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

Correlation

The correlation between DDS 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

DDS vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dillard's, Inc. (DDS) 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

DDS:

0.05

ABR:

-0.51

Sortino Ratio

DDS:

0.40

ABR:

-0.44

Omega Ratio

DDS:

1.05

ABR:

0.93

Calmar Ratio

DDS:

0.06

ABR:

-0.58

Martin Ratio

DDS:

0.13

ABR:

-1.33

Ulcer Index

DDS:

19.26%

ABR:

13.47%

Daily Std Dev

DDS:

44.22%

ABR:

36.22%

Max Drawdown

DDS:

-93.94%

ABR:

-97.75%

Current Drawdown

DDS:

-17.49%

ABR:

-29.88%

Fundamentals

Market Cap

DDS:

$6.34B

ABR:

$1.95B

EPS

DDS:

$36.13

ABR:

$1.03

PE Ratio

DDS:

11.24

ABR:

9.87

PEG Ratio

DDS:

-1.28

ABR:

1.20

PS Ratio

DDS:

0.97

ABR:

3.19

PB Ratio

DDS:

3.53

ABR:

0.86

Total Revenue (TTM)

DDS:

$6.52B

ABR:

$490.88M

Gross Profit (TTM)

DDS:

$1.89B

ABR:

$444.85M

EBITDA (TTM)

DDS:

$922.37M

ABR:

$475.21M

Returns By Period

In the year-to-date period, DDS achieves a -2.76% return, which is significantly higher than ABR's -22.97% return. Over the past 10 years, DDS has outperformed ABR with an annualized return of 16.53%, while ABR has yielded a comparatively lower 14.44% annualized return.


DDS

YTD

-2.76%

1M

30.37%

6M

4.16%

1Y

2.12%

3Y*

25.48%

5Y*

80.20%

10Y*

16.53%

ABR

YTD

-22.97%

1M

-6.66%

6M

-27.67%

1Y

-18.23%

3Y*

-2.93%

5Y*

18.29%

10Y*

14.44%

*Annualized

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Dillard's, Inc.

Arbor Realty Trust, Inc.

Risk-Adjusted Performance

DDS vs. ABR — Risk-Adjusted Performance Rank

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

DDS
The Risk-Adjusted Performance Rank of DDS is 5151
Overall Rank
The Sharpe Ratio Rank of DDS is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of DDS is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DDS is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DDS is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DDS is 5252
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 1919
Overall Rank
The Sharpe Ratio Rank of ABR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 1212
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.

DDS vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) 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 DDS Sharpe Ratio is 0.05, which is higher than the ABR Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of DDS 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

DDS vs. ABR - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 6.20%, less than ABR's 15.88% yield.


TTM20242023202220212020201920182017201620152014
DDS
Dillard's, Inc.
6.20%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%0.19%
ABR
Arbor Realty Trust, Inc.
15.88%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

DDS vs. ABR - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.94%, roughly equal to the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for DDS and ABR. For additional features, visit the drawdowns tool.


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Volatility

DDS vs. ABR - Volatility Comparison

Dillard's, Inc. (DDS) has a higher volatility of 13.24% compared to Arbor Realty Trust, Inc. (ABR) at 11.18%. This indicates that DDS'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.


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Financials

DDS vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Dillard's, 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


0.00500.00M1.00B1.50B2.00B20212022202320242025
1.53B
25.60M
(DDS) Total Revenue
(ABR) Total Revenue
Values in USD except per share items