PortfoliosLab logoPortfoliosLab logo
DRV vs. ABR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRV vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Real Estate Bear 3x Shares (DRV) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DRV vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRV
Direxion Daily Real Estate Bear 3x Shares
-4.84%-7.27%-10.50%-33.74%68.51%-68.77%-60.48%-51.70%5.07%-17.10%
ABR
Arbor Realty Trust, Inc.
2.99%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%

Returns By Period

In the year-to-date period, DRV achieves a -4.84% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, DRV has underperformed ABR with an annualized return of -27.91%, while ABR has yielded a comparatively higher 12.30% annualized return.


DRV

1D
-4.51%
1M
21.51%
YTD
-4.84%
6M
6.92%
1Y
-2.33%
3Y*
-16.64%
5Y*
-17.08%
10Y*
-27.91%

ABR

1D
4.90%
1M
0.78%
YTD
2.99%
6M
-32.31%
1Y
-25.79%
3Y*
-0.88%
5Y*
-3.65%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

DRV vs. ABR — Risk / Return Rank

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

DRV
DRV Risk / Return Rank: 1212
Overall Rank
DRV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DRV Sortino Ratio Rank: 1515
Sortino Ratio Rank
DRV Omega Ratio Rank: 1515
Omega Ratio Rank
DRV Calmar Ratio Rank: 1010
Calmar Ratio Rank
DRV Martin Ratio Rank: 1111
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 1717
Overall Rank
ABR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 1515
Sortino Ratio Rank
ABR Omega Ratio Rank: 1616
Omega Ratio Rank
ABR Calmar Ratio Rank: 2020
Calmar Ratio Rank
ABR Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRV vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Real Estate Bear 3x Shares (DRV) 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.


DRVABRDifference

Sharpe ratio

Return per unit of total volatility

-0.05

-0.64

+0.59

Sortino ratio

Return per unit of downside risk

0.29

-0.73

+1.03

Omega ratio

Gain probability vs. loss probability

1.04

0.91

+0.13

Calmar ratio

Return relative to maximum drawdown

-0.12

-0.64

+0.52

Martin ratio

Return relative to average drawdown

-0.17

-1.20

+1.03

DRV vs. ABR - Sharpe Ratio Comparison

The current DRV Sharpe Ratio is -0.05, which is higher than the ABR Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of DRV 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.


Loading graphics...

Sharpe Ratios by Period


DRVABRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.64

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.10

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

0.31

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

0.08

-0.75

Correlation

The correlation between DRV and ABR is -0.41. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DRV vs. ABR - Dividend Comparison

DRV's dividend yield for the trailing twelve months is around 2.95%, less than ABR's 15.56% yield.


TTM20252024202320222021202020192018201720162015
DRV
Direxion Daily Real Estate Bear 3x Shares
2.95%2.88%4.57%5.35%0.38%0.00%0.58%1.71%0.42%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
15.56%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%

Drawdowns

DRV vs. ABR - Drawdown Comparison

The maximum DRV drawdown since its inception was -99.99%, roughly equal to the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for DRV and ABR.


Loading graphics...

Drawdown Indicators


DRVABRDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-97.76%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-43.54%

-40.49%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-71.31%

-46.72%

-24.59%

Max Drawdown (10Y)

Largest decline over 10 years

-97.19%

-72.76%

-24.43%

Current Drawdown

Current decline from peak

-99.99%

-40.61%

-59.38%

Average Drawdown

Average peak-to-trough decline

-97.75%

-41.83%

-55.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.46%

21.57%

+9.89%

Volatility

DRV vs. ABR - Volatility Comparison

Direxion Daily Real Estate Bear 3x Shares (DRV) has a higher volatility of 13.49% compared to Arbor Realty Trust, Inc. (ABR) at 12.40%. This indicates that DRV'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.


Loading graphics...

Volatility by Period


DRVABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.49%

12.40%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

28.29%

30.52%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

49.18%

40.43%

+8.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.93%

36.10%

+20.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.66%

39.77%

+22.89%