EPR vs. ABR
EPR (EPR Properties) and ABR (Arbor Realty Trust, Inc.) are both stocks. Both are in the Real Estate sector — EPR in REIT - Specialty, ABR in REIT - Mortgage. Over the past 10 years, EPR returned 3.23%/yr vs 6.99%/yr for ABR. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
EPR vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, EPR achieves a 29.16% return, which is significantly higher than ABR's -31.09% return. Over the past 10 years, EPR has underperformed ABR with an annualized return of 3.23%, while ABR has yielded a comparatively higher 6.99% annualized return.
EPR
- 1D
- -2.56%
- 1M
- 5.54%
- 6M
- 18.18%
- YTD
- 29.16%
- 1Y
- 20.51%
- 3Y*
- 19.52%
- 5Y*
- 12.03%
- 10Y*
- 3.23%
- ALL TIME*
- 11.75%
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 | |
| $43.74M | $40.64M | $39.39M |
EPR vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 29.16% | 20.52% | -1.25% | 38.83% | -14.61% | 50.60% | -52.09% | 17.13% | 3.59% | -3.41% |
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 EPR and ABR is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2004 | 0.38 |
Over the past year, the correlation between EPR and ABR has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
Fundamentals
EPR:
$4.75B
ABR:
$963.73M
EPR:
$3.43
ABR:
$0.23
EPR:
18.08
ABR:
21.84
EPR:
6.52
ABR:
1.11
EPR:
2.07
ABR:
0.45
EPR:
$730.45M
ABR:
$930.16M
EPR:
$508.64M
ABR:
$813.94M
EPR:
$585.59M
ABR:
$807.17M
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Return for Risk
EPR vs. ABR — Risk / Return Rank
EPR
ABR
EPR vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EPR Properties (EPR) 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.
| EPR | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.78 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | -0.86 | +1.91 |
| Martin ratioReturn relative to average drawdown | 2.70 | -1.43 | +4.13 |
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Drawdowns
EPR vs. ABR - Drawdown Comparison
The maximum EPR drawdown since its inception was -82.02%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for EPR and ABR.
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Drawdown Indicators
| EPR | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.02% | -97.76% | +15.74% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -57.57% | +38.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -62.01% | +42.50% |
Max Drawdown (5Y)Largest decline over 5 years | -35.63% | -62.01% | +26.38% |
Max Drawdown (10Y)Largest decline over 10 years | -82.02% | -72.76% | -9.26% |
Current DrawdownCurrent decline from peak | -3.03% | -60.26% | +57.23% |
Average DrawdownAverage peak-to-trough decline | -16.51% | -41.97% | +25.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.60% | 34.48% | -26.88% |
Volatility
EPR vs. ABR - Volatility Comparison
The current volatility for EPR Properties (EPR) is 5.84%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.42%. This indicates that EPR 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
| EPR | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 11.42% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 16.52% | 34.59% | -18.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.85% | 42.02% | -19.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.62% | 37.40% | -11.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.48% | 40.63% | +1.85% |
Dividends
EPR vs. ABR - Dividend Comparison
EPR's dividend yield for the trailing twelve months is around 5.82%, 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% |
EPR EPR Properties | 5.82% | 7.05% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 5.62% | 6.23% | 5.35% | 6.21% |
Financials
EPR vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between EPR Properties 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
Frequently Asked Questions
EPR and ABR have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (11.42%) compared to EPR (5.84%). In terms of maximum drawdown, EPR dropped -82.02% vs ABR's -97.76%.
EPR currently has the higher Sharpe Ratio (0.90 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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