BXMT vs. ABR
Compare and contrast key facts about Blackstone Mortgage Trust, Inc. (BXMT) and Arbor Realty Trust, Inc. (ABR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BXMT or ABR.
Performance
BXMT vs. ABR - Performance Comparison
Returns By Period
In the year-to-date period, BXMT achieves a -7.10% return, which is significantly lower than ABR's 10.09% return. Over the past 10 years, BXMT has underperformed ABR with an annualized return of 4.63%, while ABR has yielded a comparatively higher 19.24% annualized return.
BXMT
-7.10%
-5.15%
6.20%
-8.45%
-3.68%
4.63%
ABR
10.09%
-1.21%
13.28%
33.69%
10.51%
19.24%
Fundamentals
| BXMT | ABR | |
|---|---|---|
| Market Cap | $3.12B | $2.75B |
| EPS | -$1.40 | $1.33 |
| PEG Ratio | 254.80 | 1.20 |
| Total Revenue (TTM) | $867.06M | $845.08M |
| Gross Profit (TTM) | $673.10M | $785.88M |
| EBITDA (TTM) | $973.08M | $495.84M |
Key characteristics
| BXMT | ABR | |
|---|---|---|
| Sharpe Ratio | -0.24 | 0.94 |
| Sortino Ratio | -0.12 | 1.42 |
| Omega Ratio | 0.98 | 1.19 |
| Calmar Ratio | -0.09 | 1.32 |
| Martin Ratio | -0.56 | 2.97 |
| Ulcer Index | 12.94% | 12.30% |
| Daily Std Dev | 30.69% | 38.91% |
| Max Drawdown | -97.98% | -97.75% |
| Current Drawdown | -75.68% | -2.85% |
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Correlation
The correlation between BXMT and ABR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Dividends
BXMT vs. ABR - Dividend Comparison
BXMT's dividend yield for the trailing twelve months is around 12.92%, more than ABR's 11.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXMT Blackstone Mortgage Trust, Inc. | 12.92% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% | 2.65% |
ABR Arbor Realty Trust, Inc. | 11.64% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
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.
Volatility
BXMT vs. ABR - Volatility Comparison
Blackstone Mortgage Trust, Inc. (BXMT) has a higher volatility of 6.89% compared to Arbor Realty Trust, Inc. (ABR) at 6.16%. This indicates that BXMT'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.
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.
Total Revenue: Total amount of money received from sales and other business activities