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EPRT vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EPRT and ABR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EPRT vs. ABR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EPRT:

1.02

ABR:

-0.48

Sortino Ratio

EPRT:

1.52

ABR:

-0.49

Omega Ratio

EPRT:

1.19

ABR:

0.93

Calmar Ratio

EPRT:

1.44

ABR:

-0.62

Martin Ratio

EPRT:

4.44

ABR:

-1.44

Ulcer Index

EPRT:

5.05%

ABR:

13.34%

Daily Std Dev

EPRT:

22.21%

ABR:

36.26%

Max Drawdown

EPRT:

-73.67%

ABR:

-97.75%

Current Drawdown

EPRT:

-3.59%

ABR:

-28.76%

Fundamentals

Market Cap

EPRT:

$6.39B

ABR:

$2.03B

EPS

EPRT:

$1.16

ABR:

$1.03

PE Ratio

EPRT:

27.82

ABR:

10.26

PS Ratio

EPRT:

13.44

ABR:

3.31

PB Ratio

EPRT:

1.67

ABR:

0.86

Total Revenue (TTM)

EPRT:

$475.89M

ABR:

$490.88M

Gross Profit (TTM)

EPRT:

$439.66M

ABR:

$444.85M

EBITDA (TTM)

EPRT:

$453.55M

ABR:

$475.21M

Returns By Period

In the year-to-date period, EPRT achieves a 4.75% return, which is significantly higher than ABR's -21.74% return.


EPRT

YTD

4.75%

1M

0.81%

6M

-0.99%

1Y

22.43%

3Y*

18.98%

5Y*

26.19%

10Y*

N/A

ABR

YTD

-21.74%

1M

-5.17%

6M

-26.67%

1Y

-17.10%

3Y*

-2.42%

5Y*

18.63%

10Y*

14.62%

*Annualized

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Arbor Realty Trust, Inc.

Risk-Adjusted Performance

EPRT vs. ABR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPRT
The Risk-Adjusted Performance Rank of EPRT is 8282
Overall Rank
The Sharpe Ratio Rank of EPRT is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of EPRT is 7777
Sortino Ratio Rank
The Omega Ratio Rank of EPRT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EPRT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EPRT is 8484
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 1717
Overall Rank
The Sharpe Ratio Rank of ABR is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPRT vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essential Properties Realty Trust, Inc. (EPRT) 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.


The current EPRT Sharpe Ratio is 1.02, which is higher than the ABR Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of EPRT 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.


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Dividends

EPRT vs. ABR - Dividend Comparison

EPRT's dividend yield for the trailing twelve months is around 3.60%, less than ABR's 15.63% yield.


TTM20242023202220212020201920182017201620152014
EPRT
Essential Properties Realty Trust, Inc.
3.60%3.71%4.38%4.58%3.47%4.39%3.55%3.14%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
15.63%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

EPRT vs. ABR - Drawdown Comparison

The maximum EPRT drawdown since its inception was -73.67%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for EPRT and ABR. For additional features, visit the drawdowns tool.


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Volatility

EPRT vs. ABR - Volatility Comparison

The current volatility for Essential Properties Realty Trust, Inc. (EPRT) is 4.66%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.20%. This indicates that EPRT 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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Financials

EPRT vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Essential Properties Realty Trust, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


50.00M100.00M150.00M200.00M20212022202320242025
129.35M
25.60M
(EPRT) Total Revenue
(ABR) Total Revenue
Values in USD except per share items