DX vs. ABR
DX (Dynex Capital, Inc.) and ABR (Arbor Realty Trust, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, DX returned 7.73%/yr vs 7.91%/yr for ABR. At a 0.35 correlation, their price movements are largely independent.
Performance
DX vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, DX achieves a -1.54% return, which is significantly higher than ABR's -27.11% return. Both investments have delivered pretty close results over the past 10 years, with DX having a 7.73% annualized return and ABR not far ahead at 7.91%.
DX
- 1D
- -0.62%
- 1M
- -2.25%
- YTD
- -1.54%
- 6M
- -0.69%
- 1Y
- 24.52%
- 3Y*
- 18.68%
- 5Y*
- 3.95%
- 10Y*
- 7.73%
ABR
- 1D
- -2.21%
- 1M
- -30.75%
- YTD
- -27.11%
- 6M
- -37.77%
- 1Y
- -38.26%
- 3Y*
- -17.08%
- 5Y*
- -12.88%
- 10Y*
- 7.91%
DX vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | -1.54% | 29.48% | 13.64% | 11.91% | -15.39% | 2.25% | 17.09% | 11.12% | -8.46% | 13.80% |
ABR Arbor Realty Trust, Inc. | -27.11% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between DX and ABR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2004 | 0.35 |
The correlation between DX and ABR shifts across timeframes, from 0.35 (all time) to 0.56 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DX:
$2.56B
ABR:
$1.12B
DX:
$1.59
ABR:
$0.57
DX:
8.03
ABR:
9.24
DX:
2.79
ABR:
1.19
DX:
0.98
ABR:
0.48
DX:
$695.85M
ABR:
$940.70M
DX:
$695.85M
ABR:
$829.57M
DX:
$900.29M
ABR:
$878.83M
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Return for Risk
DX vs. ABR — Risk / Return Rank
DX
ABR
DX vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) 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.
| DX | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.84 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.72 | +2.34 |
| Martin ratioReturn relative to average drawdown | 5.12 | -1.43 | +6.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DX | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | -0.94 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | -0.35 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.20 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.05 | +0.12 |
Drawdowns
DX vs. ABR - Drawdown Comparison
The maximum DX drawdown since its inception was -99.12%, roughly equal to the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for DX and ABR.
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Drawdown Indicators
| DX | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.12% | -97.76% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -53.05% | +37.78% |
Max Drawdown (3Y)Largest decline over 3 years | -25.81% | -57.96% | +32.15% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -57.96% | +19.27% |
Max Drawdown (10Y)Largest decline over 10 years | -56.76% | -72.76% | +16.00% |
Current DrawdownCurrent decline from peak | -32.61% | -57.96% | +25.35% |
Average DrawdownAverage peak-to-trough decline | -56.81% | -41.86% | -14.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 26.77% | -21.97% |
Volatility
DX vs. ABR - Volatility Comparison
The current volatility for Dynex Capital, Inc. (DX) is 4.07%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. This indicates that DX experiences smaller price fluctuations and is considered to be less risky 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
| DX | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 21.37% | -17.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 33.44% | -19.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.41% | 40.99% | -23.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 37.09% | -13.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.88% | 40.39% | -10.51% |
Dividends
DX vs. ABR - Dividend Comparison
DX's dividend yield for the trailing twelve months is around 15.95%, less than ABR's 20.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 20.19% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
DX Dynex Capital, Inc. | 15.95% | 14.13% | 11.46% | 12.46% | 12.26% | 9.34% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% |
Financials
DX vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between Dynex Capital, 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.
Total Revenue: Total amount of money received from sales and other business activities
DX vs. ABR - Profitability Comparison
DX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dynex Capital, Inc. reported a gross profit of 257.39M and revenue of 257.39M. Therefore, the gross margin over that period was 100.0%.
ABR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a gross profit of -21.94M and revenue of 25.74M. Therefore, the gross margin over that period was -85.3%.
DX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dynex Capital, Inc. reported an operating income of 236.91M and revenue of 257.39M, resulting in an operating margin of 92.0%.
ABR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported an operating income of 8.06M and revenue of 25.74M, resulting in an operating margin of 31.3%.
DX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dynex Capital, Inc. reported a net income of -80.36M and revenue of 257.39M, resulting in a net margin of -31.2%.
ABR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a net income of 12.92M and revenue of 25.74M, resulting in a net margin of 50.2%.
Frequently Asked Questions
DX and ABR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (21.37%) compared to DX (4.07%). In terms of maximum drawdown, DX dropped -99.12% vs ABR's -97.76%.
DX currently has the higher Sharpe Ratio (1.42 vs -0.94), 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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