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

Correlation

The correlation between EIX and ABR is 0.24, 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.


-0.50.00.51.00.2

Performance

EIX vs. ABR - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
563.36%
260.08%
EIX
ABR

Key characteristics

Sharpe Ratio

EIX:

1.15

ABR:

0.01

Sortino Ratio

EIX:

1.69

ABR:

0.26

Omega Ratio

EIX:

1.20

ABR:

1.04

Calmar Ratio

EIX:

1.72

ABR:

0.02

Martin Ratio

EIX:

4.28

ABR:

0.04

Ulcer Index

EIX:

4.82%

ABR:

12.42%

Daily Std Dev

EIX:

17.89%

ABR:

36.40%

Max Drawdown

EIX:

-72.18%

ABR:

-97.75%

Current Drawdown

EIX:

-10.00%

ABR:

-9.56%

Fundamentals

Market Cap

EIX:

$31.17B

ABR:

$2.68B

EPS

EIX:

$3.42

ABR:

$1.33

PE Ratio

EIX:

23.54

ABR:

10.69

PEG Ratio

EIX:

1.32

ABR:

1.20

Total Revenue (TTM)

EIX:

$17.32B

ABR:

$1.51B

Gross Profit (TTM)

EIX:

$6.50B

ABR:

$659.29M

EBITDA (TTM)

EIX:

$6.83B

ABR:

$414.72M

Returns By Period

In the year-to-date period, EIX achieves a 14.78% return, which is significantly higher than ABR's 2.49% return. Over the past 10 years, EIX has underperformed ABR with an annualized return of 5.98%, while ABR has yielded a comparatively higher 18.30% annualized return.


EIX

YTD

14.78%

1M

-7.66%

6M

13.23%

1Y

20.46%

5Y*

5.65%

10Y*

5.98%

ABR

YTD

2.49%

1M

-5.82%

6M

3.52%

1Y

-2.95%

5Y*

9.72%

10Y*

18.30%

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

EIX vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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 EIX, currently valued at 1.15, compared to the broader market-4.00-2.000.002.001.150.01
The chart of Sortino ratio for EIX, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.690.26
The chart of Omega ratio for EIX, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.04
The chart of Calmar ratio for EIX, currently valued at 1.72, compared to the broader market0.002.004.006.001.720.02
The chart of Martin ratio for EIX, currently valued at 4.28, compared to the broader market-5.000.005.0010.0015.0020.0025.004.280.04
EIX
ABR

The current EIX Sharpe Ratio is 1.15, which is higher than the ABR Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of EIX 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.15
0.01
EIX
ABR

Dividends

EIX vs. ABR - Dividend Comparison

EIX's dividend yield for the trailing twelve months is around 3.92%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
EIX
Edison International
3.92%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%
ABR
Arbor Realty Trust, Inc.
12.50%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

EIX vs. ABR - Drawdown Comparison

The maximum EIX drawdown since its inception was -72.18%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for EIX and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.00%
-9.56%
EIX
ABR

Volatility

EIX vs. ABR - Volatility Comparison

The current volatility for Edison International (EIX) is 5.36%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 5.81%. This indicates that EIX 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
5.81%
EIX
ABR

Financials

EIX vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Edison International 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 © 2024 PortfoliosLab