EPS

BNDSY:

€0.41

ABR:

$0.23

PE Ratio

BNDSY:

17.18

ABR:

21.84

PS Ratio

BNDSY:

5.75

ABR:

1.11

PB Ratio

BNDSY:

1.48

ABR:

0.45

Total Revenue (TTM)

BNDSY:

€5.29B

ABR:

$930.16M

Gross Profit (TTM)

BNDSY:

€5.24B

ABR:

$813.94M

EBITDA (TTM)

BNDSY:

€762.94M

ABR:

$807.17M

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Return for Risk

BNDSY vs. ABR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BNDSY
BNDSY Risk / Return Rank: 6969
Overall Rank
BNDSY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BNDSY Sortino Ratio Rank: 6363
Sortino Ratio Rank
BNDSY Omega Ratio Rank: 6464
Omega Ratio Rank
BNDSY Calmar Ratio Rank: 7575
Calmar Ratio Rank
BNDSY Martin Ratio Rank: 7676
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 66
Overall Rank
ABR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 44
Sortino Ratio Rank
ABR Omega Ratio Rank: 44
Omega Ratio Rank
ABR Calmar Ratio Rank: 1010
Calmar Ratio Rank
ABR Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNDSYABRDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.16

0.78

+0.38

Calmar ratioReturn relative to maximum drawdown

1.59

-0.86

+2.45

Martin ratioReturn relative to average drawdown

4.22

-1.43

+5.65

BNDSY vs. ABR - Sharpe Ratio Comparison

The current BNDSY Sharpe Ratio is 0.58, which is higher than the ABR Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of BNDSY and ABR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


BNDSYABRDifference

Max Drawdown

Largest peak-to-trough decline

-91.59%

-97.76%

+6.17%

Max Drawdown (1Y)

Largest decline over 1 year

-19.62%

-57.57%

+37.95%

Max Drawdown (3Y)

Largest decline over 3 years

-24.04%

-62.01%

+37.97%

Max Drawdown (5Y)

Largest decline over 5 years

-37.56%

-62.01%

+24.45%

Max Drawdown (10Y)

Largest decline over 10 years

-86.83%

-72.76%

-14.07%

Current Drawdown

Current decline from peak

0.00%

-60.26%

+60.26%

Average Drawdown

Average peak-to-trough decline

-44.43%

-41.97%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.42%

34.48%

-27.06%

Volatility

BNDSY vs. ABR - Volatility Comparison

Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 16.64% compared to Arbor Realty Trust, Inc. (ABR) at 11.42%. This indicates that BNDSY'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.


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Volatility by Period


BNDSYABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.64%

11.42%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

47.27%

34.59%

+12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

54.73%

42.02%

+12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.91%

37.40%

+19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.47%

40.63%

+16.84%

Dividends

BNDSY vs. ABR - Dividend Comparison

BNDSY's dividend yield for the trailing twelve months is around 18.50%, less than ABR's 21.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ABR
Arbor Realty Trust, Inc.
21.36%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
18.50%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


BNDSY and ABR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNDSY has higher volatility (16.64%) compared to ABR (11.42%). In terms of maximum drawdown, BNDSY dropped -91.59% vs ABR's -97.76%.

BNDSY currently has the higher Sharpe Ratio (0.58 vs -1.18), 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.

Portfolio Optimizer

Find the right allocation for BNDSY and ABR

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