PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DLR vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DLR and ABR is 0.27, 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

DLR vs. ABR - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%AugustSeptemberOctoberNovemberDecember2025
3,287.70%
241.28%
DLR
ABR

Key characteristics

Sharpe Ratio

DLR:

1.34

ABR:

0.30

Sortino Ratio

DLR:

1.93

ABR:

0.63

Omega Ratio

DLR:

1.26

ABR:

1.09

Calmar Ratio

DLR:

2.05

ABR:

0.40

Martin Ratio

DLR:

6.40

ABR:

1.22

Ulcer Index

DLR:

5.59%

ABR:

8.78%

Daily Std Dev

DLR:

26.73%

ABR:

35.95%

Max Drawdown

DLR:

-56.80%

ABR:

-97.75%

Current Drawdown

DLR:

-8.22%

ABR:

-9.29%

Fundamentals

Market Cap

DLR:

$60.89B

ABR:

$2.60B

EPS

DLR:

$1.21

ABR:

$1.33

PE Ratio

DLR:

147.46

ABR:

10.38

PEG Ratio

DLR:

11.37

ABR:

1.20

Total Revenue (TTM)

DLR:

$4.12B

ABR:

$1.10B

Gross Profit (TTM)

DLR:

$1.41B

ABR:

$470.41M

EBITDA (TTM)

DLR:

$1.89B

ABR:

$283.51M

Returns By Period

In the year-to-date period, DLR achieves a 0.62% return, which is significantly higher than ABR's -0.36% return. Over the past 10 years, DLR has underperformed ABR with an annualized return of 13.70%, while ABR has yielded a comparatively higher 18.22% annualized return.


DLR

YTD

0.62%

1M

0.92%

6M

16.63%

1Y

33.99%

5Y*

11.34%

10Y*

13.70%

ABR

YTD

-0.36%

1M

0.66%

6M

11.82%

1Y

6.58%

5Y*

9.65%

10Y*

18.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DLR vs. ABR — Risk-Adjusted Performance Rank

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

DLR
The Risk-Adjusted Performance Rank of DLR is 8383
Overall Rank
The Sharpe Ratio Rank of DLR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DLR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DLR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DLR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DLR is 8585
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 5656
Overall Rank
The Sharpe Ratio Rank of ABR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 6060
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.

DLR vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) 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 DLR, currently valued at 1.34, compared to the broader market-2.000.002.004.001.340.30
The chart of Sortino ratio for DLR, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.930.63
The chart of Omega ratio for DLR, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.09
The chart of Calmar ratio for DLR, currently valued at 2.05, compared to the broader market0.002.004.006.002.050.40
The chart of Martin ratio for DLR, currently valued at 6.40, compared to the broader market-10.000.0010.0020.006.401.22
DLR
ABR

The current DLR Sharpe Ratio is 1.34, which is higher than the ABR Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of DLR 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.34
0.30
DLR
ABR

Dividends

DLR vs. ABR - Dividend Comparison

DLR's dividend yield for the trailing twelve months is around 2.73%, less than ABR's 12.46% yield.


TTM20242023202220212020201920182017201620152014
DLR
Digital Realty Trust, Inc.
2.73%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%5.62%5.01%
ABR
Arbor Realty Trust, Inc.
12.46%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

DLR vs. ABR - Drawdown Comparison

The maximum DLR drawdown since its inception was -56.80%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for DLR and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.22%
-9.29%
DLR
ABR

Volatility

DLR vs. ABR - Volatility Comparison

Digital Realty Trust, Inc. (DLR) has a higher volatility of 8.08% compared to Arbor Realty Trust, Inc. (ABR) at 7.43%. This indicates that DLR'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%AugustSeptemberOctoberNovemberDecember2025
8.08%
7.43%
DLR
ABR

Financials

DLR vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Digital Realty 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab