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

Key characteristics


BXABR
YTD Return16.47%7.82%
1Y Return46.75%19.04%
3Y Return (Ann)12.72%2.63%
5Y Return (Ann)31.03%13.63%
10Y Return (Ann)24.14%19.48%
Sharpe Ratio1.510.56
Sortino Ratio2.071.01
Omega Ratio1.261.13
Calmar Ratio1.330.85
Martin Ratio7.621.81
Ulcer Index6.08%12.94%
Daily Std Dev30.62%41.99%
Max Drawdown-87.65%-97.76%
Current Drawdown-6.40%-4.85%

Fundamentals


BXABR
Market Cap$182.53B$2.81B
EPS$2.62$1.44
PE Ratio57.0410.35
PEG Ratio1.831.20
Total Revenue (TTM)$6.73B$935.08M
Gross Profit (TTM)$6.70B$890.55M
EBITDA (TTM)$3.61B$933.78M

Correlation

-0.50.00.51.00.3

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.

Performance

BX vs. ABR - Performance Comparison

In the year-to-date period, BX achieves a 16.47% return, which is significantly higher than ABR's 7.82% return. Over the past 10 years, BX has outperformed ABR with an annualized return of 24.14%, while ABR has yielded a comparatively lower 19.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%MayJuneJulyAugustSeptemberOctober
995.38%
126.30%
BX
ABR

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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.


BX
Sharpe ratio
The chart of Sharpe ratio for BX, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.51
Sortino ratio
The chart of Sortino ratio for BX, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.07
Omega ratio
The chart of Omega ratio for BX, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for BX, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for BX, currently valued at 7.62, compared to the broader market-10.000.0010.0020.007.62
ABR
Sharpe ratio
The chart of Sharpe ratio for ABR, currently valued at 0.56, compared to the broader market-4.00-2.000.002.000.56
Sortino ratio
The chart of Sortino ratio for ABR, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.01
Omega ratio
The chart of Omega ratio for ABR, currently valued at 1.13, compared to the broader market0.501.001.501.13
Calmar ratio
The chart of Calmar ratio for ABR, currently valued at 0.85, compared to the broader market0.002.004.006.000.85
Martin ratio
The chart of Martin ratio for ABR, currently valued at 1.81, compared to the broader market-10.000.0010.0020.001.81

BX vs. ABR - Sharpe Ratio Comparison

The current BX Sharpe Ratio is 1.51, which is higher than the ABR Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BX and ABR, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.51
0.56
BX
ABR

Dividends

BX vs. ABR - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 2.27%, less than ABR's 11.54% yield.


TTM20232022202120202019201820172016201520142013
BX
The Blackstone Group Inc.
2.27%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%
ABR
Arbor Realty Trust, Inc.
11.54%11.07%11.68%7.53%8.67%7.94%9.89%8.21%8.19%7.99%7.57%7.40%

Drawdowns

BX vs. ABR - Drawdown Comparison

The maximum BX drawdown since its inception was -87.65%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for BX and ABR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.40%
-4.85%
BX
ABR

Volatility

BX vs. ABR - Volatility Comparison

The current volatility for The Blackstone Group Inc. (BX) is 7.15%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 7.78%. This indicates that BX 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%MayJuneJulyAugustSeptemberOctober
7.15%
7.78%
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