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

Correlation

The correlation between BSM and ABR is 0.23, 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.


-0.50.00.51.00.2

Performance

BSM vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Stone Minerals, L.P. (BSM) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%AugustSeptemberOctoberNovemberDecember2025
90.59%
393.90%
BSM
ABR

Key characteristics

Sharpe Ratio

BSM:

0.16

ABR:

0.25

Sortino Ratio

BSM:

0.35

ABR:

0.56

Omega Ratio

BSM:

1.04

ABR:

1.08

Calmar Ratio

BSM:

0.17

ABR:

0.33

Martin Ratio

BSM:

0.53

ABR:

1.08

Ulcer Index

BSM:

5.32%

ABR:

8.15%

Daily Std Dev

BSM:

17.52%

ABR:

35.71%

Max Drawdown

BSM:

-75.58%

ABR:

-97.75%

Current Drawdown

BSM:

-5.43%

ABR:

-11.99%

Fundamentals

Market Cap

BSM:

$3.21B

ABR:

$2.53B

EPS

BSM:

$1.62

ABR:

$1.33

PE Ratio

BSM:

9.41

ABR:

10.07

PEG Ratio

BSM:

1.22

ABR:

1.20

Total Revenue (TTM)

BSM:

$312.56M

ABR:

$1.10B

Gross Profit (TTM)

BSM:

$228.45M

ABR:

$470.41M

EBITDA (TTM)

BSM:

$260.81M

ABR:

$283.51M

Returns By Period

In the year-to-date period, BSM achieves a 4.38% return, which is significantly higher than ABR's -3.32% return.


BSM

YTD

4.38%

1M

7.70%

6M

4.22%

1Y

1.96%

5Y*

17.33%

10Y*

N/A

ABR

YTD

-3.32%

1M

-3.81%

6M

4.44%

1Y

9.95%

5Y*

9.09%

10Y*

17.65%

*Annualized

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Risk-Adjusted Performance

BSM vs. ABR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSM
The Risk-Adjusted Performance Rank of BSM is 4848
Overall Rank
The Sharpe Ratio Rank of BSM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of BSM is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BSM is 4040
Omega Ratio Rank
The Calmar Ratio Rank of BSM is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BSM is 5353
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 5454
Overall Rank
The Sharpe Ratio Rank of ABR is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSM vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Stone Minerals, L.P. (BSM) 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 BSM, currently valued at 0.16, compared to the broader market-2.000.002.004.000.160.25
The chart of Sortino ratio for BSM, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.006.000.350.56
The chart of Omega ratio for BSM, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.08
The chart of Calmar ratio for BSM, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.33
The chart of Martin ratio for BSM, currently valued at 0.53, compared to the broader market0.0010.0020.0030.000.531.08
BSM
ABR

The current BSM Sharpe Ratio is 0.16, which is lower than the ABR Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of BSM 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 Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.16
0.25
BSM
ABR

Dividends

BSM vs. ABR - Dividend Comparison

BSM's dividend yield for the trailing twelve months is around 10.50%, less than ABR's 12.85% yield.


TTM20242023202220212020201920182017201620152014
BSM
Black Stone Minerals, L.P.
10.50%10.96%11.90%9.13%8.23%10.18%11.64%8.62%6.70%5.87%2.95%0.00%
ABR
Arbor Realty Trust, Inc.
12.85%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

BSM vs. ABR - Drawdown Comparison

The maximum BSM drawdown since its inception was -75.58%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for BSM and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.43%
-11.99%
BSM
ABR

Volatility

BSM vs. ABR - Volatility Comparison

The current volatility for Black Stone Minerals, L.P. (BSM) is 4.69%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 7.08%. This indicates that BSM 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
4.69%
7.08%
BSM
ABR

Financials

BSM vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Black Stone Minerals, L.P. 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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