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

Correlation

The correlation between BXMT and ABR is 0.39, 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

BXMT vs. ABR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BXMT:

0.64

ABR:

-0.38

Sortino Ratio

BXMT:

1.09

ABR:

-0.47

Omega Ratio

BXMT:

1.15

ABR:

0.93

Calmar Ratio

BXMT:

0.25

ABR:

-0.60

Martin Ratio

BXMT:

2.94

ABR:

-1.40

Ulcer Index

BXMT:

6.83%

ABR:

13.25%

Daily Std Dev

BXMT:

28.10%

ABR:

36.13%

Max Drawdown

BXMT:

-97.98%

ABR:

-97.75%

Current Drawdown

BXMT:

-72.22%

ABR:

-26.17%

Fundamentals

Market Cap

BXMT:

$3.34B

ABR:

$2.13B

EPS

BXMT:

-$0.46

ABR:

$1.00

PEG Ratio

BXMT:

254.80

ABR:

1.20

PS Ratio

BXMT:

27.16

ABR:

3.48

PB Ratio

BXMT:

0.91

ABR:

0.87

Total Revenue (TTM)

BXMT:

$814.69M

ABR:

$490.88M

Gross Profit (TTM)

BXMT:

$665.99M

ABR:

$444.85M

EBITDA (TTM)

BXMT:

$437.23M

ABR:

$475.21M

Returns By Period

In the year-to-date period, BXMT achieves a 15.25% return, which is significantly higher than ABR's -18.90% return. Over the past 10 years, BXMT has underperformed ABR with an annualized return of 4.87%, while ABR has yielded a comparatively higher 15.21% annualized return.


BXMT

YTD

15.25%

1M

6.76%

6M

13.44%

1Y

17.88%

5Y*

8.99%

10Y*

4.87%

ABR

YTD

-18.90%

1M

-0.00%

6M

-23.43%

1Y

-16.26%

5Y*

23.53%

10Y*

15.21%

*Annualized

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Risk-Adjusted Performance

BXMT vs. ABR — Risk-Adjusted Performance Rank

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

BXMT
The Risk-Adjusted Performance Rank of BXMT is 7171
Overall Rank
The Sharpe Ratio Rank of BXMT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BXMT is 6868
Sortino Ratio Rank
The Omega Ratio Rank of BXMT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BXMT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BXMT is 7878
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 1919
Overall Rank
The Sharpe Ratio Rank of ABR is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 99
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.

BXMT vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Mortgage Trust, Inc. (BXMT) 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.


The current BXMT Sharpe Ratio is 0.64, which is higher than the ABR Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of BXMT 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.


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Dividends

BXMT vs. ABR - Dividend Comparison

BXMT's dividend yield for the trailing twelve months is around 10.36%, less than ABR's 18.63% yield.


TTM20242023202220212020201920182017201620152014
BXMT
Blackstone Mortgage Trust, Inc.
10.36%12.52%11.66%11.71%8.10%9.01%6.66%7.78%7.71%8.25%8.52%6.79%
ABR
Arbor Realty Trust, Inc.
18.63%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

BXMT vs. ABR - Drawdown Comparison

The maximum BXMT drawdown since its inception was -97.98%, roughly equal to the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for BXMT and ABR. For additional features, visit the drawdowns tool.


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Volatility

BXMT vs. ABR - Volatility Comparison

The current volatility for Blackstone Mortgage Trust, Inc. (BXMT) is 6.22%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 10.91%. This indicates that BXMT 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.


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Financials

BXMT vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Blackstone Mortgage Trust, 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


0.00100.00M200.00M300.00M400.00M500.00M20212022202320242025
126.95M
25.60M
(BXMT) Total Revenue
(ABR) Total Revenue
Values in USD except per share items