DRV vs. ABR
DRV (Direxion Daily Real Estate Bear 3x Shares) is REIT fund tracking the MSCI US REIT Index (-300%), while ABR (Arbor Realty Trust, Inc.) is a stock. Over the past 10 years, DRV returned -27.93%/yr vs 6.99%/yr for ABR. Their -0.40 correlation means they have often moved in opposite directions in the past.
Performance
DRV vs. ABR - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DRV having a -31.44% return and ABR slightly higher at -31.09%. Over the past 10 years, DRV has underperformed ABR with an annualized return of -27.93%, while ABR has yielded a comparatively higher 6.99% annualized return.
DRV
- 1D
- 1.83%
- 1M
- -2.68%
- 6M
- -25.85%
- YTD
- -31.44%
- 1Y
- -28.22%
- 3Y*
- -23.26%
- 5Y*
- -15.14%
- 10Y*
- -27.93%
- ALL TIME*
- -43.10%
ABR
- 1D
- 4.59%
- 1M
- -4.93%
- 6M
- -30.56%
- YTD
- -31.09%
- 1Y
- -49.35%
- 3Y*
- -23.79%
- 5Y*
- -13.59%
- 10Y*
- 6.99%
- ALL TIME*
- 2.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.89M | $19.44M | $26.50M | |
| $3.36M | $3.03M | $2.54M |
DRV vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRV Direxion Daily Real Estate Bear 3x Shares | -31.44% | -7.27% | -10.50% | -33.74% | 68.51% | -68.77% | -60.48% | -51.70% | 5.07% | -17.10% |
ABR Arbor Realty Trust, Inc. | -31.09% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between DRV and ABR is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.32 |
Correlation (3Y) Balances recent behavior with more history. | -0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2009 | -0.40 |
The correlation between DRV and ABR shifts across timeframes, from -0.46 (5 years) to -0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DRV vs. ABR — Risk / Return Rank
DRV
ABR
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRV | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.78 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.86 | +0.12 |
| Martin ratioReturn relative to average drawdown | -1.49 | -1.43 | -0.07 |
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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.
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Drawdown Indicators
| DRV | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -97.76% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -37.53% | -57.57% | +20.04% |
Max Drawdown (3Y)Largest decline over 3 years | -73.89% | -62.01% | -11.88% |
Max Drawdown (5Y)Largest decline over 5 years | -76.13% | -62.01% | -14.12% |
Max Drawdown (10Y)Largest decline over 10 years | -97.60% | -72.76% | -24.84% |
Current DrawdownCurrent decline from peak | -99.99% | -60.26% | -39.73% |
Average DrawdownAverage peak-to-trough decline | -97.77% | -41.97% | -55.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.46% | 34.48% | -16.02% |
Volatility
DRV vs. ABR - Volatility Comparison
Direxion Daily Real Estate Bear 3x Shares (DRV) has a higher volatility of 13.26% compared to Arbor Realty Trust, Inc. (ABR) at 11.42%. 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.
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Volatility by Period
| DRV | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.26% | 11.42% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 33.11% | 34.59% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.46% | 42.02% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.15% | 37.40% | +19.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.84% | 40.63% | +22.21% |
Dividends
DRV vs. ABR - Dividend Comparison
DRV's dividend yield for the trailing twelve months is around 3.94%, less than ABR's 21.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 21.36% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
DRV Direxion Daily Real Estate Bear 3x Shares | 3.94% | 2.88% | 4.57% | 5.35% | 0.38% | 0.00% | 0.58% | 1.71% | 0.42% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRV and ABR have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRV has higher volatility (13.26%) compared to ABR (11.42%). In terms of maximum drawdown, DRV dropped -99.99% vs ABR's -97.76%.
DRV currently has the higher Sharpe Ratio (-0.66 vs -1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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