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

Correlation

The correlation between BX and ABR is 0.35, 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

BX vs. ABR - Performance Comparison

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

0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
39.15%
3.52%
BX
ABR

Key characteristics

Sharpe Ratio

BX:

1.35

ABR:

0.01

Sortino Ratio

BX:

1.90

ABR:

0.26

Omega Ratio

BX:

1.23

ABR:

1.04

Calmar Ratio

BX:

2.57

ABR:

0.02

Martin Ratio

BX:

6.78

ABR:

0.04

Ulcer Index

BX:

5.75%

ABR:

12.42%

Daily Std Dev

BX:

28.87%

ABR:

36.40%

Max Drawdown

BX:

-87.65%

ABR:

-97.75%

Current Drawdown

BX:

-14.17%

ABR:

-9.56%

Fundamentals

Market Cap

BX:

$228.58B

ABR:

$2.68B

EPS

BX:

$2.90

ABR:

$1.33

PE Ratio

BX:

64.99

ABR:

10.69

PEG Ratio

BX:

2.34

ABR:

1.20

Total Revenue (TTM)

BX:

$8.40B

ABR:

$1.51B

Gross Profit (TTM)

BX:

$6.92B

ABR:

$659.29M

EBITDA (TTM)

BX:

$3.61B

ABR:

$414.72M

Returns By Period

In the year-to-date period, BX achieves a 33.83% return, which is significantly higher than ABR's 2.49% return. Over the past 10 years, BX has outperformed ABR with an annualized return of 23.97%, while ABR has yielded a comparatively lower 18.30% annualized return.


BX

YTD

33.83%

1M

-7.67%

6M

39.15%

1Y

35.68%

5Y*

29.60%

10Y*

23.97%

ABR

YTD

2.49%

1M

-5.82%

6M

3.52%

1Y

-2.95%

5Y*

9.72%

10Y*

18.30%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BX vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Blackstone Group Inc. (BX) 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 BX, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.350.01
The chart of Sortino ratio for BX, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.900.26
The chart of Omega ratio for BX, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.04
The chart of Calmar ratio for BX, currently valued at 2.57, compared to the broader market0.002.004.006.002.570.02
The chart of Martin ratio for BX, currently valued at 6.78, compared to the broader market-5.000.005.0010.0015.0020.0025.006.780.04
BX
ABR

The current BX Sharpe Ratio is 1.35, which is higher than the ABR Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of BX 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.35
0.01
BX
ABR

Dividends

BX vs. ABR - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 2.02%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
BX
The Blackstone Group Inc.
2.02%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%3.75%
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

BX vs. ABR - Drawdown Comparison

The maximum BX drawdown since its inception was -87.65%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for BX and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.17%
-9.56%
BX
ABR

Volatility

BX vs. ABR - Volatility Comparison

The Blackstone Group Inc. (BX) has a higher volatility of 10.68% compared to Arbor Realty Trust, Inc. (ABR) at 5.81%. This indicates that BX'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
10.68%
5.81%
BX
ABR

Financials

BX vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between The Blackstone Group 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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