DRV vs. ABR
Compare and contrast key facts about Direxion Daily Real Estate Bear 3x Shares (DRV) and Arbor Realty Trust, Inc. (ABR).
DRV is a passively managed fund by Direxion that tracks the performance of the MSCI US REIT Index (-300%). It was launched on Jul 16, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRV or ABR.
Key characteristics
| DRV | ABR | |
|---|---|---|
| YTD Return | -26.54% | 12.38% |
| 1Y Return | -57.11% | 36.91% |
| 3Y Return (Ann) | -12.83% | 2.95% |
| 5Y Return (Ann) | -37.89% | 11.00% |
| 10Y Return (Ann) | -33.05% | 19.16% |
| Sharpe Ratio | -1.08 | 0.85 |
| Sortino Ratio | -1.73 | 1.31 |
| Omega Ratio | 0.80 | 1.18 |
| Calmar Ratio | -0.55 | 1.24 |
| Martin Ratio | -1.33 | 2.77 |
| Ulcer Index | 41.38% | 12.41% |
| Daily Std Dev | 51.10% | 40.23% |
| Max Drawdown | -99.99% | -97.76% |
| Current Drawdown | -99.99% | -0.83% |
Correlation
The correlation between DRV and ABR is -0.40. 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.
Performance
DRV vs. ABR - Performance Comparison
In the year-to-date period, DRV achieves a -26.54% return, which is significantly lower than ABR's 12.38% return. Over the past 10 years, DRV has underperformed ABR with an annualized return of -33.05%, while ABR has yielded a comparatively higher 19.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DRV vs. ABR - Risk-Adjusted Performance 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.
Dividends
DRV vs. ABR - Dividend Comparison
DRV's dividend yield for the trailing twelve months is around 6.18%, less than ABR's 11.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRV Direxion Daily Real Estate Bear 3x Shares | 6.18% | 5.35% | 0.38% | 0.00% | 0.58% | 1.72% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ABR Arbor Realty Trust, Inc. | 11.08% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
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. For additional features, visit the drawdowns tool.
Volatility
DRV vs. ABR - Volatility Comparison
Direxion Daily Real Estate Bear 3x Shares (DRV) has a higher volatility of 16.89% compared to Arbor Realty Trust, Inc. (ABR) at 6.25%. 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.